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~isPartOf:"Review of derivatives research"
~person:"Chiarella, Carl"
~person:"Jarrow, Robert A."
~person:"Phillips, Peter C. B."
~subject:"Zinsstruktur"
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Chiarella, Carl
Jarrow, Robert A.
Phillips, Peter C. B.
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Review of derivatives research
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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The impact of quantitative easing on the US term structure of interest rates
Jarrow, Robert A.
;
Li, Hao
- In:
Review of derivatives research
17
(
2014
)
3
,
pp. 287-321
Persistent link: https://www.econbiz.de/10011293077
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A model of the convenience yields in on-the-run treasuries
Cherian, Joseph A.
;
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 79-97
Persistent link: https://www.econbiz.de/10003153974
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