Forward and Futures Prices with Bubbles
Year of publication: |
2009
|
---|---|
Authors: | Jarrow, Robert A. |
Other Persons: | Protter, Philip (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Spekulationsblase | Bubbles | Derivat | Derivative | CAPM | Börsenkurs | Share price |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Theoretical and Applied Finance, Vol. 12, No. 7, pp. 901-924, 2009 Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The effect of trading futures on short sale constraints
Jarrow, Robert A., (2015)
-
Detecting asset price bubbles : a multifactor approach
Tomfort, André, (2017)
-
The impact of asset price bubbles on credit risk measures
Jacobs, Michael <Jr.>, (2016)
- More ...
-
A liquidity-based model for asset price bubbles
Jarrow, Robert A., (2012)
-
A DYSFUNCTIONAL ROLE OF HIGH FREQUENCY TRADING IN ELECTRONIC MARKETS
JARROW, ROBERT A., (2012)
-
FORWARD AND FUTURES PRICES WITH BUBBLES
JARROW, ROBERT A., (2009)
- More ...