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Characterizing the financial cycle : evidence from a frequency domain analysis
Strohsal, Till; Proaño Acosta, Christian; Wolters, Jürgen - In: Journal of banking & finance 106 (2019), pp. 568-591
Persistent link: https://www.econbiz.de/10012224351
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Out-of-sample equity premium predictability and sample split-invariant inference
Kolev, Gueorgui I.; Karapandža, Raša - In: Journal of banking & finance 84 (2017), pp. 188-201
Persistent link: https://www.econbiz.de/10011816844
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Data snooping bias in tests of the relative performance of multiple forecasting models
Anghel, Dan Gabriel - In: Journal of banking & finance 126 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012820405
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Skewness persistence with optimal portfolio selection
Qian, Sun; Yan, Yuxing - In: Journal of banking & finance 27 (2003) 6, pp. 1111-1121
Persistent link: https://www.econbiz.de/10001757812
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Evaluating implied RNDs by some new confidence interval estimation techniques
Andersson, Magnus; Lomakka, Magnus - In: Journal of banking & finance 29 (2005) 6, pp. 1535-1557
Persistent link: https://www.econbiz.de/10002718152
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Measurement, estimation and comparison of credit migration matrices
Jafry, Yusuf; Schuermann, Til - In: Journal of banking & finance 28 (2004) 11, pp. 2603-2639
Persistent link: https://www.econbiz.de/10002361880
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Accurate minimum capital risk requirements : a comparison of several approaches
Grané, A.; Veiga, H. - In: Journal of banking & finance 32 (2008) 11, pp. 2482-2492
Persistent link: https://www.econbiz.de/10003787231
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Leveraged carry trade portfolios
Darvas, Zsolt M. - In: Journal of banking & finance 33 (2009) 5, pp. 944-957
Persistent link: https://www.econbiz.de/10003836459
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Size matters : optimal calibration of shrinkage estimators for portfolio selection
DeMiguel, Victor; Martin-Utrera, Alberto; Nogales, … - In: Journal of banking & finance 37 (2013) 8, pp. 3018-3034
Persistent link: https://www.econbiz.de/10009777150
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Does the forward premium puzzle disappear over the horizon?
Snaith, Stuart; Coakley, Jerry; Kellard, Neil - In: Journal of banking & finance 37 (2013) 9, pp. 3681-3693
Persistent link: https://www.econbiz.de/10010126302