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~person:"Brooks, Robert"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~person:"Whaley, Robert E."
~type_genre:"Article in journal"
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Brooks, Robert
Gouriéroux, Christian
Jarrow, Robert A.
Whaley, Robert E.
Lien, Da-hsiang Donald
46
Benth, Fred Espen
27
Hull, John
20
Kit, Pong Wong
20
Fabozzi, Frank J.
18
Irwin, Scott H.
18
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16
Ryu, Doojin
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Brigo, Damiano
15
Carr, Peter
15
Subrahmanyam, Marti G.
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Wang, Xingchun
15
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15
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15
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14
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13
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12
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11
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11
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11
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11
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10
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10
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10
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10
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10
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10
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10
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10
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10
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9
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9
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9
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9
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9
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9
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The journal of finance : the journal of the American Finance Association
6
Advances in futures and options research : a research annual
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4
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4
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
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In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
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ECONIS (ZBW)
63
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1
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:
2
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
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
Samuelson hypothesis and carry arbitrage : US and China
Brooks, Robert
;
Brooks, Joshua A.
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013438369
Saved in:
5
Evidence of arbitrage trading activity : the case of Chinese metal futures contracts
Li, Yang
;
Brooks, Robert
- In:
Emerging markets review
51
(
2022
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013418814
Saved in:
6
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:
7
The information in global interest rate futures contracts
Brooks, Robert
;
Cline, Brandon N.
;
Teterin, Pavel
;
You, Yu
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10013287935
Saved in:
8
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
9
The economics of insurance : a derivatives-based approach
Jarrow, Robert A.
- In:
Annual review of financial economics
13
(
2021
),
pp. 79-110
Persistent link: https://www.econbiz.de/10012612499
Saved in:
10
Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
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