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~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Jarrow, Robert A."
~subject:"Börsenkurs"
~subject:"Credit risk"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Hypothek"
~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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United Kingdom
Kreditrisiko
4
Collateral
2
Correlation
2
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2
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2
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2
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Jarrow, Robert A.
Fabozzi, Frank J.
14
Chen, Ren-Raw
10
Wu, Chunchi
8
Cantor, Richard
7
Das, Sanjiv R.
7
Goodman, Laurie Sharon
7
Nijman, Theodore E.
6
Wang, Yudong
6
Baillie, Richard
5
Dionne, Georges
5
Dor, Arik Ben
5
Dynkin, Lev
5
Frijns, Bart
5
Gouriéroux, Christian
5
Harvey, Campbell R.
5
Ap Gwilym, Owain
4
Bhanot, Karan
4
Conrad, Christian
4
Hasan, Iftekhar
4
Hayre, Lakhbir
4
Helwege, Jean
4
Ho, Jeffrey
4
Koedijk, Kees
4
Koop, Gary
4
Lai, Van Son
4
Lehnert, Thorsten
4
Li, Kai
4
Liu, Sheen
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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Journal of empirical finance
The journal of fixed income
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Review of derivatives research
11
Finance research letters
7
Mathematics and financial economics
6
The quarterly journal of finance
6
Journal of financial and quantitative analysis : JFQA
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Annual review of financial economics
4
International journal of theoretical and applied finance
4
Journal of banking & finance
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Annals of finance
3
Finance and stochastics
3
Quantitative finance
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
Journal of risk
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European finance review : the official journal of the European Finance Association
1
Financial analysts' journal : FAJ
1
Handbooks in operations research and management science
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 econometrics
1
Journal of economic surveys
1
Journal of financial economics
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 international money and finance
1
Journal of risk management in financial institutions
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics of operations research
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
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
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:
3
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:
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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