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~isPartOf:"Annual review of financial economics"
~isPartOf:"International journal of forecasting"
~person:"Jarrow, Robert A."
~person:"Lucas, André"
~subject:"Credit risk"
~subject:"Theory"
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Jarrow, Robert A.
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Annual review of financial economics
International journal of forecasting
Discussion paper / Tinbergen Institute
31
Journal of banking & finance
6
Working paper series / European Central Bank
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie
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Sveriges Riksbank working paper series
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The credit market handbook : advanced modeling issues
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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:
2
Credit risk models
Jarrow, Robert A.
- In:
Annual review of financial economics
1
(
2009
),
pp. 37-68
Persistent link: https://www.econbiz.de/10003924491
Saved in:
3
Nowcasting and forecasting global financial sector stress and credit market dislocation
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 741-758
Persistent link: https://www.econbiz.de/10010515585
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