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Housing prices and the optimal time-on-the-market decision
İnaltekin, Hazer; Jarrow, Robert A.; Sağlam, Mehmet; … - In: Finance Research Letters 8 (2011) 4, pp. 171-179
This paper provides a model for housing prices based on a seller solving the optimal time-on-the market problem. Given the seller’s optimal time-on-the market, analytical expressions are provided for both the expected time-on-the-market and the sales price. These expressions facilitate the...
Persistent link: https://www.econbiz.de/10011065853
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An empirical analysis of the Jarrow-van Deventer model for valuing non-maturity demand deposits
Janosi, Tibor; Jarrow, Robert A.; Zullo, Ferdinando - In: The journal of derivatives : the official publication … 7 (1999) 1, pp. 8-31
Persistent link: https://www.econbiz.de/10001432461
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The Impact of Quantitative Easing on the U.S. Term Structure of Interest Rates
Jarrow, Robert A. - 2012
structure of interest rates. Different from other studies, we estimate an arbitrage-free term structure model that explicitly … arbitrage opportunities into the Treasury security markets. Short- to medium- term forward rates were reduced (less than twelve …
Persistent link: https://www.econbiz.de/10013108838
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The zero-lower bound on interest rates: Myth or reality?
Jarrow, Robert A. - In: Finance Research Letters 10 (2013) 4, pp. 151-156
shown that a negative default-free spot rate of interest is consistent with an arbitrage-free term structure evolution in a …
Persistent link: https://www.econbiz.de/10010719851