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~isPartOf:"Journal of banking & finance"
~subject:"Cointegration"
~subject:"Finanzmarkt"
~subject:"Theory"
~subject:"Yield curve"
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Search: subject_exact:"Markovscher Prozeß"
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Cointegration
Finanzmarkt
Theory
Yield curve
Markov chain
30
Markov-Kette
30
Theorie
15
Estimation
12
Schätzung
12
Credit risk
9
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Journal of banking & finance
European journal of operational research : EJOR
143
Journal of econometrics
73
Mathematical methods of operations research
61
Discussion paper / Tinbergen Institute
48
International journal of production research
47
Journal of economic dynamics & control
47
Mathematics of operations research
43
Operations research letters
43
Economics letters
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
International journal of theoretical and applied finance
38
Economic modelling
37
Operations research
37
Insurance / Mathematics & economics
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Journal of economic theory
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Risks : open access journal
34
International journal of production economics
30
International journal of forecasting
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Finance and stochastics
26
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Journal of forecasting
23
Computational economics
22
Macroeconomic dynamics
22
Quantitative finance
21
Applied economics
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Econometric reviews
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of empirical finance
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Working paper / National Bureau of Economic Research, Inc.
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Energy economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Working paper
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Discussion paper / Centre for Economic Policy Research
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International review of financial analysis
16
Economic theory : official journal of the Society for the Advancement of Economic Theory
15
Working paper / Department of Econometrics and Business Statistics, Monash University
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1
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
2
Early warning or too late? : a (pseudo-)real-time identification of leading indicators of financial stress
Duprey, Thibaut
;
Klaus, Benjamin
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013461945
Saved in:
3
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
4
Sector spillovers in credit markets
Collet, Jerome
;
Ielpo, Florian
- In:
Journal of banking & finance
94
(
2018
),
pp. 267-278
Persistent link: https://www.econbiz.de/10011966651
Saved in:
5
The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Journal of banking & finance
80
(
2017
),
pp. 176-202
Persistent link: https://www.econbiz.de/10011816268
Saved in:
6
Reading between the ratings : modeling residual credit risk and yield overlap
Chang, Charles
;
Fuh, Cheng-Der
;
Kao, Chu-Lan Michael
- In:
Journal of banking & finance
81
(
2017
),
pp. 114-135
Persistent link: https://www.econbiz.de/10011816428
Saved in:
7
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
8
Information stages in efficient markets
AitSahlia, Farid
;
Yoon, Joon-Hui
- In:
Journal of banking & finance
69
(
2016
),
pp. 84-94
Persistent link: https://www.econbiz.de/10011635045
Saved in:
9
Optimal reinsurance and asset allocation under regime switching
Jang, Bong-Gyu
;
Kim, Kyeong Tae
- In:
Journal of banking & finance
56
(
2015
),
pp. 37-47
Persistent link: https://www.econbiz.de/10011488574
Saved in:
10
Long memory and regime switching : a simulation study on the Markov regime-switching ARFIMA model
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10011585562
Saved in:
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