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DETECTING ASSET PRICE BUBBLES
Jarrow, Robert - In: The journal of derivatives : the official publication … 20 (2012) 1, pp. 30-35
Persistent link: https://www.econbiz.de/10010021117
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Credit rating accuracy and incentives
Jarrow, Robert; Xu, Liheng - In: The journal of credit risk : published quarterly by … 6 (2010/11) 3, pp. 133-151
Persistent link: https://www.econbiz.de/10009932489
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VALUATION - Default Parameter Estimation Using Market Prices - A new method for estimating recovery rates and default likelihoods explicitly incorporates equity prices and a liquid...
Jarrow, Robert - In: Financial analysts' journal : FAJ 57 (2001) 5, pp. 75-92
Persistent link: https://www.econbiz.de/10006271965
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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
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Market Pricing of Deposit Insurance
Duffie, Darrell; Jarrow, Robert; Purnanandam, Amiyatosh; … - In: Journal of financial services research : JFSR 24 (2003) 2, pp. 93-120
Persistent link: https://www.econbiz.de/10007030278
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MOPPING UP LlQUIDITY RISK - Presenting the economic arguments behind a more quantitative approach to liquidity risk, an ugly fact of life that many risk managers prefer to manage o...
Jarrow, Robert; Subramanian, Ajay - In: Risk : managing risk in the world's financial markets 10 (1997) 12, pp. 170-175
Persistent link: https://www.econbiz.de/10007066156
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WHEN SWAPS ARE DROPPED - What happens to swap rates when default risk is included?
Jarrow, Robert; Turnbull, Stuart - In: Risk : managing risk in the world's financial markets 10 (1997) 5, pp. 70-76
Persistent link: https://www.econbiz.de/10007069834
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DISEASE OR CURE? How much-maligned power swaps can prove their worth in hedging commercial banks' interest rate risks.
Jarrow, Robert; Deventer, Donald van - In: Risk : managing risk in the world's financial markets 9 (1996) 2, pp. 54-58
Persistent link: https://www.econbiz.de/10007078559
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IS THERE A BUBBLE IN LINKEDIN'S STOCK PRICE?
Jarrow, Robert; Kchia, Younes; Protter, Philip - In: The journal of portfolio management : a publication of … 38 (2011) 1, pp. 125-131
Persistent link: https://www.econbiz.de/10009800581
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Index design : hedging and manipulation
Jarrow, Robert A.; Li, Siguang - In: The Quarterly Journal of Finance : QJF 12 (2022) 2, pp. 1-36
Persistent link: https://www.econbiz.de/10013367706