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Journal of banking & finance
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ECONIS (ZBW)
564
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1
The impact of commodity benchmarks on derivatives markets : the case of the dated Brent assessment and Brent futures
Frino, Alex
;
Ibikunle, Gbenga
;
Mollica, Vito
;
Steffen, Tom
- In:
Journal of banking & finance
95
(
2018
),
pp. 27-43
Persistent link: https://www.econbiz.de/10011966695
Saved in:
2
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
3
Do oil futures prices predict stock returns?
Chiang, I-Hsuan Ethan
;
Hughen, W. Keener
- In:
Journal of banking & finance
79
(
2017
),
pp. 129-141
Persistent link: https://www.econbiz.de/10011815141
Saved in:
4
Determinants of the crude oil futures curve : inventory, consumption and volatility
Nikitopoulos, Christina Sklibosios
;
Squires, Matthew
; …
- In:
Journal of banking & finance
84
(
2017
),
pp. 53-67
Persistent link: https://www.econbiz.de/10011816836
Saved in:
5
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
6
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
7
WTI crude oil Futures in portfolio diversification : the time-to-maturity effect
Geman, Hélyette
;
Kharoubi, Cécile
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2553-2559
Persistent link: https://www.econbiz.de/10003795775
Saved in:
8
The pricing of currency risk in Japan
Doukas, John A.
- In:
Journal of banking & finance
23
(
1999
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001253538
Saved in:
9
Monetary policy and bank lending : evidence from German banking groups
Kakes, Jan
;
Sturm, Jan-Egbert
- In:
Journal of banking & finance
26
(
2002
)
11
,
pp. 2077-2092
Persistent link: https://www.econbiz.de/10001706660
Saved in:
10
Trading volumes and transaction costs in the foreign exchange market : evidence from daily dollar-yen spot data
Hartmann, Philipp
- In:
Journal of banking & finance
23
(
1999
)
5
,
pp. 801-824
Persistent link: https://www.econbiz.de/10001379071
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