Work

An Empirical Analysis of the Jarrow-van Deventer Model for Valuing Non-Maturity Demand Deposits

Year: 1999

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.1999.319107

Authors: Tibor Janosi, Robert A Jarrow, Ferdinando Zullo

Institutions: Cornell University, McGill University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2018998901

FWCI: 3.439

Cites: 6

Cited by: 51

Related to: 10