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Jarrow, Robert A. - In: Journal of risk 20 (2017/2018) 1, pp. 59-76

Persistent link: https://www.econbiz.de/10011847429

The effect of trading futures on short sale constraints

Jarrow, Robert A.; Protter, Philip E.; Pulido, Sergio - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 311-338

Persistent link: https://www.econbiz.de/10011350630

An introduction to derivative securities, financial markets, and risk management

Jarrow, Robert A.; Chatterjea, Arkadev - 2019 - Second edition

Persistent link: https://www.econbiz.de/10011855540

CMBS market efficiency : the crisis and the recovery

Christopoulos, Andreas D.; Jarrow, Robert A. - In: Journal of financial stability 36 (2018), pp. 159-186

Persistent link: https://www.econbiz.de/10012156900

The effects of yield control monetary policy : a helicopter money drop to financial institutions

Jarrow, Robert A.; Lamichhane, Sujan - In: The quarterly journal of finance 10 (2020) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10012423551

Preface to the special issue on systemic risk and financial networks

Capponi, Agostino; Jarrow, Robert A. - In: Mathematics and financial economics 15 (2021) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10012433629

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

Special issue: systemic risk and financial networks

Capponi, Agostino (ed.); Jarrow, Robert A. (ed.) - 2021

Persistent link: https://www.econbiz.de/10012433662

The impact of quantitative easing on the US term structure of interest rates

Jarrow, Robert; Li, Hao - In: Review of Derivatives Research 17 (2014) 3, pp. 287-321

This paper estimates the impact of the Federal Reserve’s 2008–2011 quantitative easing (QE) program on the US term structure of interest rates. We estimate an arbitrage-free term structure model that explicitly includes the quantity impact of the Fed’s trades on Treasury market prices. As...

Persistent link: https://www.econbiz.de/10010989562

Abnormal Profit Opportunities and the Informational Advantage of High Frequency Trading

Jarrow, Robert; Li, Hao - In: Quarterly Journal of Finance (QJF) 03 (2013) 02, pp. 1350012-1

In a frictionless and competitive economy, where high frequency (HF) traders possess no market power, this paper characterizes necessary and sufficient conditions on the price process and information sets for HF traders to earn abnormal trading profits. Two sufficient conditions shown to...

Persistent link: https://www.econbiz.de/10010883071