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~language:"eng"
~person:"Jarrow, Robert A."
~subject:"Risiko"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Monografische Reihe"
~type_genre:"Rezension"
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34
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Jarrow, Robert A.
Gupta, Rangan
259
Cebula, Richard J.
194
Bahmani-Oskooee, Mohsen
183
Beladi, Hamid
170
Creedy, John
164
Viscusi, W. Kip
152
Phillips, Peter C. B.
149
Güth, Werner
148
Pestieau, Pierre
145
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144
Lai, Ching-chong
140
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137
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Lien, Da-hsiang Donald
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Marjit, Sugata
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Serletis, Apostolos
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Thisse, Jacques-François
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Tsionas, Efthymios G.
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118
Stiglitz, Joseph E.
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117
Cremer, Helmuth
115
Kumbhakar, Subal
115
Long, Ngo Van
114
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112
Batabyal, Amitrajeet A.
111
Lambertini, Luca
110
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110
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109
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Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Annual review of financial economics
6
Finance research letters
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ECONIS (ZBW)
120
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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
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
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
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