//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Credit risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Testing market efficiency usin...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit risk
Theorie
173
Theory
173
CAPM
58
Portfolio selection
49
Portfolio-Management
49
Bubbles
42
Spekulationsblase
42
Börsenkurs
41
Derivat
41
Derivative
41
Share price
41
Kreditrisiko
36
Option pricing theory
36
Optionspreistheorie
36
USA
33
United States
33
Yield curve
33
Zinsstruktur
33
Capital income
30
Kapitaleinkommen
30
Arbitrage
26
Hedge fund
24
Hedgefonds
24
Anlageverhalten
21
Behavioural finance
21
Risiko
20
Risk
20
Welt
20
World
20
Securities trading
18
Wertpapierhandel
18
Kapitalmarkttheorie
17
Liquidity
17
Liquidität
17
Financial economics
16
Hedging
16
Incomplete market
16
Unvollkommener Markt
16
Martingal
15
more ...
less ...
Online availability
All
Undetermined
4
Free
3
Type of publication
All
Article
30
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Arbeitspapier
1
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Case study
1
Collection of articles written by one author
1
Fallstudie
1
Graue Literatur
1
Non-commercial literature
1
Sammlung
1
Systematic review
1
Working Paper
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
36
Undetermined
2
Author
All
Jarrow, Robert A.
36
Guo, Xin
5
Turnbull, Stuart M.
5
Yildirim, Yildiray
4
Lando, David
3
Hu, May
2
Janosi, Tibor
2
Jarrow, Robert
2
Li, Haitao
2
Lin, Haizhi
2
Protter, Philip E.
2
Ye, Xiaoxia
2
Zeng, Yan
2
Ascheberg, Marius
1
Chava, Sudheer
1
Crouhy, Michel
1
Deventer, Donald R. van
1
Diener, Nicolas
1
Kraft, Holger
1
Kwok, Simon Sai Man
1
Larrard, Adrien de
1
Protter, Philip
1
Purnanandam, Amiyatosh
1
Sezer, A.
1
Sezer, A. Deniz
1
Yu, Fan
1
more ...
less ...
Published in...
All
Review of derivatives research
3
The journal of fixed income
3
Finance research letters
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annual review of financial economics
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Finance and Stochastics
1
Finance and stochastics
1
Innovations in risk management : seminal papers from the Journal of Risk
1
International journal of theoretical and applied finance
1
Johnson School Research Paper Series
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of financial services research : JFSR
1
Journal of investment management : JOIM
1
Mathematics of operations research
1
Review of Derivatives Research
1
Review of finance : journal of the European Finance Association
1
The credit market handbook : advanced modeling issues
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
1
Working paper // Research program / School of Business, Queen's University
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
RePEc
2
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Capital adequacy rules, catastrophic firm failure, and systemic risk
Jarrow, Robert A.
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 219-231
Persistent link: https://www.econbiz.de/10010222969
Saved in:
2
A leverage ratio rule for capital adequacy
Jarrow, Robert A.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
Saved in:
3
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
Saved in:
4
Information reduction via level crossings in a credit risk model
Jarrow, Robert
;
Protter, Philip
;
Sezer, A.
- In:
Finance and Stochastics
11
(
2007
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10005613441
Saved in:
5
The intersection of market and credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001432993
Saved in:
6
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
Saved in:
7
Credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
-
1995
Persistent link: https://www.econbiz.de/10000985913
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Estimating expected losses and liquidity discounts implicit in debt prices
Janosi, Tibor
;
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Innovations in risk management : seminal papers from …
,
(pp. 457-507)
.
2004
Persistent link: https://www.econbiz.de/10002600556
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->