Paul Renne

Results: 4



#Item
1Finance / Economics / Financial markets / Interbank lending market / Euro Interbank Offered Rate / Overnight indexed swap / Liquidity risk / Reference rate / Eonia / Financial economics / Interest rates / Banking

Rue de la Banque No. 3 ■ February 2015 Disentangling Credit and Liquidity Risks from Interbank Spreads Jean-Paul RENNE Monetary and Financial Analysis

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Source URL: www.banque-france.fr

Language: English - Date: 2015-02-03 02:09:34
2Estimation theory / Robot control / Signal processing / Filter theory / Kalman filter / Nonlinear filter / Particle filter / Filtering problem / Filter / Statistics / Electronic engineering / Control theory

DOCUMENT DE TRAVAIL N° 486 A Quadratic Kalman Filter Alain Monfort, Jean-Paul Renne and Guillaume Roussellet

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Source URL: www.banque-france.fr

Language: English - Date: 2014-05-23 06:17:35
3

Rue de la Banque N° 3 ■ Février 2015 Crédit et liquidité : une décomposition du risque dans les écarts de taux interbancaires Jean-Paul RENNE

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Source URL: www.banque-france.fr

Language: French - Date: 2015-02-03 02:11:15
    4Paul Renne / Radiometric dating / Walter Alvarez / Science and technology in the United States / Michael Manga / Planetary science / University of California /  Berkeley / Howel Williams / Cooperative Institute for Research in Environmental Sciences / Geology / MacArthur Fellows / California

    Alumni Update from Department of Earth and Planetary Science Annual Report[removed]

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    Source URL: eps.berkeley.edu

    Language: English - Date: 2013-04-05 21:37:13
    UPDATE