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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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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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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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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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An evaluation of volatility forecasting techniques
Brailsford, Timothy J. - In: Journal of banking & finance 20 (1996) 3, pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
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Canonical vine copulas in the context of modern portfolio management : are they worth it?
Low, Rand Kwong Yew; Alcock, Jamie; Faff, Robert W.; … - In: Journal of banking & finance 37 (2013) 8, pp. 3085-3099
Persistent link: https://www.econbiz.de/10009777123
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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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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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Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?
Isshaq, Zangina; Faff, Robert W. - In: Journal of banking & finance 68 (2016), pp. 153-161
Persistent link: https://www.econbiz.de/10011634813
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Business shocks and corporate leverage
Tan, Jui Keng; Zhou, Qing; Pan, Zheyao; Faff, Robert W. - In: Journal of banking & finance 131 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013365955