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~language:"eng"
~language:"est"
~language:"ind"
~person:"Jarrow, Robert A."
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Martingal"
~subject:"Supply chain"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbook"
~type_genre:"Handbuch"
~type_genre:"Multi-volume publication"
~type_genre:"Übersichtsarbeit"
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Economic growth
Entwicklungsländer
Martingal
Supply chain
Theory
Theorie
107
CAPM
34
Bubbles
23
Derivat
23
Derivative
23
Option pricing theory
23
Optionspreistheorie
23
Portfolio selection
23
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23
Spekulationsblase
23
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23
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109
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Jarrow, Robert A.
Cheng, T. C. E.
194
Beladi, Hamid
178
Nijkamp, Peter
149
Pestieau, Pierre
147
Phillips, Peter C. B.
145
Creedy, John
144
Güth, Werner
144
Lai, Ching-chong
144
Turnovsky, Stephen J.
138
Acemoglu, Daron
132
Gupta, Rangan
132
Marjit, Sugata
131
Choi, Tsan-Ming
127
Laporte, Gilbert
125
Thisse, Jacques-François
125
Stiglitz, Joseph E.
124
Mukherjee, Arijit
120
Färe, Rolf
117
Tirole, Jean
117
Cremer, Helmuth
115
Dolgui, Alexandre
114
Long, Ngo Van
113
Odhiambo, Nicholas M.
112
Lambertini, Luca
110
Tsionas, Efthymios G.
108
Gouriéroux, Christian
106
Gunasekaran, Angappa
105
Lien, Da-hsiang Donald
105
Shogren, Jason F.
104
Kumbhakar, Subal
103
Chao, Chi-Chur
102
Batabyal, Amitrajeet A.
101
Franses, Philip Hans
101
Broll, Udo
100
Devereux, Michael B.
100
Gersbach, Hans
100
Miceli, Thomas J.
100
Ploeg, Frederick van der
100
Shahbaz, Muhammad
100
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Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
10
Finance research letters
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Journal of financial and quantitative analysis : JFQA
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
Finance and stochastics
3
Quantitative finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of finance
2
Journal of risk
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
Advances in futures and options research : a research annual
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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 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
Review of futures markets
1
Review of quantitative finance and accounting
1
The Quarterly Journal of Finance : QJF
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ECONIS (ZBW)
110
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1
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110
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1
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
2
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
3
An explosion time characterization of asset price bubbles
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 469-479
Persistent link: https://www.econbiz.de/10014326312
Saved in:
4
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
5
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:
6
Media trading groups and short selling manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
Saved in:
7
A practical guide to the valuation of coupon-bearing fixed income securities
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income : JFI
33
(
2023
)
1
,
pp. 80-87
Persistent link: https://www.econbiz.de/10014310203
Saved in:
8
Applying the local martingale theory of bubbles to cryptocurrencies
Choi, Soon Hyeok
;
Jarrow, Robert A.
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013371053
Saved in:
9
Funding shortages, expectations, and forward rate risk premium
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1321-1341
Persistent link: https://www.econbiz.de/10013367902
Saved in:
10
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
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