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type_genre:"Article in journal"
~person:"Jarrow, Robert A."
~person:"Kumbhakar, Subal"
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Jarrow, Robert A.
Kumbhakar, Subal
Beladi, Hamid
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Güth, Werner
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Creedy, John
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
204
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21
Funding shortages, expectations, and forward rate risk premium
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1321-1341
Persistent link: https://www.econbiz.de/10013367902
Saved in:
22
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
23
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
Saved in:
24
Are diversification and structural change good policy? : an empiricial analysis of Norwegian agriculture
Alem, Habtamu
;
Lien, Gudbrand
;
Kumbhakar, Subal
; …
- In:
Journal of agricultural and applied economics : JAEE
51
(
2019
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012040578
Saved in:
25
Endogenous liquidity risk and dealer market structure
Jarrow, Robert A.
;
Li, Siguang
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 449-453
Persistent link: https://www.econbiz.de/10012656441
Saved in:
26
Modeling dependence in two-tier stochastic frontier models
Papadopoulos, Alecos
;
Parmeter, Christopher F.
; …
- In:
Journal of productivity analysis : an official journal …
56
(
2021
)
2/3
,
pp. 85-101
Persistent link: https://www.econbiz.de/10012656569
Saved in:
27
Time-invariance coefficients tests with the adaptive multi-factor model
Zhu, Liao
;
Jarrow, Robert A.
;
Wells, Martin T.
- In:
The quarterly journal of finance
11
(
2021
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013170764
Saved in:
28
Excess capacity, production technology and technical inefficiency in hospitality sector
Alemayehu, Fikru Kefyalew
;
Kumbhakar, Subal
- In:
Tourism management : research, policies, practice
82
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012414311
Saved in:
29
Dissections of input and output efficiency : a generalized stochastic frontier model
Kumbhakar, Subal
;
Tsionas, Efthymios G.
- In:
International journal of production economics
232
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012495560
Saved in:
30
Concavity, stochastic utility, and risk aversion
Jarrow, Robert A.
;
Li, Siguang
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 311-330
Persistent link: https://www.econbiz.de/10012499688
Saved in:
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