Narrow search
Showing 1 - 10 of 143
Cover Image
Data snooping bias in tests of the relative performance of multiple forecasting models
Anghel, Dan Gabriel - In: Journal of banking & finance 126 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012820405
Cover Image
Sovereign risk and the impact of crisis : evidence from Latin America
Batten, Jonathan A.; Gannon, Gerard L.; Thuraisamy, … - In: Journal of banking & finance 77 (2017), pp. 328-350
Persistent link: https://www.econbiz.de/10011814792
Cover Image
Decomposing and backtesting a flexible specification for CoVaR
Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, … - In: Journal of banking & finance 108 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012224757
Cover Image
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie; Lok, Yen H.; McNeil, Alexander J. - In: Journal of banking & finance 88 (2018), pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Cover Image
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin; Anderson, Heather M. - In: Journal of banking & finance 99 (2019), pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Cover Image
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel; Ñíguez, Trino-Manuel - In: Journal of banking & finance 118 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Cover Image
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan; Jiao, Feng; Tse, Yiuman - In: Journal of banking & finance 123 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Cover Image
Macroeconomic news announcements and market efficiency : evidence from the US Treasury market
Lin, Hai; Lo, Ingrid; Qiao, Rui - In: Journal of banking & finance 133 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013256331
Cover Image
Chasing trends at the micro-level : the effect of technical trading on order book dynamics
Chiarella, Carl; Ladley, Dan - In: Journal of banking & finance 72 (2016), pp. 119-131
Persistent link: https://www.econbiz.de/10011637085
Cover Image
Downside and upside risk spillovers between exchange rates and stock prices
Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Journal of banking & finance 62 (2016), pp. 76-96
Persistent link: https://www.econbiz.de/10011634069