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Extreme risk modeling : an EVT-pair-copulas approach for financial stress tests
Koliai, Lyes - In: Journal of banking & finance 70 (2016), pp. 1-22
Persistent link: https://www.econbiz.de/10011635106
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Pricing and hedging of derivatives in contagious markets
Kokholm, Thomas - In: Journal of banking & finance 66 (2016), pp. 19-34
Persistent link: https://www.econbiz.de/10011634490
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Connecting the dots : econometric methods for uncovering networks with an application to the Australian financial institutions
Anufriev, Mikhail; Panchenko, Valentyn - In: Journal of banking & finance 61 (2015) 2, pp. 241-255
Persistent link: https://www.econbiz.de/10011586916
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Simulating fire sales in a system of banks and asset managers
Calimani, Susanna; Hałaj, Grzegorz; Żochowski, Dawid - In: Journal of banking & finance 138 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013461958
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Characterizing the financial cycle : evidence from a frequency domain analysis
Strohsal, Till; Proaño Acosta, Christian; Wolters, Jürgen - In: Journal of banking & finance 106 (2019), pp. 568-591
Persistent link: https://www.econbiz.de/10012224351
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Limits to arbitrage and the term structure of bond illiquidity premiums
Schuster, Philipp; Uhrig-Homburg, Marliese - In: Journal of banking & finance 57 (2015), pp. 143-159
Persistent link: https://www.econbiz.de/10011543830
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Bond market event study methods
Ederington, Louis H.; Guan, Wei; Yang, Zongfei - In: Journal of banking & finance 58 (2015), pp. 281-293
Persistent link: https://www.econbiz.de/10011544008
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European financial market dependence : an industry analysis
Bartram, Söhnke M.; Wang, Yaw-Huei - In: Journal of banking & finance 59 (2015), pp. 146-163
Persistent link: https://www.econbiz.de/10011544416
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Victory or repudiation? Predicting winners in civil wars using international financial markets
Mitchener, Kris; Oosterlinck, Kim; Weidenmier, Marc D.; … - In: Journal of banking & finance 60 (2015), pp. 310-319
Persistent link: https://www.econbiz.de/10011545064
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Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821680