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USA
Theorie
194
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194
CAPM
66
Credit risk
56
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53
Börsenkurs
52
Share price
52
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49
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45
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45
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43
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42
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42
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38
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38
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26
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22
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31
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Jarrow, Robert A.
23
Yildirim, Yildiray
13
Ambrose, Brent William
3
Agarwal, Sumit
2
Case, Bradford
2
Chatterjea, Arkadev
2
Heath, David C.
2
Li, Hao
2
Amin, Kaushik I.
1
Ascheberg, Marius
1
Chava, Sudheer
1
Christopoulos, Andreas D.
1
Deventer, Donald R. van
1
Guidolin, Massimo
1
Guo, Xin
1
Huang, Hongming
1
Janosi, Tibor
1
Kraft, Holger
1
Li, Haitao
1
Li, Li
1
Lin, Haizhi
1
Madan, Dilip B.
1
Mesler, Mark
1
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1
Neal, Robert S.
1
O'Hara, Maureen
1
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1
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1
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1
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1
Warachka, M.
1
Yang, Yawei
1
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1
Zhao, Feng
1
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1
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Review of derivatives research
4
The journal of real estate finance and economics
4
Journal of financial and quantitative analysis : JFQA
3
Real estate economics : journal of the American Real Estate and Urban Economics Association
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Advances in futures and options research : a research annual
1
Annual review of financial economics
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
European finance review : the official journal of the European Finance Association
1
Johnson School Research Paper
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Rethinking the financial crisis
1
Review of finance : journal of the European Finance Association
1
Review of futures markets
1
The definitive guide to CDOs : market, application, valuation and hedging
1
The journal of business : B
1
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1
The review of financial studies
1
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ECONIS (ZBW)
31
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1
An empirical analysis of the Jarrow-van Deventer model for valuing non-maturity demand deposits
Janosi, Tibor
;
Jarrow, Robert A.
;
Zullo, Ferdinando
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 8-31
Persistent link: https://www.econbiz.de/10001432461
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2
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
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3
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:
4
How valuable is credit card lending?
Chatterjea, Arkadev
;
Jarrow, Robert A.
;
Neal, Robert S.
; …
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001861558
Saved in:
5
The cost of operational risk loss insurance
Jarrow, Robert A.
;
Oxman, Jeff
;
Yildirim, Yildiray
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 273-295
Persistent link: https://www.econbiz.de/10008695885
Saved in:
6
Commercial mortgage-backed securities (CMBS) and market efficiency with respect to costly information
Christopoulos, Andreas D.
;
Jarrow, Robert A.
;
Yildirim, …
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 441-498
Persistent link: https://www.econbiz.de/10003764885
Saved in:
7
Estimating default probabilities of CMBS loans with clustering and heavy censoring
Yildirim, Yildiray
- In:
The journal of real estate finance and economics
37
(
2008
)
2
,
pp. 93-111
Persistent link: https://www.econbiz.de/10003735919
Saved in:
8
The term structure of lease rates with endogenous default triggers and tenant capital structure : theory and evidence
Agarwal, Sumit
;
Ambrose, Brent William
;
Huang, Hongming
; …
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
2
,
pp. 553-584
Persistent link: https://www.econbiz.de/10009153182
Saved in:
9
Price discovery in real estate markets : a dynamic analysis
Yavaş, Abdullah
;
Yildirim, Yildiray
- In:
The journal of real estate finance and economics
42
(
2011
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009303235
Saved in:
10
Markov switching dynamics in REIT returns : univariate and multivariate evidence on forecasting performance
Case, Bradford
;
Guidolin, Massimo
;
Yildirim, Yildiray
- In:
Real estate economics : journal of the American Real …
42
(
2014
)
2
,
pp. 279-342
Persistent link: https://www.econbiz.de/10010401275
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