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~language:"eng"
~language:"est"
~language:"spa"
~person:"Jarrow, Robert A."
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Statistik"
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Börsenkurs
Collateral
EU countries
Economic growth
Entwicklungsländer
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United Kingdom
Theorie
106
CAPM
34
Derivat
24
Derivative
24
Option pricing theory
24
Optionspreistheorie
24
Portfolio selection
23
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23
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23
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23
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22
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22
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22
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Jarrow, Robert A.
Gupta, Rangan
256
Cheng, T. C. E.
192
Nijkamp, Peter
187
Beladi, Hamid
182
Creedy, John
164
Pestieau, Pierre
153
Gil-Alaña, Luis A.
148
Phillips, Peter C. B.
145
Güth, Werner
144
Lai, Ching-chong
144
Taylor, Mark P.
140
Apergēs, Nikolaos
139
Turnovsky, Stephen J.
138
Acemoglu, Daron
135
Caporale, Guglielmo Maria
134
Tsionas, Efthymios G.
133
Lien, Da-hsiang Donald
130
Stiglitz, Joseph E.
130
Marjit, Sugata
127
Narayan, Paresh Kumar
125
Arestis, Philip
123
Laporte, Gilbert
122
Choi, Tsan-Ming
121
Färe, Rolf
120
Thisse, Jacques-François
120
Tirole, Jean
119
Cremer, Helmuth
117
Mukherjee, Arijit
117
Bahmani-Oskooee, Mohsen
115
MacDonald, Ronald
115
Belke, Ansgar
113
Eichengreen, Barry
113
Hall, Stephen G.
113
Long, Ngo Van
113
Odhiambo, Nicholas M.
113
Dolgui, Alexandre
110
Fabozzi, Frank J.
110
Hughes Hallett, Andrew
110
Lambertini, Luca
110
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Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
11
Finance research letters
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Annual review of financial economics
5
Journal of financial and quantitative analysis : JFQA
5
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
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of fixed income
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
Quantitative finance
2
The journal of portfolio management : a publication of Institutional Investor
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
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 empirical finance
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
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ECONIS (ZBW)
115
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1
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115
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1
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:
2
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:
3
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:
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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