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~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Chen, Ren-Raw"
~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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Börsenkurs
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7
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Chen, Ren-Raw
Gouriéroux, Christian
Jarrow, Robert A.
Fabozzi, Frank J.
13
Wu, Chunchi
8
Cantor, Richard
7
Das, Sanjiv R.
7
Nijman, Theodore E.
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Dor, Arik Ben
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Journal of empirical finance
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
12
Review of derivatives research
12
Journal of financial and quantitative analysis : JFQA
10
Finance research letters
8
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
Review of quantitative finance and accounting
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
The quarterly journal of finance
6
The review of financial studies
6
Econometric theory
5
International journal of theoretical and applied finance
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
The journal of futures markets
4
Annals of finance
3
Econometric reviews
3
Finance and stochastics
3
Quantitative finance
3
Review of finance : journal of the European Finance Association
3
The journal of credit risk : published quarterly by Incisive Media
3
The journal of fixed income : JFI
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
Journal of risk and financial management : JRFM
2
The journal of real estate finance and economics
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Duration transition and count data models
1
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ECONIS (ZBW)
20
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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
Crash risk and risk neutral densities
Chen, Ren-Raw
;
Hsieh, Pei-lin
;
Huang, Jeffrey
- In:
Journal of empirical finance
47
(
2018
),
pp. 162-189
Persistent link: https://www.econbiz.de/10012103473
Saved in:
3
A liquidity index
Chen, Ren-Raw
;
He, Wei
;
Lin, Wenling
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 5-19
Persistent link: https://www.econbiz.de/10011660731
Saved in:
4
A closed-form solution to the liquidity discount problem : with an application to the liquidity crisis
Chen, Ren-Raw
;
Li, Bo
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 7-24
Persistent link: https://www.econbiz.de/10011399841
Saved in:
5
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:
6
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:
7
Valuing financial assets with liquidity discount : an implication for Basel III
Chen, Ren-Raw
;
Filonuk, William
;
Patro, Dilip Kumar
;
Yan, An
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 45-63
Persistent link: https://www.econbiz.de/10009711231
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
Valuing a liquidity discount
Chen, Ren-Raw
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 59-73
Persistent link: https://www.econbiz.de/10009532098
Saved in:
10
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
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