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Government policies, residential mortgage defaults, and the boom and bust cycle of housing prices
Ascheberg, Marius; Jarrow, Robert A.; Kraft, Holger; … - In: Essays on empirical asset pricing, dynamic asset …, (pp. 183-216). 2013
Persistent link: https://www.econbiz.de/10010412565
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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
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The economic default time and the arcsine law
Guo, Xin; Jarrow, Robert A.; Larrard, Adrien de - In: Journal of financial engineering 1 (2014) 3, pp. 1-18
Persistent link: https://www.econbiz.de/10010508010
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Intercorporate default contagion from industry failures : stress testing on creditee linkage networks of China
Yang, Mingmin; Gao, Haoyu; Cao, Zhigang; Yang, Xiaoguang - In: Journal of financial engineering 1 (2014) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10010508075
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Transition probability matrix methodology for incremental risk charge
Yavin, Tzahi; Wang, Eugene; Zhang, Hu; Clayton, Michael A. - In: Journal of financial engineering 1 (2014) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10010508091