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~language:"eng"
~person:"Jarrow, Robert A."
~subject:"Financial market"
~subject:"Indien"
~subject:"Theorie"
~type_genre:"Article in journal"
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Financial market
Indien
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106
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34
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23
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23
Option pricing theory
23
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23
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Jarrow, Robert A.
Beladi, Hamid
168
Güth, Werner
144
Pestieau, Pierre
144
Creedy, John
143
Phillips, Peter C. B.
143
Lai, Ching-chong
142
Nijkamp, Peter
130
Marjit, Sugata
129
Turnovsky, Stephen J.
126
Mukherjee, Arijit
118
Thisse, Jacques-François
117
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116
Tirole, Jean
116
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113
Long, Ngo Van
112
Acemoglu, Daron
111
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110
Cheng, T. C. E.
106
Tsionas, Efthymios G.
103
Devereux, Michael B.
101
Miceli, Thomas J.
101
Stiglitz, Joseph E.
101
Broll, Udo
97
Gersbach, Hans
97
Lien, Da-hsiang Donald
97
Shogren, Jason F.
97
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96
Ghosh, Saibal
96
Quiggin, John C.
96
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94
Chao, Chi-Chur
93
Sappington, David Edward Michael
93
Laffont, Jean-Jacques
92
Bossert, Walter
91
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91
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91
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Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
10
Mathematics and financial economics
7
Finance research letters
6
The quarterly journal of finance
6
Journal of financial and quantitative analysis : JFQA
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Annual review of financial economics
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Journal of banking & finance
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Finance and stochastics
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International journal of theoretical and applied finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
2
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2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Advances in futures and options research : a research annual
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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European finance review : the official journal of the European Finance Association
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International journal of theoretical and applied finance : IJTAF
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Journal of international money and finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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ECONIS (ZBW)
109
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109
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Index design : hedging and manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
The Quarterly Journal of Finance : QJF
12
(
2022
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10013367706
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