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~isPartOf:"Journal of empirical finance"
~isPartOf:"Review of derivatives research"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~subject:"Börsenkurs"
~subject:"Credit risk"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Portfolio selection"
~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"
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Gouriéroux, Christian
Jarrow, Robert A.
Fabozzi, Frank J.
13
Chen, Ren-Raw
11
Das, Sanjiv R.
9
Wu, Chunchi
8
Cantor, Richard
7
Nijman, Theodore E.
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Dor, Arik Ben
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4
Helwege, Jean
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3
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3
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3
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Journal of empirical finance
Review of derivatives research
The journal of fixed income
Journal of econometrics
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Journal of banking & finance
9
Finance research letters
7
Annales d'économie et de statistique
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 journal of derivatives : the official publication of the International Association of Financial Engineers
5
The review of financial studies
5
Annals of economics and statistics
4
Annual review of financial economics
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
Annals of finance
3
Econometric reviews
3
Finance and stochastics
3
The journal of credit risk : published quarterly by Incisive Media
3
The journal of portfolio management : a publication of Institutional Investor
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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
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Advances in futures and options research : a research annual
1
Agricultural finance review
1
Duration transition and count data models
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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
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Handbooks in operations research and management science
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ECONIS (ZBW)
21
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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
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:
3
An empirical investigation of large trader market manipulation in derivatives markets
Jarrow, Robert A.
;
Fung, Scott
;
Tsai, Shih-Chuan
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 331-374
Persistent link: https://www.econbiz.de/10012055746
Saved in:
4
The impact of quantitative easing on the US term structure of interest rates
Jarrow, Robert A.
;
Li, Hao
- In:
Review of derivatives research
17
(
2014
)
3
,
pp. 287-321
Persistent link: https://www.econbiz.de/10011293077
Saved in:
5
Capital adequacy rules, catastrophic firm failure, and systemic risk
Jarrow, Robert A.
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 219-231
Persistent link: https://www.econbiz.de/10010222969
Saved in:
6
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:
7
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:
8
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:
9
Foreign currency bubbles
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10009272490
Saved in:
10
Convenience yields
Jarrow, Robert A.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
Saved in:
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