//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~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:"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"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 22 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
EU countries
Economic growth
Entwicklungsländer
Portfolio selection
Supply chain
Theory
United Kingdom
Theorie
14
Credit risk
7
Kreditrisiko
7
Yield curve
5
Zinsstruktur
5
Credit derivative
4
Kreditderivat
4
Collateral
3
Estimation
3
Insolvency
3
Insolvenz
3
Kreditsicherung
3
Liquidity
3
Liquidität
3
Portfolio-Management
3
Schätzung
3
USA
3
United States
3
Betriebliche Liquidität
2
Corporate liquidity
2
Correlation
2
Estimation theory
2
Korrelation
2
Public bond
2
Risikomaß
2
Risikoprämie
2
Risk measure
2
Risk premium
2
Schätztheorie
2
Öffentliche Anleihe
2
1980-1990
1
2000-2003
1
Aktienindex
1
Analysis of variance
1
Bank liquidity
1
Bankenliquidität
1
Basel Accord
1
Basler Akkord
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
Collection of articles written by one author
Sammelwerk
Statistik
Language
All
English
Estonian
Spanish
Author
All
Chen, Ren-Raw
Gouriéroux, Christian
Jarrow, Robert A.
Fabozzi, Frank J.
9
Das, Sanjiv R.
6
Nijman, Theodore E.
6
Wang, Yudong
6
Baillie, Richard
5
Dor, Arik Ben
5
Frijns, Bart
5
Harvey, Campbell R.
5
Wu, Chunchi
5
Bhanot, Karan
4
Conrad, Christian
4
Dionne, Georges
4
Helwege, Jean
4
Koedijk, Kees
4
Lai, Van Son
4
Lehnert, Thorsten
4
Li, Kai
4
Martellini, Lionel
4
Schotman, Peter C.
4
Wei, K. C. John
4
Wu, Chongfeng
4
Ap Gwilym, Owain
3
Ball, Clifford A.
3
Bekaert, Geert
3
Blanc-Brude, Frédéric
3
Brooks, Chris
3
Brown, Sarah
3
Cheng, Tingting
3
Christiansen, Charlotte
3
Dynkin, Lev
3
Francis, Bill B.
3
Fulkerson, Jon A.
3
Fung, William
3
González-Rivera, Gloria
3
Harvey, David I.
3
Hasan, Iftekhar
3
Hasan, Majid
3
Hsieh, David A.
3
more ...
less ...
Published in...
All
Journal of empirical finance
The journal of fixed income
Journal of econometrics
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Review of derivatives research
11
Journal of banking & finance
10
Journal of financial and quantitative analysis : JFQA
10
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
Review of quantitative finance and accounting
6
The quarterly journal of finance
6
The review of financial studies
6
Econometric theory
5
International journal of theoretical and applied finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
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 economics and statistics
3
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 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 credit risk : published quarterly by Incisive Media
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
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Pricing the term structure of inflation risk premia : theory and evidence from TIPS
Chen, Ren-Raw
;
Liu, Bo
;
Cheng, Xiaolin
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 702-721
Persistent link: https://www.econbiz.de/10009267256
Saved in:
10
Embedded options in treasury bond futures prices : new evidence
Chen, Ren-Raw
;
Ju, Hann-shing
;
Yeh, Shih-kuo
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10003875982
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->