Jacob Bjerre Skov

Jacob Bjerre Skov

University of Copenhagen - Copenhagen / Denmark
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5196971
Københavns Universitet
person_outline Jacob Bjerre Skov's MOST POPULAR ARTICLES
1-) Dynamic term structure models for SOFR futuresJB Skov, D SkovmandJournal of Futures Markets 41 (10), 1520-1544, 2021222021
2-) Decomposing LIBOR in transition: evidence from the futures marketsJB Skov, D SkovmandQuantitative Finance 23 (6), 959-978, 2023
3-) Term structure modeling of SOFR: Evaluating the importance of scheduled jumpsE Schlögl, JB Skov, D SkovmandAvailable at SSRN 4431839, 2023
4-) Term Structure Modeling of SOFR: Evaluating the Importance of Scheduled JumpsE SCHLÖGL, JB Skov, D SkovmandInternational Journal of Theoretical and Applied Finance 27 (02), 2450009, 2024
5-) Dynamic Term Structure Modeling and the LIBOR TransitionJB SkovDepartment of Mathematical Sciences Faculty of Science University of …, 0