Jakub Jurek

Finance · 2009–2014

A researcher in the Science corpus: 2 papers; trusts 15 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

Whom Jakub Jurek trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Peter P. Carr
  2. Gurdip Bakshi
  3. A. Verdelhan
  4. Jun Pan
  5. Bernhard Brunner
  6. Liuren Wu
  7. Robert J. Barro
  8. Hanno Lustig
  9. Emmanuel Farhi
  10. Antje Berndt

Who trusts Jakub Jurek overall

  1. Matthew Greenwood‐Nimmo
  2. A. Verdelhan
  3. Viet Hoang Nguyen
  4. Pepa Kraft
  5. Pedro Barroso
  6. Lucio Sarno
  7. B. Rafferty
  8. John M. Griffin
  9. Emmanuel Farhi

Papers from Jakub Jurek's perspective

Ordered by how strongly the researchers Jakub Jurek trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Pricing of Options and Corporate Liabilities
  2. Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
  3. Arbitrage-free estimation of the risk-neutral density from the implied volatility smile
  4. Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model
  5. Affine Term Structure Models and the Forward Premium Anomaly
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. Rare Disasters and Asset Markets in the Twentieth Century
  8. A Theory for the Term Structure of Interest Rates
  9. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  10. Empirical Pricing Kernels

Their papers