Jean-Paul Renne

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

ORCID: 0000-0002-0797-2457

Faculty of Business and Economics (HEC), University of Lausanne, 1015 Lausanne, Switzerland

Publications

• Fiscal Limits and the Pricing of Eurobonds — Management Science 2024
• 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