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~isPartOf:"Annual review of financial economics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Jarrow, Robert A."
~person:"Lucas, André"
~subject:"Credit risk"
~subject:"Theory"
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Annual review of financial economics
The journal of derivatives : the official publication of the International Association of Financial Engineers
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
3
Review of derivatives research
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The journal of fixed income
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Credit risk models and management
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Journal of empirical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annals of Applied Probability, Forthcoming
1
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CFS working paper series
1
DNB working paper
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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Finance and stochastics
1
Finance research letters
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International journal of forecasting
1
International journal of theoretical and applied finance
1
Johnson School Research Paper Series
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Journal of financial services research : JFSR
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Journal of forecasting
1
Journal of monetary economics
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Journal of risk management in financial institutions
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Mathematics of operations research
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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 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
The subprime credit crisis of 2007
Crouhy, Michel
;
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 81-110
Persistent link: https://www.econbiz.de/10003771466
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3
Credit risk models
Jarrow, Robert A.
- In:
Annual review of financial economics
1
(
2009
),
pp. 37-68
Persistent link: https://www.econbiz.de/10003924491
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