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Journal of banking & finance
NYU Working Paper
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
The journal of finance : the journal of the American Finance Association
28
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25
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22
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20
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19
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19
Research paper series / Stanford Graduate School of Business
18
Econometrica
17
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17
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Stanford University Graduate School of Business Research Paper
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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11
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10
Economic Theory
9
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Annual review of financial economics
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8
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8
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ECONIS (ZBW)
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7
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1
An analytic derivation of the cost of deposit insurance and loan guarantees : an application of modern option pricing theory
Merton, Robert C.
- In:
Journal of banking & finance
1
(
1977
)
1
,
pp. 3-11
Persistent link: https://www.econbiz.de/10002480580
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2
No-fault default, chapter 11 bankruptcy, and financial institutions
Merton, Robert C.
;
Thakor, Richard T.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463098
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3
The economic determinants of interest rate option smiles
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 714-728
Persistent link: https://www.econbiz.de/10003702691
Saved in:
4
Price dispersion in OTC markets : a new measure of liquidity
Jankowitsch, Rainer
;
Nashikkar, Amrut
;
Subrahmanyam, …
- In:
Journal of banking & finance
35
(
2011
)
2
,
pp. 343-357
Persistent link: https://www.econbiz.de/10009244296
Saved in:
5
A tale of two prices : liquidity and asset prices in multiple markets
Chan, Justin S. P.
;
Hong, Dong
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 947-960
Persistent link: https://www.econbiz.de/10003733773
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6
Pricing and hedging interest rate options : evidence from cap-floor markets
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 701-733
Persistent link: https://www.econbiz.de/10002516999
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7
Uncertain inflation, exchange rates, and bond yields
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
5
(
1981
)
1
,
pp. 93-107
Persistent link: https://www.econbiz.de/10002877267
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8
The valuation of American options on bonds
Ho, Teng-suan
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1487-1513
Persistent link: https://www.econbiz.de/10001236735
Saved in:
9
The analysis and valuation of interest rate options
Stapleton, Richard C.
- In:
Journal of banking & finance
17
(
1993
)
6
,
pp. 1079-1095
Persistent link: https://www.econbiz.de/10001156862
Saved in:
10
Options on stock indices and options on futures
Brenner, Menachem
- In:
Journal of banking & finance
13
(
1989
)
4
,
pp. 773-782
Persistent link: https://www.econbiz.de/10001075339
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