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Asset price bubbles, market liquidity, and systemic risk
Jarrow, Robert A.; Lamichhane, Sujan - In: Mathematics and financial economics 15 (2021) 1, pp. 5-40
Persistent link: https://www.econbiz.de/10012433630
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Risk premia, asset price bubbles, and monetary policy
Jarrow, Robert A.; Lamichhane, Sujan - In: Journal of financial stability 60 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013455970
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Applying the local martingale theory of bubbles to cryptocurrencies
Choi, Soon Hyeok; Jarrow, Robert A. - In: International journal of theoretical and applied … 25 (2022) 3, pp. 1-25
Persistent link: https://www.econbiz.de/10013371053
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A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.; Kwok, Simon Sai Man - In: Quantitative finance 24 (2024) 5, pp. 613-626
Persistent link: https://www.econbiz.de/10014552111