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Jarrow, Robert - In: Review of Derivatives Research 13 (2010) 1, pp. 25-43

Persistent link: https://www.econbiz.de/10010867547

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

Tax liens: a novel application of asset pricing theory

Jarrow, Robert; Tyagi, Vikrant - In: Review of Derivatives Research 10 (2007) 2, pp. 181-204

Persistent link: https://www.econbiz.de/10005678296

Distressed debt prices and recovery rate estimation

Guo, Xin; Jarrow, Robert; Lin, Haizhi - In: Review of Derivatives Research 11 (2008) 3, pp. 171-204

Persistent link: https://www.econbiz.de/10005678300

Foreign currency bubbles

Jarrow, Robert; Protter, Philip - In: Review of Derivatives Research 14 (2011) 1, pp. 67-83

Persistent link: https://www.econbiz.de/10008926019

The cost of operational risk loss insurance

Jarrow, Robert; Oxman, Jeff; Yildirim, Yildiray - In: Review of Derivatives Research 13 (2010) 3, pp. 273-295

Persistent link: https://www.econbiz.de/10008673722