Narrow search
Showing 1 - 10 of 52
Cover Image
Binary choice models and corporate takeover
Espahbodi, Hassan; Espahbodi, Pouran - In: Journal of banking & finance 27 (2003) 4, pp. 549-574
Persistent link: https://www.econbiz.de/10001745364
Cover Image
On the short-term predictability of exchange rates : a BVAR time-varying parameters approach
Sarantis, Nicholas - In: Journal of banking & finance 30 (2006) 8, pp. 2257-2279
Persistent link: https://www.econbiz.de/10003355791
Cover Image
Valuation ratios and price deviations from fundamentals
Coakley, Jerry; Fuertes, Ana María - In: Journal of banking & finance 30 (2006) 8, pp. 2325-2346
Persistent link: https://www.econbiz.de/10003355798
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
Detecing recessions in the Great Moderation : a real-time analysis
Davig, Troy - In: Economic review 93 (2008) 4, pp. 5-33
Persistent link: https://www.econbiz.de/10003823882
Cover Image
A framework for assessing the systemic risk of major financial institutions
Huang, Xin; Zhou, Hao; Zhu, Haibin - In: Journal of banking & finance 33 (2009) 11, pp. 2036-2049
Persistent link: https://www.econbiz.de/10003892198
Cover Image
Intrinsic bubbles and Granger causality in the S&P 500 : evidence from long-term data
Chen, An-sing; Cheng, Lee-Young; Cheng, Kuang-Fu - In: Journal of banking & finance 33 (2009) 12, pp. 2275-2281
Persistent link: https://www.econbiz.de/10003905518
Cover Image
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael; Neely, Christopher J. - In: Journal of banking & finance 31 (2007) 2, pp. 279-296
Persistent link: https://www.econbiz.de/10003421167
Cover Image
Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns
Guo, Hui; Savickas, Robert - In: Journal of banking & finance 34 (2010) 7, pp. 1637-1649
Persistent link: https://www.econbiz.de/10008649421
Cover Image
Does the choice of estimator matter when forecasting returns?
Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of banking & finance 36 (2012) 9, pp. 2632-2640
Persistent link: https://www.econbiz.de/10009657614