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~isPartOf:"Review of derivatives research"
~language:"eng"
~language:"est"
~language:"ind"
~person:"Jarrow, Robert A."
~person:"Mukherjee, Arijit"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Supply chain"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Multi-volume publication"
~type_genre:"Übersichtsarbeit"
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Jarrow, Robert A.
Mukherjee, Arijit
Ritchken, Peter H.
4
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3
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2
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Review of derivatives research
Economics letters
12
The Manchester School
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Journal of economics
10
International review of economics & finance : IREF
9
Finance research letters
6
Mathematics and financial economics
6
The quarterly journal of finance
6
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5
Review of international economics
5
Annual review of financial economics
4
European journal of political economy
4
Games
4
International journal of industrial organization
4
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4
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4
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4
The review of financial studies
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Finance and stochastics
3
International journal of theoretical and applied finance
3
Journal of economic behavior & organization : JEBO
3
Research in economics : an international review of economics
3
The B.E. journal of economic analysis & policy
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Annals of finance
2
Economic modelling
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Journal of industry, competition and trade
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Labour economics : official journal of the European Association of Labour Economists
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Oxford economic papers
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Quantitative finance
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The B.E. journal of theoretical economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of fixed income
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The journal of industrial economics
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The journal of law, economics, & organization
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Advances in futures and options research : a research annual
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ECONIS (ZBW)
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1
Interest rate swaps : a comparison of compounded daily versus discrete reference rates
Jarrow, Robert A.
;
Li, Siguang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014266351
Saved in:
2
An empirical investigation of large trader market manipulation in derivatives markets
Jarrow, Robert A.
;
Fung, Scott
;
Tsai, Shih-Chuan
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 331-374
Persistent link: https://www.econbiz.de/10012055746
Saved in:
3
The impact of quantitative easing on the US term structure of interest rates
Jarrow, Robert A.
;
Li, Hao
- In:
Review of derivatives research
17
(
2014
)
3
,
pp. 287-321
Persistent link: https://www.econbiz.de/10011293077
Saved in:
4
Capital adequacy rules, catastrophic firm failure, and systemic risk
Jarrow, Robert A.
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 219-231
Persistent link: https://www.econbiz.de/10010222969
Saved in:
5
Foreign currency bubbles
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10009272490
Saved in:
6
Convenience yields
Jarrow, Robert A.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
Saved in:
7
The valuation of a firm's investment opportunities : a reduced form credit risk perspective
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Review of derivatives research
10
(
2007
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10003705843
Saved in:
8
A model of the convenience yields in on-the-run treasuries
Cherian, Joseph A.
;
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 79-97
Persistent link: https://www.econbiz.de/10003153974
Saved in:
9
Options markets, self-fulfilling prophecies, and implied volatilities
Cherian, Joseph A.
- In:
Review of derivatives research
2
(
1998
)
1
,
pp. 5-37
Persistent link: https://www.econbiz.de/10001250192
Saved in:
10
Option pricing using a binomial model with random time steps (a formal model of gamma hedging)
Dengler, Heike
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 107-138
Persistent link: https://www.econbiz.de/10001218120
Saved in:
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