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CMBS market efficiency : the c...
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Theorie
187
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187
CAPM
67
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52
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50
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50
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48
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Jarrow, Robert A.
415
Jarrow, Robert
89
Protter, Philip
34
Yildirim, Yildiray
33
Protter, Philip E.
26
Turnbull, Stuart M.
23
Chatterjea, Arkadev
13
Larsson, Martin
13
Madan, Dilip B.
12
Li, Haitao
10
Guo, Xin
9
Jacquier, Eric
9
Kchia, Younes
9
Kwok, Simon Sai Man
9
Lamichhane, Sujan
9
Lando, David
9
Li, Siguang
9
Deventer, Donald R. van
8
Christopoulos, Andreas D.
7
Teo, Melvyn
7
Warachka, Mitch
7
Yu, Fan
7
Janosi, Tibor
6
Li, Hao
6
Purnanandam, Amiyatosh
6
Wells, Martin T.
6
Zhu, Liao
6
Amin, Kaushik I.
5
Carr, Peter
5
Heath, David C.
5
Rudd, Andrew
5
Subramanian, Ajay
5
Zeng, Yan
5
Zhao, Feng
5
Ascheberg, Marius
4
Chava, Sudheer
4
Cherian, Joseph
4
Cherian, Joseph A.
4
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4
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Johnson School Research Paper Series
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Review of derivatives research
17
Finance research letters
13
Journal of banking & finance
13
The journal of finance : the journal of the American Finance Association
13
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11
Mathematical Finance
11
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9
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9
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9
Review of Derivatives Research
8
Annual review of financial economics
7
Journal of financial economics
7
Mathematics and financial economics
7
Journal of Banking & Finance
6
Journal of Financial and Quantitative Analysis
6
The journal of fixed income
6
The quarterly journal of finance
6
The review of financial studies
6
International journal of theoretical and applied finance
5
Journal of Financial Economics
5
The journal of portfolio management : a publication of Institutional Investor
5
Annual Review of Financial Economics
4
Finance and Stochastics
4
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4
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4
Risk : managing risk in the world's financial markets
4
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3
Finance
3
Frontiers of mathematical finance : FMF
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
Journal of Finance
3
Quantitative finance
3
The financial review : the official publication of the Eastern Finance Association
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in futures and options research : a research annual
2
Credit risk models and management
2
Economics Letters
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ECONIS (ZBW)
341
RePEc
98
OLC EcoSci
58
USB Cologne (EcoSocSci)
9
Other ZBW resources
7
BASE
1
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131
Government policies, residential mortgage defaults, and the boom and bust cycle of housing prices
Ascheberg, Marius
;
Jarrow, Robert A.
;
Kraft, Holger
; …
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 183-216)
.
2013
Persistent link: https://www.econbiz.de/10010412565
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132
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
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133
Credit rating accuracy and incentives
Jarrow, Robert A.
;
Xu, Liheng
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
3
,
pp. 133-151
Persistent link: https://www.econbiz.de/10008696411
Saved in:
134
The meaning of market efficiency
Jarrow, Robert A.
;
Larsson, Martin
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009554696
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135
Housing prices and the optimal time-on-the-market decision
İnaltekin, Hazer
;
Jarrow, Robert A.
;
Sağlam, Mehmet
; …
- In:
Finance research letters
8
(
2011
)
4
,
pp. 171-179
Persistent link: https://www.econbiz.de/10009425863
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136
A reduced-form model for warrant valuation
Jarrow, Robert A.
;
Trautmann, Siegfried
- In:
The financial review : the official publication of the …
46
(
2011
)
3
,
pp. 413-425
Persistent link: https://www.econbiz.de/10009271345
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137
Foreign currency bubbles
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10009272490
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138
The economic default time and the arcsine law
Guo, Xin
;
Jarrow, Robert A.
;
Larrard, Adrien de
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010508010
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139
Liquidity risk and the term structure of interest rates
Jarrow, Robert A.
;
Roch, Alexandre F.
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 57-83
Persistent link: https://www.econbiz.de/10010500696
Saved in:
140
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert A.
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10009730815
Saved in:
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