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~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~person:"Liu, Sheen"
~subject:"Bewertung"
~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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Bewertung
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Theorie
9
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8
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Gouriéroux, Christian
Jarrow, Robert A.
Liu, Sheen
Fabozzi, Frank J.
13
Chen, Ren-Raw
10
Wu, Chunchi
8
Cantor, Richard
7
Das, Sanjiv R.
7
Nijman, Theodore E.
6
Wang, Yudong
6
Baillie, Richard
5
Dionne, Georges
5
Dor, Arik Ben
5
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5
Harvey, Campbell R.
5
Ap Gwilym, Owain
4
Bhanot, Karan
4
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4
Hayre, Lakhbir
4
Helwege, Jean
4
Koedijk, Kees
4
Koop, Gary
4
Lai, Van Son
4
Lehnert, Thorsten
4
Li, Kai
4
Martellini, Lionel
4
Martens, Martin
4
Račev, Svetlozar T.
4
Schotman, Peter C.
4
Wei, K. C. John
4
Wu, Chongfeng
4
Ball, Clifford A.
3
Bekaert, Geert
3
Blanc-Brude, Frédéric
3
Brooks, Chris
3
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3
Byström, Hans N. E.
3
Cheng, Tingting
3
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3
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3
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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
11
Review of derivatives research
11
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
Annals of finance
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
Quantitative finance
4
The journal of finance : the journal of the American Finance Association
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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
Economics letters
2
Journal of financial econometrics
2
Journal of financial markets
2
Journal of risk
2
Review of finance : journal of the European Finance Association
2
Advances in futures and options research : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Agricultural finance review
1
Duration transition and count data models
1
Dynamique des marchés financiers et prévisions
1
European finance review : the official journal of the European Finance Association
1
European financial management : the journal of the European Financial Management Association
1
Finance : revue de l'Association Française de Finance
1
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ECONIS (ZBW)
14
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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
What drives systemic state credit risk? : evidence from the State Credit Default Swap (CDS) market
Liu, Sheen
;
Wu, Chunchi
;
Yeh, Chung-Ying
;
Yoo, Woongsun
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 5-45
Persistent link: https://www.econbiz.de/10012251375
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
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:
6
Dissecting corporate bond and CDS spreads
Lin, Hai
;
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 7-39
Persistent link: https://www.econbiz.de/10008858616
Saved in:
7
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:
8
Synthetic CDO equity : short or long correlation risk?
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 31-41
Persistent link: https://www.econbiz.de/10003729808
Saved in:
9
The econometrics of efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10002642993
Saved in:
10
Taxes, default risk, and credit spreads
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 71-85
Persistent link: https://www.econbiz.de/10002421474
Saved in:
1
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