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subject:"Innovation"
~person:"Cason, Timothy N."
~person:"Jarrow, Robert A."
~subject:"Experiment"
~subject:"Spieltheorie"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Innovation
Experiment
Spieltheorie
Theory
Zeitreihenanalyse
Theorie
155
CAPM
27
Bubbles
17
Spekulationsblase
17
Yield curve
17
Zinsstruktur
17
Derivat
15
Derivative
15
Portfolio selection
15
Portfolio-Management
15
Börsenkurs
14
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14
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USA
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United States
14
Game theory
11
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Optionspreistheorie
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10
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Martingal
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Black-Scholes model
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Emissions trading
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Emissionshandel
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Hedging
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7
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153
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Aufsatz in Zeitschrift
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155
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19
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18
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9
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English
155
Author
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Cason, Timothy N.
Jarrow, Robert A.
Beladi, Hamid
163
Pestieau, Pierre
160
Güth, Werner
155
Creedy, John
145
Phillips, Peter C. B.
144
Lai, Ching-chong
140
Thisse, Jacques-François
133
Nijkamp, Peter
130
Turnovsky, Stephen J.
125
Tirole, Jean
124
Marjit, Sugata
120
Cremer, Helmuth
119
Broll, Udo
118
Mukherjee, Arijit
118
Färe, Rolf
116
Long, Ngo Van
116
Lambertini, Luca
113
Frey, Bruno S.
112
Acemoglu, Daron
111
Laporte, Gilbert
109
Cheng, T. C. E.
104
Tsionas, Efthymios G.
102
Laffont, Jean-Jacques
101
Devereux, Michael B.
100
Miceli, Thomas J.
100
Stiglitz, Joseph E.
99
Gersbach, Hans
98
Kumbhakar, Subal
98
Shogren, Jason F.
97
Quiggin, John C.
96
Franses, Philip Hans
94
Gupta, Rangan
94
Lien, Da-hsiang Donald
93
Michel, Philippe
93
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
Bossert, Walter
91
Andersen, Torben M.
90
Wang, Leonard F. S.
90
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Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
10
Finance research letters
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Journal of financial and quantitative analysis : JFQA
5
The review of financial studies
5
Annual review of financial economics
4
Games and economic behavior
4
Journal of banking & finance
4
Journal of economic behavior & organization : JEBO
4
The journal of finance : the journal of the American Finance Association
4
American journal of agricultural economics
3
Economic inquiry : journal of the Western Economic Association International
3
Experimental economics : a journal of the Economic Science Association
3
Finance and stochastics
3
International journal of theoretical and applied finance
3
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
3
Quantitative finance
3
Annals of finance
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Information economics and policy : IEP
2
International journal of industrial organization
2
Journal of economic dynamics & control
2
Journal of economic theory
2
Journal of political economy
2
Journal of risk
2
The economic journal : the journal of the Royal Economic Society
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in economic analysis & policy
1
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Economics letters
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
European economic review : EER
1
European finance review : the official journal of the European Finance Association
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ECONIS (ZBW)
155
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1
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10
of
155
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1
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
2
Index design : hedging and manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
The Quarterly Journal of Finance : QJF
12
(
2022
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10013367706
Saved in:
3
Applying the local martingale theory of bubbles to cryptocurrencies
Choi, Soon Hyeok
;
Jarrow, Robert A.
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013371053
Saved in:
4
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
5
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
6
Media trading groups and short selling manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
Saved in:
7
Interest rate swaps : a comparison of compounded daily versus discrete reference rates
Jarrow, Robert A.
;
Li, Siguang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014266351
Saved in:
8
A practical guide to the valuation of coupon-bearing fixed income securities
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income : JFI
33
(
2023
)
1
,
pp. 80-87
Persistent link: https://www.econbiz.de/10014310203
Saved in:
9
Investment incentives in tradable emissions markets with price floors
Cason, Timothy N.
;
Stranlund, John Kevin
;
Vries, Frans P. de
- In:
Journal of the Association of Environmental and …
10
(
2023
)
2
,
pp. 283-314
Persistent link: https://www.econbiz.de/10013548015
Saved in:
10
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
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