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Discussions on the Zero-drift GARCH model : evidence from an Markov regime-switching extension
Feng, Lingbing; Fu, Tong; Shi, Yanlin; Wang, Zili - In: Finance research letters 40 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012819431
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Does the financial leverage effect depend on volatility regimes?
Chon, Sora; Kim, Jaeho - In: Finance research letters 39 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012805319
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Regime switching in the present value models : a backward-solving method
Kim, Jan R.; Chung, Keunsuk - In: Finance research letters 32 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012430760
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Regime-switching angular correlation diversification
Lee, Hsiang-Tai - In: Finance research letters 50 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10014234140
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Moral hazard, external governance and risk-taking : evidence from commercial banks in China
Zhang, Zhiwei; Wu, Fei - In: Finance research letters 37 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012485021
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Does bank FinTech improve corporate innovation?
Tan, Zhuohong; Wang, Handi; Hong, Yunzhe - In: Finance research letters 55 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014472992
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Can the development of Fintech mitigate non-performing loan risk?
Chai, Yuanzhe; Sun, Suchao - In: Finance research letters 67 (2024) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10015062592
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Does big data infrastructure development facilitate bank fintech innovation? : evidence from China
Liao, Kezhi; Ma, Chengcheng; Wang, Zhihao - In: Finance research letters 65 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014563741
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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