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~isPartOf:"Journal of banking & finance"
~subject:"Finanzmarkt"
~subject:"Theory"
~subject:"Yield curve"
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Search: subject_exact:"Markovscher Prozeß"
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Finanzmarkt
Theory
Yield curve
Markov chain
30
Markov-Kette
30
Theorie
15
Estimation
12
Schätzung
12
Credit risk
9
Kreditrisiko
9
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Kaeck, Andreas
2
AitSahlia, Farid
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Alexander, Carol
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Angel, Gabriela F. del
1
Baldeaux, Jan
1
Chang, Charles
1
Chun, Olfa Maalaoui
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1
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Dark, Jonathan
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1
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1
Ho, Kin-Yip
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1
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1
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1
Seeger, Norman
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Journal of banking & finance
European journal of operational research : EJOR
136
Journal of econometrics
73
Mathematical methods of operations research
61
Discussion paper / Tinbergen Institute
48
International journal of production research
45
Journal of economic dynamics & control
44
Operations research letters
43
Mathematics of operations research
42
Economics letters
38
International journal of theoretical and applied finance
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Economic modelling
36
Insurance / Mathematics & economics
36
Journal of economic theory
35
Risks : open access journal
34
Operations research
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
International journal of production economics
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Finance and stochastics
26
International journal of forecasting
26
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Macroeconomic dynamics
22
Computational economics
21
Journal of forecasting
20
Quantitative finance
20
Econometric reviews
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Applied economics
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 empirical finance
18
Working paper / National Bureau of Economic Research, Inc.
18
Discussion paper / Centre for Economic Policy Research
16
International review of financial analysis
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Working paper
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
15
Discussion papers / Deutsches Institut für Wirtschaftsforschung
14
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
Dark, Jonathan
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011586925
Saved in:
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