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COVID-19 and finance : agendas for future research
Goodell, John W. - In: Finance research letters 35 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012439062
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Risk spillovers between large banks and the financial sector : asymmetric evidence from Europe
Shahzad, Syed Jawad Hussain; Hoang, Thi Hong Van; … - In: Finance research letters 28 (2019), pp. 153-159
Persistent link: https://www.econbiz.de/10012388045
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Risk governance of financial institutions : the effect of ownership structure and board independence
Dupire, Marion; Slagmulder, Regine - In: Finance research letters 28 (2019), pp. 227-237
Persistent link: https://www.econbiz.de/10012388316
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Inflation and systemic risk : a network econometric model
Sánchez-García, Javier; Cruz Rambaud, Salvador - In: Finance research letters 56 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014473673
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Influence of digital transformation on banks' systemic risk in China
Zhao, Guoqing; Bi, Xiaohan; Zhai, Kun; Yuan, Xuemei - In: Finance research letters 63 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014531487
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Tail risk emanating from troubled European banking sectors
Javed, Farrukh; Sabzevari, Hassan; Virk, Nader Shahzad - In: Finance research letters 43 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10014632302
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Macroprudential policies, national culture, and bank systemic risk : a cross-country comparison
Lu, Yiming; Wang, Yu - In: Finance research letters 58 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014580914
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Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents : comment
Bossaerts, Peter L.; Zame, William R. - In: Finance research letters 3 (2006) 2, pp. 96-101
Persistent link: https://www.econbiz.de/10003333865
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Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: comment"
Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: Finance research letters 3 (2006) 2, pp. 102-105
Persistent link: https://www.econbiz.de/10003333880
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Computing American option prices in the lognormal jump-diffusion framework with a Markov chain
Simonato, Jean-Guy - In: Finance research letters 8 (2011) 4, pp. 220-226
Persistent link: https://www.econbiz.de/10009425847