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Internal capital market studies in empirical banking : biases due to usage of assets instead of risk capital?
Glaser, Markus; Riepe, Jan - In: Finance research letters 11 (2014) 1, pp. 47-53
Persistent link: https://www.econbiz.de/10010393627
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On mean-variance analysis of a bank's behavior
Takino, Kazuhiro; Ishinagi, Yoshikazu - In: Finance research letters 46 (2022) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10013341401
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Banks' liability structure and risk taking : evidence from a quasi-natural experiment in China
Chen, Xiaoxiong; Liu, Guanchun; Liu, Yuanyuan; Zhang, Yanren - In: Finance research letters 49 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013478778
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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter; Ewald, Christian-Oliver; Xiao, Yajun - In: Finance research letters 5 (2008) 3, pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
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Analytical Value-at-Risk and Expected Shortfall under regime-switching
Taamouti, Abderrahim - In: Finance research letters 6 (2009) 3, pp. 138-151
Persistent link: https://www.econbiz.de/10003888009
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Value at Risk and Expected Shortfall for large portfolios
Lönnbark, Carl; Holmberg, Ulf; Brännäs, Kurt - In: Finance research letters 8 (2011) 2, pp. 59-68
Persistent link: https://www.econbiz.de/10009301309
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Corporate risk management and dividend signaling theory
Dionne, Georges; Ouederni, Karima - In: Finance research letters 8 (2011) 4, pp. 188-195
Persistent link: https://www.econbiz.de/10009425857
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Operational risk and equity prices
Shafer, Michael T.; Yildirim, Yildiray - In: Finance research letters 10 (2013) 4, pp. 157-168
Persistent link: https://www.econbiz.de/10010252357
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Quadratic hedging strategies for volatility swaps
Wang, Xingchun; Fu, Jianping; Wang, Guanying; Wang, Yongjin - In: Finance research letters 15 (2015), pp. 125-132
Persistent link: https://www.econbiz.de/10011553014
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Information risk and credit contagion
Huang, Alex; Cheng, Chiao-ming - In: Finance research letters 10 (2013) 3, pp. 116-123
Persistent link: https://www.econbiz.de/10010222898