Narrow search
Showing 1 - 10 of 1,004
Cover Image
A clustering approach and a rule of thumb for risk aggregation
Di Lascio, F. Marta L.; Giammusso, Davide; Puccetti, … - In: Journal of banking & finance 96 (2018), pp. 236-248
Persistent link: https://www.econbiz.de/10011967212
Cover Image
The correlation structure of anomaly strategies
Geertsema, Paul; Lu, Helen - In: Journal of banking & finance 119 (2020), pp. 1-39
Persistent link: https://www.econbiz.de/10012521278
Cover Image
A semiparametric conditional capital asset pricing model
Cai, Zongwu; Ren, Yu; Yang, Bingduo - In: Journal of banking & finance 61 (2015), pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
Cover Image
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim; Oberoi, Jaideep; Oduro, Samuel D. - In: Journal of banking & finance 125 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Cover Image
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi; Silvapulle, Paramsothy; Gao, Jiti; … - In: Journal of banking & finance 126 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Cover Image
Portfolio selection with parsimonious higher comoments estimation
Lassance, Nathan; Vrins, Frédéric - In: Journal of banking & finance 126 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012820331
Cover Image
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard - In: Journal of banking & finance 133 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Cover Image
An econometric evaluation of bank recapitalization programs with bank- and loan-level data
Nakashima, Kiyotaka - In: Journal of banking & finance 63 (2016), pp. 1-24
Persistent link: https://www.econbiz.de/10011634138
Cover Image
Evaluating the robustness of UK term structure decompositions using linear regression methods
Malik, Sheheryar; Meldrum, Andrew - In: Journal of banking & finance 67 (2016), pp. 85-102
Persistent link: https://www.econbiz.de/10011634653
Cover Image
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