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Have financial markets become more informative?

Bai, Jennie; Philippon, Thomas; Savov, Alexi - 2012

The finance industry has grown. Financial markets have become more liquid. Information technology has improved. But have prices become more informative? Using stock and bond prices to forecast earnings, we find that the information content of market prices has not increased since 1960. The...

Persistent link: https://www.econbiz.de/10009657611

ARCH effects and cointegration : is the foreign exchange market efficient?

Alexakis, Panayotis - In: Journal of banking & finance 20 (1996) 4, pp. 687-697

Persistent link: https://www.econbiz.de/10001197705

Daily pricing of emerging market sovereign CDS before and during the global financial crisis

Fender, Ingo; Hayo, Bernd; Neuenkirchen, Matthias - In: Journal of banking & finance 36 (2012) 10, pp. 2786-2794

Persistent link: https://www.econbiz.de/10009673246

The state dependent impact of bank exposure on sovereign risk

Podstawski, Maximilian; Velinov, Anton - In: Journal of banking & finance 88 (2018), pp. 63-75

Persistent link: https://www.econbiz.de/10011962583

Hedging structured credit products during the credit crisis : a horse race of 10 models

Ascheberg, Marius; Bick, Björn; Kraft, Holger - In: Journal of banking & finance 37 (2013) 5, pp. 1687-1705

Persistent link: https://www.econbiz.de/10009729477

Back to the future : backtesting systemic risk measures during historical bank runs and the great depression

Brownlees, Christian; Chabot, Ben; Ghysels, Eric; Kurz, … - In: Journal of banking & finance 113 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012226121

Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08

Baba, Naohiko; Packer, Frank - In: Journal of banking & finance 33 (2009) 11, pp. 1953-1962

Persistent link: https://www.econbiz.de/10003892128

Crash risk of the euro in the sovereign debt crisis of 2009 - 2010

Hui, Cho H.; Chung, Tsz-kin - In: Journal of banking & finance 35 (2011) 11, pp. 2945-2955

Persistent link: https://www.econbiz.de/10009373072

Is the Euro-zone on the Mend? : Latin American examples to analyze the Euro question

Cavallo, Eduardo A.; Fernández Arias, Eduardo; Powell, … - In: Journal of banking & finance 47 (2014), pp. 243-257

Persistent link: https://www.econbiz.de/10010506961

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

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