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).