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~isPartOf:"Journal of banking & finance"
~subject:"Finanzmarkt"
~subject:"Theory"
~subject:"Volatility"
~subject:"Yield curve"
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Search: subject_exact:"Markovscher Prozeß"
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Finanzmarkt
Theory
Volatility
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Markov chain
30
Markov-Kette
30
Theorie
15
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12
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12
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9
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Chun, Olfa Maalaoui
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Journal of banking & finance
European journal of operational research : EJOR
146
Journal of econometrics
82
Mathematical methods of operations research
62
Journal of economic dynamics & control
50
Discussion paper / Tinbergen Institute
49
International journal of production research
47
International journal of theoretical and applied finance
45
Economic modelling
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Mathematics of operations research
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Operations research letters
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Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of economic theory
35
Risks : open access journal
34
International journal of forecasting
31
International journal of production economics
30
Finance and stochastics
28
Quantitative finance
28
Applied economics
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Journal of empirical finance
26
Computational economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
25
Journal of forecasting
24
Finance research letters
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Macroeconomic dynamics
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International review of financial analysis
22
Econometric reviews
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International review of economics & finance : IREF
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Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
19
Discussion paper / Centre for Economic Policy Research
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Journal of mathematical finance
18
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ECONIS (ZBW)
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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
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
9
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:
10
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:
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