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A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco; Sentana, Enrique - 2010
Persistent link: https://www.econbiz.de/10008656170
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Hedging the black swan : conditional heteroskedasticity and tail dependence in S&P500 and VIX
Hilal, Sawsan; Poon, Ser-Huang; Tawn, Jonathan - In: Journal of banking & finance 35 (2011) 9, pp. 2374-2387
Persistent link: https://www.econbiz.de/10009247196
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Estimating non-linear serial and cross-interdependence between financial assets
Righi, Marcelo Brutti; Ceretta, Paulo Sergio - In: Journal of banking & finance 37 (2013) 3, pp. 837-846
Persistent link: https://www.econbiz.de/10009708737
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Measuring time-varying financial market integration : an unobserved components approach
Berger, Tino; Pozzi, Lorenzo - In: Journal of banking & finance 37 (2013) 2, pp. 463-473
Persistent link: https://www.econbiz.de/10009705640
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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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Modelling long run comovements in equity markets : a flexible approach
Martins, Luís Filipe; Gabriel, Vasco J. - In: Journal of banking & finance 47 (2014), pp. 288-295
Persistent link: https://www.econbiz.de/10010506954
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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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Consumption and real exchange rates with incomplete markets and non-traded goods
Benigno, Gianluca; Thoenissen, Christoph - 2006
Persistent link: https://www.econbiz.de/10003311078
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Adjustment to target capital, finance and growth
Ciccone, Antonio; Papaioannou, Elias - 2006
Persistent link: https://www.econbiz.de/10003401258
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When is FDI a capital flow?
Marin, Dalia; Schnitzer, Monika - 2006
Persistent link: https://www.econbiz.de/10003355377