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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."
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"Commodity derivative"
~subject:"Credit risk"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Supply chain"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~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
Commodity derivative
Credit risk
EU countries
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Supply chain
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Theorie
7
Theory
7
Kreditrisiko
5
Portfolio selection
3
Portfolio-Management
3
Correlation
2
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2
Insolvency
2
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2
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1
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Gouriéroux, Christian
Jarrow, Robert A.
Fabozzi, Frank J.
8
Cantor, Richard
7
Wu, Chunchi
7
Ap Gwilym, Owain
4
Dor, Arik Ben
4
Frijns, Bart
4
Goodman, Laurie Sharon
4
Helwege, Jean
4
Lehnert, Thorsten
4
Chen, Ren-Raw
3
Conrad, Christian
3
Das, Sanjiv R.
3
Dionne, Georges
3
Hayre, Lakhbir
3
Jensen, Mark J.
3
Karanasos, Menelaos
3
Kiefer, Nicholas Maximilian
3
Koop, Gary
3
Kräussl, Roman
3
Liu, Sheen
3
Löffler, Gunter
3
Rösch, Daniel
3
Scheule, Harald
3
Wang, Yudong
3
Wei, K. C. John
3
Yeh, Chung-Ying
3
Aldrich, Eric M.
2
Ambrose, Brent William
2
Baillie, Richard
2
Ball, Clifford A.
2
Bams, Dennis
2
Baur, Dirk G.
2
Bekaert, Geert
2
Benzschawel, Terry
2
Bhanot, Karan
2
Blanc-Brude, Frédéric
2
Blümke, Oliver
2
Brooks, Chris
2
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Journal of empirical finance
The journal of fixed income
Journal of banking & finance
6
International journal of theoretical and applied finance
4
Review of derivatives research
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Annales d'économie et de statistique
2
Annual review of financial economics
2
Journal of econometrics
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of portfolio management : a publication of Institutional Investor
2
The quarterly journal of finance
2
Annals of economics and statistics
1
Annals of finance
1
Finance and stochastics
1
Finance research letters
1
Financial analysts' journal : FAJ
1
International journal of theoretical and applied finance : IJTAF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial engineering
1
Journal of financial markets
1
Journal of financial services research : JFSR
1
Journal of financial stability
1
Journal of risk
1
Journal of risk management in financial institutions
1
Mathematics and financial economics
1
Mathematics of operations research
1
Review of finance : journal of the European Finance Association
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
5
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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
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:
3
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:
4
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:
5
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
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