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Credit risk models
Jarrow, Robert A. - In: Annual review of financial economics 1 (2009), pp. 37-68
Persistent link: https://www.econbiz.de/10003924491
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Problems with using CDS to infer default probabilities
Jarrow, Robert A. - In: The journal of fixed income 21 (2012) 4, pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
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Credit market equilibrium theory and evidence : revisiting the structural versus reduced form credit risk model debate
Jarrow, Robert A. - In: Finance research letters 8 (2011) 1, pp. 2-7
Persistent link: https://www.econbiz.de/10009272382
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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
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Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A. - 2008
Persistent link: https://www.econbiz.de/10003765886
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A critique of revised Basel II
Jarrow, Robert A. - In: Journal of financial services research : JFSR 32 (2007) 1/2, pp. 1-16
Persistent link: https://www.econbiz.de/10003576332
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A credit spread decomposition : a resolution of the credit spread puzzle
Jarrow, Robert A. - 2024
Persistent link: https://www.econbiz.de/10015399494
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Arbitrage pricing theory 50 years after Black Merton Scholes
Jarrow, Robert A. - In: Journal of investment management : JOIM 22 (2024) 4, pp. 69-78
Persistent link: https://www.econbiz.de/10015405668
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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
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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