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Variance risk in commodity markets
Prokopczuk, Marcel; Symeonidis, Lazaros; Wese Simen, Chardin - In: Journal of banking & finance 81 (2017), pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
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Up- and downside variance risk premia in global equity markets
Held, Matthias; Kapraun, Julia; Omachel, Marcel; … - In: Journal of banking & finance 118 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012521039
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Monitoring market participants, externals and financial transactions in a global financial stability environment
Duygun, Meryem; Miao, Jianjun; Östberg, Peter - In: Journal of banking & finance 119 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012521175
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Supervisory enforcement actions against banks and systemic risk
Berger, Allen N.; Cai, Jin; Roman, Raluca A.; Sedunov, John - In: Journal of banking & finance 140 (2022), pp. 1-31
Persistent link: https://www.econbiz.de/10013463111
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Back to the roots of internal credit risk models : does risk explain why banks' risk-weighted asset levels converge over time?
Böhnke, Victoria; Ongena, Steven; Paraschiv, Florentina; … - In: Journal of banking & finance 156 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014487069
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The more the merrier? : evidence on the value of multiple requirements in bank regulation
Buckmann, Marcus; Gallego Marquez, Paula; Gimpelewicz, … - In: Journal of banking & finance 149 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014462556
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Understanding the price of volatility risk in carry trades
Ahmed, Shamim; Valente, Giorgio - In: Journal of banking & finance 57 (2015), pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
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Endogenous crisis dating and contagion using smooth transition structural GARCH
Dungey, Mardi H.; Milunovich, George; Thorp, Susan; … - In: Journal of banking & finance 58 (2015), pp. 71-79
Persistent link: https://www.econbiz.de/10011543895
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The securitization of gold and its potential impact on gold stocks
Zhang, Yue - In: Journal of banking & finance 58 (2015), pp. 309-326
Persistent link: https://www.econbiz.de/10011544012
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Shari'ah supervision, corporate governance and performance : conventional vs. Islamic banks
Mollah, Sabur; Zaman, Mahbub - In: Journal of banking & finance 58 (2015), pp. 418-435
Persistent link: https://www.econbiz.de/10011544039