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~isPartOf:"Journal of financial econometrics"
~isPartOf:"SIFR Research Report Series"
~isPartOf:"The review of financial studies"
~person:"Jacobs, Kris"
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Jacobs, Kris
Longstaff, Francis A.
6
Acharya, Viral V.
5
Bhamra, Harjoat Singh
5
Chen, Hui
5
Christoffersen, Peter F.
5
Kleibergen, Frank
5
Kong, Lingwei
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4
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4
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4
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4
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3
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3
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3
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Institute for Financial Research (SIFR)
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Journal of financial econometrics
SIFR Research Report Series
The review of financial studies
CIRANO Working Papers
8
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3
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3
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3
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3
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2
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2
The journal of finance : the journal of the American Finance Association
2
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Finance Down Under 2019 Building on the Best from the Cellars of Finance
1
Handbook of Economic Forecasting : volume 2, part A
1
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ECONIS (ZBW)
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1
Predictive modeling, volatility, and
risk
management in financial markets : in memory of Peter F. Christoffersen, part I, introduction
Diebhold, Francis X.
;
Garcia, René
;
Jacobs, Kris
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 471-472
Persistent link: https://www.econbiz.de/10012316690
Saved in:
2
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
3
Illiquidity premia in the equity options market
Christoffersen, Peter F.
;
Goyenko, Ruslan
;
Jacobs, Kris
; …
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 811-851
Persistent link: https://www.econbiz.de/10011925271
Saved in:
4
Pricing credit default swaps with observable covariates
Doshi, Hitesh
;
Ericsson, Jan
;
Jacobs, Kris
;
Turnball, …
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 2048-2094
Persistent link: https://www.econbiz.de/10010207289
Saved in:
5
The Determinants of Credit Default Swap Premia
Ericsson, Jan
;
Jacobs, Kris
;
Oviedo-Helfenberger, Rodolfo
-
Institute for Financial Research (SIFR)
-
2004
theoretical determinants of default
risk
and actual market premia using linear regression. These theoretical determinants are firm …
Persistent link: https://www.econbiz.de/10005651562
Saved in:
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