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Finance research letters
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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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7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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