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~person:"Franses, Philip Hans"
~person:"Jarrow, Robert A."
~person:"Lambertini, Luca"
~type_genre:"Aufsatz in Zeitschrift"
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Theorie
313
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Franses, Philip Hans
Jarrow, Robert A.
Lambertini, Luca
Beladi, Hamid
163
Pestieau, Pierre
160
Güth, Werner
155
Creedy, John
145
Phillips, Peter C. B.
144
Lai, Ching-chong
140
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133
Nijkamp, Peter
130
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125
Tirole, Jean
124
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120
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119
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118
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118
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116
Long, Ngo Van
116
Frey, Bruno S.
112
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111
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110
Cheng, T. C. E.
105
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102
Laffont, Jean-Jacques
101
Devereux, Michael B.
100
Miceli, Thomas J.
100
Stiglitz, Joseph E.
99
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98
Kumbhakar, Subal
98
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97
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96
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94
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93
Michel, Philippe
93
Sappington, David Edward Michael
93
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92
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91
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90
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Economics letters
22
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11
Review of derivatives research
10
International journal of forecasting
9
Econometric reviews
7
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7
Finance research letters
6
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6
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6
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Keio economic studies
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Research in economics : an international review of economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of banking & finance
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4
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4
Oxford bulletin of economics and statistics
4
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4
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International game theory review
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International journal of industrial organization
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International journal of theoretical and applied finance
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Operations research letters
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Recherches économiques de Louvain
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ECONIS (ZBW)
313
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1
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313
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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
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
3
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
Saved in:
4
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:
5
Competition among coalitions in a cournot industry : a validation of the porter hypothesis
Lambertini, Luca
;
Pignataro, Giuseppe
;
Tampieri, Alessandro
- In:
The Japanese economic review : the journal of the …
73
(
2022
)
4
,
pp. 679-713
Persistent link: https://www.econbiz.de/10013460296
Saved in:
6
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
7
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:
8
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:
9
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
10
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:
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