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~isPartOf:"Journal of empirical finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Bhanot, Karan"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~person:"Schweizer, Martin"
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~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
EU countries
Economic growth
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United Kingdom
Theorie
31
Yield curve
9
Zinsstruktur
9
Credit risk
8
Kreditrisiko
8
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6
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6
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5
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Sammelwerk
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Bhanot, Karan
Gouriéroux, Christian
Jarrow, Robert A.
Schweizer, Martin
Fabozzi, Frank J.
11
Rogers, Leonard C. G.
11
Schachermayer, Walter
11
Filipović, Damir
10
Platen, Eckhard
10
Chen, Ren-Raw
9
Delbaen, Freddy
8
Madan, Dilip B.
8
Zhou, Xun Yu
8
Glasserman, Paul
7
Hobson, David G.
7
Kardaras, Constantinos
7
Linetsky, Vadim
7
Touzi, Nizar
7
Carr, Peter
6
Frittelli, Marco
6
Scaillet, Olivier
6
Wang, Yudong
6
Yor, Marc
6
Baillie, Richard
5
Cadenillas, Abel
5
Cont, Rama
5
Dai, Min
5
Frey, Rüdiger
5
Frijns, Bart
5
Guasoni, Paolo
5
Jamshidian, Farshid
5
Kabanov, Jurij M.
5
Kallsen, Jan
5
Li, Duan
5
Rutkowski, Marek
5
Wu, Chunchi
5
Biagini, Francesca
4
Bielecki, Tomasz R.
4
Björk, Tomas
4
Capponi, Agostino
4
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Journal of empirical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of fixed income
Journal of econometrics
16
Review of derivatives research
11
Journal of banking & finance
9
Finance and stochastics
8
International journal of theoretical and applied finance
8
Mathematics and financial economics
8
Annales d'économie et de statistique
6
Finance research letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
The quarterly journal of finance
6
Annual review of financial economics
5
Econometric theory
5
Journal of financial and quantitative analysis : JFQA
5
The review of financial studies
5
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
Annals of economics and statistics
3
Econometric reviews
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 economic dynamics & control
2
Journal of financial econometrics
2
Journal of financial economics
2
Journal of financial markets
2
Journal of risk
2
Quantitative finance
2
The journal of business : B
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of futures markets
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
Energy economics
1
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ECONIS (ZBW)
34
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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
The effect of trading futures on short sale constraints
Jarrow, Robert A.
;
Protter, Philip E.
;
Pulido, Sergio
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
Saved in:
3
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:
4
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:
5
The meaning of market efficiency
Jarrow, Robert A.
;
Larsson, Martin
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009554696
Saved in:
6
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:
7
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
Saved in:
8
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
9
Negative credit spreads : liquidity and limits to arbitrage
Bhanot, Karan
;
Guo, Liang
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 32-41
Persistent link: https://www.econbiz.de/10009314962
Saved in:
10
Asset price bubbles in incomplete markets
Jarrow, Robert A.
;
Protter, Philip E.
;
Shimbo, Kazuhiro
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 145-185
Persistent link: https://www.econbiz.de/10003955702
Saved in:
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