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An equilibrium capital asset pricing model in markets with price jumps and price bubbles
Jarrow, Robert A. - In: The quarterly journal of finance 8 (2018) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10011921983
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Abnormal profit opportunities and the informational advantage of high frequency trading
Jarrow, Robert A.; Li, Hao - In: The quarterly journal of finance 3 (2013) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10010245481
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The impact of a Central Bank's Bond Market intervention on foreign exchange rates
Jarrow, Robert A.; Li, Hao - In: The quarterly journal of finance 5 (2015) 2, pp. 1-34
Persistent link: https://www.econbiz.de/10011301001
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High-dimensional estimation, basis assets, and the adaptive multi-factor model
Zhu, Liao; Basu, Sumanta; Jarrow, Robert A.; Wells, … - In: The quarterly journal of finance 10 (2020) 4, pp. 1-52
Persistent link: https://www.econbiz.de/10012627440
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The effects of yield control monetary policy : a helicopter money drop to financial institutions
Jarrow, Robert A.; Lamichhane, Sujan - In: The quarterly journal of finance 10 (2020) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10012423551
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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