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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"ita"
~person:"Fabozzi, Frank J."
~person:"Faff, Robert W."
~source:"econis"
~subject:"Conditional value-at-risk"
~subject:"Developing countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Factor analysis"
~subject:"Firm performance"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Volatility"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Conditional value-at-risk
Developing countries
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9
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Fabozzi, Frank J.
Faff, Robert W.
Moshirian, Fariborz
32
Saunders, Anthony
14
Hasan, Iftekhar
12
Altman, Edward I.
10
Berger, Allen N.
10
Prokopczuk, Marcel
10
Chen, Ren-Raw
8
Demirgüç-Kunt, Asli
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Sarkar, Sudipto
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Allen, Linda
7
Bali, Turan G.
7
Branger, Nicole
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Chang, Eric Chieh
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Das, Sanjiv R.
7
Perraudin, William R. M.
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Uhrig-Homburg, Marliese
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Boubakri, Narjess
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Lee, Bong-soo
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5
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Duygun, Meryem
5
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5
González Rodríguez, Francisco
5
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Journal of banking & finance
The journal of fixed income
The journal of portfolio management : JPM
11
International journal of theoretical and applied finance
9
The journal of portfolio management : a publication of Institutional Investor
9
International review of financial analysis
7
Applied economics
6
Applied financial economics
6
Australian journal of management
6
Review of quantitative finance and accounting
6
Computational economics
5
Pacific-Basin finance journal
4
The European journal of finance
4
The journal of fixed income : JFI
4
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
3
Annals of operations research
3
Applied financial economics letters
3
Economics letters
3
Energy economics
3
European journal of operational research : EJOR
3
Journal of international money and finance
3
Journal of quantitative economics : official journal of the Indian Econometric Society
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
Tydskrif vir studies in ekonomie en ekonometrie : SEE
3
Abacus : a journal of accounting, finance and business studies
2
Accounting research journal
2
Applied economics letters
2
Economic modelling
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Finance research letters
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Journal of economic dynamics & control
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Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
2
Journal of multinational financial management
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
The journal of financial research
2
The journal of futures markets
2
Advances in futures and options research : a research annual
1
Advances in investment analysis and portfolio management : a research annual
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ECONIS (ZBW)
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1
Uncertainty, investment spikes, and corporate leverage adjustments
Im, Hyun Joong
;
Faff, Robert W.
;
Ha, Chang Yong
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013538950
Saved in:
2
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
3
Business shocks and corporate leverage
Tan, Jui Keng
;
Zhou, Qing
;
Pan, Zheyao
;
Faff, Robert W.
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013365955
Saved in:
4
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
5
Did connected hedge funds benefit from bank bailouts during the financial crisis?
Faff, Robert W.
;
Parwada, Jerry T.
;
Tan, Eric K. M.
- In:
Journal of banking & finance
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012224381
Saved in:
6
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
7
Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
89
(
2018
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
Saved in:
8
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?
Isshaq, Zangina
;
Faff, Robert W.
- In:
Journal of banking & finance
68
(
2016
),
pp. 153-161
Persistent link: https://www.econbiz.de/10011634813
Saved in:
9
A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
10
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
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