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~isPartOf:"Journal of empirical finance"
~person:"Jarrow, Robert A."
~person:"Mayordomo, Sergio"
~subject:"Derivative"
~subject:"Kreditsicherung"
~subject:"Risk measure"
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Journal of empirical finance
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Testing for statistical arbitrage in credit derivatives markets
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
Journal of empirical finance
26
(
2014
),
pp. 59-75
Persistent link: https://www.econbiz.de/10010472006
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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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