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~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"Commodity derivative"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Insolvency"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
~type_genre:"Systematic review"
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Börsenkurs
Collateral
Commodity derivative
EU countries
Economic growth
Entwicklungsländer
Insolvency
Supply chain
Theory
United Kingdom
Theorie
13
Credit risk
5
Kreditrisiko
5
Portfolio selection
3
Portfolio-Management
3
Yield curve
3
Zinsstruktur
3
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2
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1998
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Aufsatz in Zeitschrift
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Sammelwerk
Statistik
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9
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Gouriéroux, Christian
Jarrow, Robert A.
Fabozzi, Frank J.
13
Chen, Ren-Raw
10
Cantor, Richard
7
Das, Sanjiv R.
7
Wang, Yudong
6
Baillie, Richard
5
Baltagi, Badi H.
5
Dionne, Georges
5
Frijns, Bart
5
Helwege, Jean
5
Nijman, Theodore E.
5
Wu, Chunchi
5
Ap Gwilym, Owain
4
Bhanot, Karan
4
Conrad, Christian
4
Fridson, Martin S.
4
Goodman, Laurie Sharon
4
Granger, C. W. J.
4
Harvey, Campbell R.
4
Koop, Gary
4
Laffont, Jean-Jacques
4
Lai, Van Son
4
Lehnert, Thorsten
4
Licandro, Omar
4
Martellini, Lionel
4
Monfort, Alain
4
Palm, Franz C.
4
Schotman, Peter C.
4
Wu, Chongfeng
4
Ball, Clifford A.
3
Bekaert, Geert
3
Blanc-Brude, Frédéric
3
Brooks, Chris
3
Brown, Sarah
3
Christiansen, Charlotte
3
De la Croix, David
3
Dor, Arik Ben
3
Dufour, Jean-Marie
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Annales d'économie et de statistique
Journal of empirical finance
The journal of fixed income
Journal of econometrics
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Review of derivatives research
12
Journal of banking & finance
8
Annual review of financial economics
6
Finance research letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Econometric theory
5
International journal of theoretical and applied finance
5
Journal of financial and quantitative analysis : JFQA
5
The review of financial studies
5
Annals of economics and statistics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
The journal of finance : the journal of the American Finance Association
4
Econometric reviews
3
Finance and stochastics
3
The journal of credit risk : published quarterly by Incisive Media
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of finance
2
Economics letters
2
Journal of financial econometrics
2
Journal of financial markets
2
Journal of risk
2
Quantitative finance
2
Review of finance : journal of the European Finance Association
2
The journal of portfolio management : a publication of Institutional Investor
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Duration transition and count data models
1
Dynamique des marchés financiers et prévisions
1
European finance review : the official journal of the European Finance Association
1
Finance : revue de l'Association Française de Finance
1
Financial analysts' journal : FAJ
1
Handbooks in operations research and management science
1
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ECONIS (ZBW)
16
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1
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
2
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Saved in:
3
A simple, transparent, and accurate mortgage valuation yield curve
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
Saved in:
4
Problems with using CDS to infer default probabilities
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
5
The ordered qualitative model for credit rating transitions
Feng, D.
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10003693020
Saved in:
6
Diffusion processes with polynomial eigenfunctions
Gouriéroux, Christian
;
Renault, E.
;
Valéry, P.
- In:
Annales d'économie et de statistique
85
(
2007
),
pp. 115-130
Persistent link: https://www.econbiz.de/10003690229
Saved in:
7
Synthetic CDO equity : short or long correlation risk?
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 31-41
Persistent link: https://www.econbiz.de/10003729808
Saved in:
8
Pricing with splines
Gouriéroux, Christian
;
Monfort, Alain
- In:
Annales d'économie et de statistique
82
(
2006
),
pp. 3-33
Persistent link: https://www.econbiz.de/10003510977
Saved in:
9
The econometrics of efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10002642993
Saved in:
10
Nonlinear innovations and impulse responses with application to VaR sensitivity
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
78
(
2005
),
pp. 1-31
Persistent link: https://www.econbiz.de/10003278419
Saved in:
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