Number of items: 3.
2020
Gourieroux, Christian, Monfort, Alain and Renne, Jean-Paul (2020) Identification and Estimation in Nonfundamental Structural Models. Review of Economic Studies, vol.87 (n°4). pp. 1915-1953.
2021
Gourieroux, Christian, Monfort, Alain, Mouabbi, Sarah and Renne, Jean-Paul (2021) Disastrous Defaults. TSE Working Paper, n. 21-1237, Toulouse, France
2022
Gourieroux, Christian, Monfort, Alain and Renne, Jean-Paul (2022) Required Capital for Long-Run Risks. Journal of Economic Dynamics and Control, vol.144 (104502).