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Modeling and predicting the CBOE market volatility index
Fernandes, Marcelo; Medeiros, Marcelo C.; Scharth, Marcel - In: Journal of banking & finance 40 (2014), pp. 1-10
Persistent link: https://www.econbiz.de/10010402334
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Dynamics of realized volatilities and correlations : an empirical study
Ferland, René; Lalancette, Simon - In: Journal of banking & finance 30 (2006) 7, pp. 2109-2130
Persistent link: https://www.econbiz.de/10003339530
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Do Euro exchange rates follow a martingale? Some out-of-sample evidence
Yang, Jian; Xiaojing Su; Kolari, James W. - In: Journal of banking & finance 32 (2008) 5, pp. 729-740
Persistent link: https://www.econbiz.de/10003702708
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Learning sequential option hedging models from market data
Nian Ke; Coleman, Thomas F.; Li, Yuying - In: Journal of banking & finance 133 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013256585
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Opening the black box : quantile neural networks for loss given default prediction
Kellner, Ralf; Nagl, Maximilian; Rösch, Daniel - In: Journal of banking & finance 134 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013400086
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A primer on monetary and fiscal policy
Sargent, Thomas J. - In: Journal of banking & finance 23 (1999) 10, pp. 1463-1482
Persistent link: https://www.econbiz.de/10001406671
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Choosing an exchange-rate system
Stockman, Alan C. - In: Journal of banking & finance 23 (1999) 10, pp. 1483-1498
Persistent link: https://www.econbiz.de/10001406672
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Building an incentive-compatible safety net
Calomiris, Charles W. - In: Journal of banking & finance 23 (1999) 10, pp. 1499-1519
Persistent link: https://www.econbiz.de/10001406678
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Exchange rate volatility, international trade and the value of exporting firms
Sercu, Piet - In: Journal of banking & finance 16 (1992) 1, pp. 155-182
Persistent link: https://www.econbiz.de/10001330019
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A discrete Markov chain model for valuing loan portfolios : The case of Mexican loan sales
Angel, Gabriela F. del - In: Journal of banking & finance 22 (1998) 10, pp. 1457-1480
Persistent link: https://www.econbiz.de/10001338687