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Journal of banking & finance
Discussion paper / Tinbergen Institute
100
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86
Economics letters
57
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57
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54
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The North American journal of economics and finance : a journal of financial economics studies
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1
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
2
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
Saved in:
3
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
4
Debiased expert forecasts in continuous-time asset allocation
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012226106
Saved in:
5
Financial contagion risk and the stochastic discount factor
Piccotti, Louis R.
- In:
Journal of banking & finance
77
(
2017
),
pp. 230-248
Persistent link: https://www.econbiz.de/10011814444
Saved in:
6
Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds
Racicot, François-Éric
;
Théoret, Raymond
- In:
Journal of banking & finance
62
(
2016
),
pp. 41-61
Persistent link: https://www.econbiz.de/10011634052
Saved in:
7
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
8
Testing the expectations hypothesis of the term structure with permanent-transitory component models
Casalin, Fabrizio
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3192-3203
Persistent link: https://www.econbiz.de/10009778452
Saved in:
9
Estimating exponential affine models with correlated measurement errors : applications to fixed income and commodities
Dempster, Michael A. H.
;
Tang, Ke
- In:
Journal of banking & finance
35
(
2011
)
3
,
pp. 639-652
Persistent link: https://www.econbiz.de/10009159712
Saved in:
10
Volatility and covariation of financial assets : a high-frequency analysis
Cartea, Álvaro
;
Karyampas, Dimitrios
- In:
Journal of banking & finance
35
(
2011
)
12
,
pp. 3319-3334
Persistent link: https://www.econbiz.de/10009384246
Saved in:
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