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An econometric analysis of emission allowance prices
Paolella, Marc S.; Taschini, Luca - In: Journal of banking & finance 32 (2008) 10, pp. 2022-2032
Persistent link: https://www.econbiz.de/10003778574
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High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie; McGill, James A. - In: Journal of banking & finance 36 (2012) 12, pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Journal of banking & finance 33 (2009) 7, pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
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Pre-announcement effects, news effects, and volatility : monetary policy and the stock market
Bomfim, Antúlio N. - In: Journal of banking & finance 27 (2003) 1, pp. 133-151
Persistent link: https://www.econbiz.de/10001721759
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The dynamic behavior of closed-end funds and its implication for pricing, forecasting, and trading
Kellerhals, Boris Philipp; Schöbel, Rainer - In: Journal of banking & finance 26 (2002) 8, pp. 1615-1643
Persistent link: https://www.econbiz.de/10001688876
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Stochastic volatility, movements in short term interest rates, and bond option values
Vetzal, Kenneth R. - In: Journal of banking & finance 21 (1997) 2, pp. 169-196
Persistent link: https://www.econbiz.de/10001213042
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Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices
Chiang, Raymond - In: Journal of banking & finance 21 (1997) 1, pp. 17-35
Persistent link: https://www.econbiz.de/10001213058
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How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat - In: Journal of banking & finance 22 (1998) 5, pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
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Modelling mean reversion of asset prices towards their fundamental value
Chiang, Raymond - In: Journal of banking & finance 19 (1995) 8, pp. 1327-1340
Persistent link: https://www.econbiz.de/10001191467
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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