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~isPartOf:"Essays on empirical asset pricing, dynamic asset allocation, and contagion effects"
~isPartOf:"Review of derivatives research"
~person:"Jarrow, Robert A."
~person:"Kraft, Holger"
~source:"econis"
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
Review of derivatives research
The journal of fixed income
3
Annual review of financial economics
2
Credit risk models and management
2
Finance and stochastics
2
International journal of theoretical and applied finance
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of finance : journal of the European Finance Association
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Johnson School Research Paper Series
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of financial engineering
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Journal of risk management in financial institutions
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Lecture notes in economics and mathematical systems : LNEMS
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Mathematics of operations research
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The credit market handbook : advanced modeling issues
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The journal of credit risk : published quarterly by Incisive Media
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of financial studies
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Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
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ECONIS (ZBW)
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Interest rate swaps : a comparison of compounded daily versus discrete reference rates
Jarrow, Robert A.
;
Li, Siguang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014266351
Saved in:
2
Distressed debt prices and recovery rate estimation
Guo, Xin
;
Jarrow, Robert A.
;
Lin, Haizhi
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 171-204
Persistent link: https://www.econbiz.de/10003835030
Saved in:
3
Government policies, residential mortgage defaults, and the boom and bust cycle of housing prices
Ascheberg, Marius
;
Jarrow, Robert A.
;
Kraft, Holger
; …
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 183-216)
.
2013
Persistent link: https://www.econbiz.de/10010412565
Saved in:
4
The valuation of a firm's investment opportunities : a reduced form credit risk perspective
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Review of derivatives research
10
(
2007
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10003705843
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