Alain Monfort

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-1678-9205

Publications

• Disastrous Defaults — Review of Finance 2021
• Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion — Management Science 2021
• Identification and Estimation in Non-Fundamental Structural VARMA Models — The Review of Economic Studies 2020
• Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks — Review of Finance 2014
• On the Problem of Missing Data in Linear Models — The Review of Economic Studies 1981