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~isPartOf:"Innovations in risk management : seminal papers from the Journal of Risk"
~isPartOf:"Journal of banking & finance"
~person:"Jarrow, Robert A."
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Innovations in risk management : seminal papers from the Journal of Risk
Journal of banking & finance
Johnson School Research Paper Series
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Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
11
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A leverage ratio rule for capital adequacy
Jarrow, Robert A.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
Saved in:
2
Estimating expected losses and
liquidity
discounts implicit in debt prices
Janosi, Tibor
;
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Innovations in risk management : seminal papers from …
,
(pp. 457-507)
.
2004
Persistent link: https://www.econbiz.de/10002600556
Saved in:
3
Large traders, hidden arbitrage, and complete markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2803-2820
Persistent link: https://www.econbiz.de/10003121053
Saved in:
4
The intersection of market and credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001432993
Saved in:
5
The arbitrage-free valuation and hedging of demand deposits and credit card loans
Jarrow, Robert A.
- In:
Journal of banking & finance
22
(
1998
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10001238390
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