Narrow search
Showing 1 - 10 of 217
Cover Image
Time-varying risk premia and the cross section of stock returns
Guo, Hui - In: Journal of banking & finance 30 (2006) 7, pp. 2087-2107
Persistent link: https://www.econbiz.de/10003339524
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
The informational value of insurance purchases : evidence from the property-liability insurance market
Ligon, James Allen - In: Journal of banking & finance 21 (1997) 7, pp. 989-1016
Persistent link: https://www.econbiz.de/10001226787
Cover Image
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko; Carcel, Hector; Gil-Alaña, Luis A.; … - In: Journal of banking & finance 149 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Cover Image
Exchange rate movements in emerging economies : global vs regional factors in Asia
Chiappini, Raphaël; Lahet, Delphine - In: China economic review : an international journal 60 (2020), pp. 1-29
Persistent link: https://www.econbiz.de/10012602413