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- All HBS Web
(5)
- Research (5)
- Faculty Publications (2)
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- 13 Oct 2006
- Working Paper Summaries
Pricing Liquidity: The Quantity Structure of Immediacy Prices
- 13 Oct 2010
- First Look
First Look: October 13, 2010
and Collateralized Lending Authors:Jakub W. Jurek and Erik Stafford Abstract This paper develops a parsimonious static model for characterizing financing terms in collateralized lending markets. We... View Details
Keywords: Sean Silverthorne
- 28 Sep 2010
- First Look
First Look: September 28, 2010
paper: http://www.hbs.edu/research/pdf/11-029.pdf Crashes, Collateral, and the Financing of Securities Authors:Jakub W. Jurek and Erik Stafford Abstract This paper develops a parsimonious static model for... View Details
Keywords: Sean Silverthorne
- June 2008
- Article
The Price of Immediacy
By: George Chacko, Jakub W. Jurek and Erik Stafford
Chacko, George, Jakub W. Jurek, and Erik Stafford. "The Price of Immediacy." Journal of Finance 63, no. 3 (June 2008): 1253–1290.
- 2006
- Working Paper
Pricing Liquidity: The Quantity Structure of Immediacy Prices
By: George Chacko, Jakub W. Jurek and Erik Stafford
Chacko, George, Jakub W. Jurek, and Erik Stafford. "Pricing Liquidity: The Quantity Structure of Immediacy Prices." Harvard Business School Working Paper, No. 07-017, September 2006.