Narrow search
Showing 1 - 10 of 58
Cover Image
The economic foundations of risk management : theory, practice, and applications
Jarrow, Robert A. - 2017
Persistent link: https://www.econbiz.de/10011569703
Cover Image
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
Cover Image
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
Cover Image
Credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - 1995
Persistent link: https://www.econbiz.de/10000985913
Cover Image
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
Cover Image
What makes US government bonds safe assets?
He, Zhiguo; Krishnamurthy, Arvind; Milbradt, Konstantin - 2016
Persistent link: https://www.econbiz.de/10011450340
Cover Image
A model of safe asset determination
He, Zhiguo; Krishnamurthy, Arvind; Milbradt, Konstantin - In: The American economic review 109 (2019) 4, pp. 1230-1262
Persistent link: https://www.econbiz.de/10012002135
Cover Image
Endogenous liquidity and defaultable bonds
He, Zhiguo; Milbradt, Konstantin - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 4, pp. 1443-1508
Persistent link: https://www.econbiz.de/10010506461
Cover Image
Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui; Cui, Rui; He, Zhiguo; Milbradt, Konstantin - 2014
Persistent link: https://www.econbiz.de/10010440778
Cover Image
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