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The economic foundations of risk management : theory, practice, and applications
Jarrow, Robert A. - 2017
Persistent link: https://www.econbiz.de/10011569703
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Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.; Yildirim, Yildiray - In: The journal of fixed income 11 (2001) 4, pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
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A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.; Lando, David; Turnbull, Stuart M. - 1994
Persistent link: https://www.econbiz.de/10000904137
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Credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - 1995
Persistent link: https://www.econbiz.de/10000985913
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A Markov model for the term structure of credit risk spreads
Jarrow, Robert A. - In: The review of financial studies 10 (1997) 2, pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
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Banks' financial reporting and financial system stability
Acharya, Viral V.; Ryan, Stephen G. - In: Journal of accounting research 54 (2016) 2, pp. 277-340
Persistent link: https://www.econbiz.de/10011499999
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Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - In: Journal of econometrics 182 (2014) 2, pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
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A pyrrhic victory? : bank bailouts and sovereign credit risk
Acharya, Viral V.; Drechsler, Itamar; Schnabl, Philipp - In: The journal of finance : the journal of the American … 69 (2014) 6, pp. 2689-2739
Persistent link: https://www.econbiz.de/10010502195
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Decomposing euro-area sovereign spreads : credit and liquidity risks
Monfort, Alain; Renne, Jean-Paul - In: Review of finance : journal of the European Finance … 18 (2014) 6, pp. 2103-2151
Persistent link: https://www.econbiz.de/10011287708
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Financial crises and economic growth
Jarrow, Robert A. - In: The quarterly review of economics and finance : journal … 54 (2014) 2, pp. 194-207
Persistent link: https://www.econbiz.de/10010466553