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~language:"eng"
~person:"Gupta, Rangan"
~person:"Jarrow, Robert A."
~person:"Kit, Pong Wong"
~person:"Wright, Randall D."
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"No longer published / No longer aquired"
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Gupta, Rangan
Jarrow, Robert A.
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Beladi, Hamid
163
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144
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ECONIS (ZBW)
374
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1
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374
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1
Optimal nonlinear pricing by a monopoly with smooth ambiguity preferences
Kit, Pong Wong
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 594-604
Persistent link: https://www.econbiz.de/10014446501
Saved in:
2
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:
3
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:
4
Diamond-Dybvig and beyond : on the instability of banking
Gu, Chao
;
Monnet, Cyril
;
Nosal, Ed
;
Wright, Randall D.
- In:
European economic review : EER
154
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014438261
Saved in:
5
Economic disasters and inequality : a note
Ćorić, Bruno
;
Gupta, Rangan
- In:
Economic change & restructuring
56
(
2023
)
5
,
pp. 3527-3543
Persistent link: https://www.econbiz.de/10014418017
Saved in:
6
General equilibrium with multiple liquid assets
Altermatt, Lukas
;
Iwasaki, Kohei
;
Wright, Randall D.
- In:
Review of economic dynamics
51
(
2023
),
pp. 267-291
Persistent link: https://www.econbiz.de/10014471832
Saved in:
7
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
8
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
9
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:
10
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:
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