Robert A. Jarrow

22.2k total citations · 4 hit papers
300 papers, 12.7k citations indexed

About

Robert A. Jarrow is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Robert A. Jarrow has authored 300 papers receiving a total of 12.7k indexed citations (citations by other indexed papers that have themselves been cited), including 261 papers in Finance, 161 papers in Economics and Econometrics and 43 papers in Accounting. Recurrent topics in Robert A. Jarrow's work include Stochastic processes and financial applications (150 papers), Financial Markets and Investment Strategies (121 papers) and Credit Risk and Financial Regulations (99 papers). Robert A. Jarrow is often cited by papers focused on Stochastic processes and financial applications (150 papers), Financial Markets and Investment Strategies (121 papers) and Credit Risk and Financial Regulations (99 papers). Robert A. Jarrow collaborates with scholars based in United States, Canada and Australia. Robert A. Jarrow's co-authors include Stuart M. Turnbull, David Heath, A. J. Morton, David Lando, Philip Protter, Sudheer Chava, Fan Yu, Andrew Rudd, Peter Carr and Kaushik I. Amin and has published in prestigious journals such as The Journal of Finance, Journal of the American Statistical Association and Journal of Financial Economics.

In The Last Decade

Robert A. Jarrow

276 papers receiving 11.3k citations

Hit Papers

Bond Pricing and the Term Structure of Interest Rates: A ... 1992 2026 2003 2014 1992 1995 1997 2004 500 1000 1.5k

Peers

Robert A. Jarrow
Comparison fields: 5 of 113
  • Finance 11.3k
  • Economics and Econometrics 4.7k
  • Accounting 2.9k
  • General Economics, Econometrics and Finance 1.1k
  • Management Science and Operations Research 1.1k
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Citations per field, relative to Robert A. Jarrow
Robert A. Jarrow · 1×
Citations per year, relative to Robert A. Jarrow
Robert A. Jarrow · 1×

Countries citing papers authored by Robert A. Jarrow

Since Specialization
Citations

This map shows the geographic impact of Robert A. Jarrow's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Robert A. Jarrow with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert A. Jarrow more than expected).

Fields of papers citing papers by Robert A. Jarrow

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Robert A. Jarrow. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Robert A. Jarrow. The network helps show where Robert A. Jarrow may publish in the future.

Co-authorship network of co-authors of Robert A. Jarrow

This figure shows the co-authorship network connecting the top 25 collaborators of Robert A. Jarrow. A scholar is included among the top collaborators of Robert A. Jarrow based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Robert A. Jarrow. Robert A. Jarrow is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
# Work Indexed citations
1 0
2 4
3 0
4 0
5 1
6 2
7 3
8 1
9
Estimating Expected Losses and Liquidity Discounts Implicit in Debt Prices
2
10
A Liquidity Based Model for Asset Price Bubbles
9
11
Forward and Futures Prices with Bubbles
2
12 50
13
Estimating the Value of Delivery Options in Futures Contracts
2
14
Structural vs Reduced Form Models: A New Information Based Perspective
27
15
Default Parameter Estimation Using Market Prices
19
16
The Second Fundamental Theorem of Asset Pricing ? A New Approach
3
17
Dynamic Evaluation of Contingent Claim Models (An Analysis of Model Error)
3
18
Model Error in Contingent Claim Models (Dynamic Evaluation)
1
19
Market Manipulation, Price Bubbles and a Model of the U.S. Treasury Securities Auction Market
1
20
Option Pricing with Random Volatilities in Complete Markets
1

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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