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~isPartOf:"Annals of finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~person:"Dionne, Georges"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~subject:"Börsenkurs"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Risk"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~subject:"Zinsstruktur"
~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
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12
Credit risk
7
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Dionne, Georges
Gouriéroux, Christian
Jarrow, Robert A.
Fabozzi, Frank J.
15
Madan, Dilip B.
10
Chen, Ren-Raw
9
Tsomocos, Dimitrios P.
7
Elliott, Robert J.
6
Goodhart, Charles A. E.
6
Wang, Yudong
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Wu, Chunchi
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5
Bhanot, Karan
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Das, Sanjiv R.
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5
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5
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4
Conrad, Christian
4
D'Amico, Guglielmo
4
Gospodinov, Nikolaj
4
Harvey, Campbell R.
4
Hasan, Iftekhar
4
Helwege, Jean
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Ho, Thomas S. Y.
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Lai, Van Son
4
Lehnert, Thorsten
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4
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4
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4
Ap Gwilym, Owain
3
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3
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Annals of finance
Journal of empirical finance
The journal of fixed income
Journal of econometrics
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of banking & finance
12
Review of derivatives research
10
Economics letters
9
Finance research letters
8
Journal of financial and quantitative analysis : JFQA
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of risk and uncertainty : JRU
7
Annales d'économie et de statistique
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Annual review of financial economics
5
Econometric theory
5
International journal of theoretical and applied finance
5
The journal of finance : the journal of the American Finance Association
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
Econometric reviews
3
Finance and stochastics
3
Risks : open access journal
3
The Geneva papers on risk and insurance theory
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
Huebner international series on risk, insurance and economic security
2
Huebner international series on risk, insurance, and economic security
2
Journal of economic dynamics & control
2
Journal of financial econometrics
2
Journal of financial markets
2
Journal of international money and finance
2
Journal of mathematical economics
2
Journal of political economy
2
Journal of risk
2
Journal of risk management in financial institutions
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Quantitative finance
2
Review of finance : journal of the European Finance Association
2
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ECONIS (ZBW)
14
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1
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
Saved in:
2
Asymmetric effects of the limit order book on price dynamics
Cenesizoglu, Tolga
;
Dionne, Georges
;
Zhou, Xiaozhou
- In:
Journal of empirical finance
65
(
2022
),
pp. 77-98
Persistent link: https://www.econbiz.de/10013286401
Saved in:
3
Reinsurance demand and liquidity creation : a search for bicausality
Desjardins, Denise
;
Dionne, Georges
;
Koné, N'Golo
- In:
Journal of empirical finance
66
(
2022
),
pp. 137-154
Persistent link: https://www.econbiz.de/10013370712
Saved in:
4
Asset market equilibrium with liquidity risk
Jarrow, Robert A.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10011945597
Saved in:
5
Relative asset price bubbles
Falafala, Roseline Bilina
;
Jarrow, Robert A.
;
Protter, …
- In:
Annals of finance
12
(
2016
)
2
,
pp. 135-160
Persistent link: https://www.econbiz.de/10011555672
Saved in:
6
Is there any dependence between consumer credit line utilization and default probability on a term loan? : evidence from bank-customer data
Bergerès, Anne-Sophie
;
D'Astous, Philippe
;
Dionne, Georges
- In:
Journal of empirical finance
33
(
2015
),
pp. 276-286
Persistent link: https://www.econbiz.de/10011556889
Saved in:
7
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:
8
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:
9
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:
10
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:
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