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Conference Measuring and Managing Ethical Risk: How Investing in Ethiics Adds Value <1999, Notre Dame, Ind.>
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1
Estimation of rating class transition probabilities with incomplete data
Mählmann, Thomas
- In:
Journal of banking & finance
30
(
2006
)
11
,
pp. 3235-3256
Persistent link: https://www.econbiz.de/10003386447
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2
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
3
A comparison of yield curve estimation techniques using UK data
Ioannides, Michalis
- In:
Journal of banking & finance
27
(
2003
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001721729
Saved in:
4
Risk aversion and the yield of corporate debt
Wu, Chunchi
- In:
Journal of banking & finance
20
(
1996
)
2
,
pp. 267-281
Persistent link: https://www.econbiz.de/10001195183
Saved in:
5
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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6
ARCH effects and cointegration : is the foreign exchange market efficient?
Alexakis, Panayotis
- In:
Journal of banking & finance
20
(
1996
)
4
,
pp. 687-697
Persistent link: https://www.econbiz.de/10001197705
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7
The arbitrage pricing
theory
, macroeconomic and financial factors, and expectations generating processes
Priestley, Richard
- In:
Journal of banking & finance
20
(
1996
)
5
,
pp. 869-890
Persistent link: https://www.econbiz.de/10001203310
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8
Reports of beta's death are premature : evidence from the UK
Clare, Andrew D.
- In:
Journal of banking & finance
22
(
1998
)
9
,
pp. 1207-1229
Persistent link: https://www.econbiz.de/10001249316
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9
Tests of market models : heteroskedasticity or misspecification?
Huang, Roger D.
- In:
Journal of banking & finance
12
(
1988
)
3
,
pp. 439-455
Persistent link: https://www.econbiz.de/10001060445
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10
Adjusting for the intervalling effect bias in beta : a test using Paris Bourse data
Fung, William
- In:
Journal of banking & finance
9
(
1985
)
3
,
pp. 443-460
Persistent link: https://www.econbiz.de/10001024397
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