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Uncertainty, investment spikes, and corporate leverage adjustments
Im, Hyun Joong; Faff, Robert W.; Ha, Chang Yong - In: Journal of banking & finance 145 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013538950
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Variations in sovereign credit quality assessments across rating agencies
Hill, Paula; Brooks, Robert; Faff, Robert W. - In: Journal of banking & finance 34 (2010) 6, pp. 1327-1343
Persistent link: https://www.econbiz.de/10003978391
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The national market impact of sovereign rating changes
Brooks, Robert; Faff, Robert W.; Hillier, David; … - In: Journal of banking & finance 28 (2004) 1, pp. 233-250
Persistent link: https://www.econbiz.de/10001857303
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Prototype risk rating system
Crouhy, Michel; Galai, Dan; Mark, Robert - In: Journal of banking & finance 25 (2001) 1, pp. 47-95
Persistent link: https://www.econbiz.de/10001546234
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Did connected hedge funds benefit from bank bailouts during the financial crisis?
Faff, Robert W.; Parwada, Jerry T.; Tan, Eric K. M. - In: Journal of banking & finance 107 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012224381
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On the estimation and comparison of short-rate models using the generalised method of moments
Faff, Robert W.; Gray, Philip K. - In: Journal of banking & finance 30 (2006) 11, pp. 3131-3146
Persistent link: https://www.econbiz.de/10003386438
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Pricing innovations in consumption growth : a re-evaluation of the recursive utility model
Xiao, Yuchao; Faff, Robert W.; Gharghori, Philip; Min, … - In: Journal of banking & finance 37 (2013) 11, pp. 4465-4475
Persistent link: https://www.econbiz.de/10010246994
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A contingent claim analysis of a regulated depository institution
Crouhy, Michel - In: Journal of banking & finance 15 (1991) 1, pp. 73-90
Persistent link: https://www.econbiz.de/10001100985
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Information about bank risk in options prices
Swidler, Steven Mark; Wilcox, James A. - In: Journal of banking & finance 26 (2002) 5, pp. 1033-1057
Persistent link: https://www.econbiz.de/10001665099
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A comparative analysis of current credit risk models
Crouhy, Michel; Galai, Dan; Mark, Robert - In: Journal of banking & finance 24 (2000) 1/2, pp. 59-117
Persistent link: https://www.econbiz.de/10001432944