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~isPartOf:"The quarterly journal of finance"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Jarrow, Robert A."
~person:"Lichtenberger, Jung-Duk"
~subject:"Asset pricing models"
~subject:"EU countries"
~subject:"Estimation"
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Asset pricing models
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Jarrow, Robert A.
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The quarterly journal of finance
Elements of the euro area : integrating financial markets
2
Working paper series / European Central Bank
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European finance review : the official journal of the European Finance Association
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ECONIS (ZBW)
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High-dimensional estimation, basis assets, and the adaptive multi-factor model
Zhu, Liao
;
Basu, Sumanta
;
Jarrow, Robert A.
;
Wells, …
- In:
The quarterly journal of finance
10
(
2020
)
4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012627440
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2
An equilibrium capital asset pricing model in markets with price jumps and price bubbles
Jarrow, Robert A.
- In:
The quarterly journal of finance
8
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011921983
Saved in:
3
The impact of a Central Bank's Bond Market intervention on foreign exchange rates
Jarrow, Robert A.
;
Li, Hao
- In:
The quarterly journal of finance
5
(
2015
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011301001
Saved in:
4
The dynamics of bank spreads and financial structure
Gropp, Reint
;
Kok Sørensen, Christoffer
; …
- In:
The quarterly journal of finance
4
(
2014
)
4
,
pp. 1-53
Persistent link: https://www.econbiz.de/10010472902
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