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Coherent risk measures under filtered historical simulation
Giannopoulos, Kostas; Tunaru, Radu - In: Journal of banking & finance 29 (2005) 4, pp. 979-996
Persistent link: https://www.econbiz.de/10002601087
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Unconditional return disturbances: A non-parametric simulation approach
Tompkins, Robert G.; D'Ecclesia, Rita L. - In: Journal of banking & finance 30 (2006) 1, pp. 287-314
Persistent link: https://www.econbiz.de/10003285633
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Backtesting trading risk of commercial banks using expected shortfall
Wong, Woon K. - In: Journal of banking & finance 32 (2008) 7, pp. 1404-1415
Persistent link: https://www.econbiz.de/10003749266
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Credit spreads in the market for highly leveraged transaction loans
Angbazo, Lazarus A. - In: Journal of banking & finance 22 (1998) 10, pp. 1249-1282
Persistent link: https://www.econbiz.de/10001338698
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Discount rate changes, stock market returns, volatility, and trading volume : evidence from intraday data and implications for market efficiency
Chen, Carl R.; Mohan, Nancy J.; Steiner, Thomas L. - In: Journal of banking & finance 23 (1999) 6, pp. 897-924
Persistent link: https://www.econbiz.de/10001379087
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When and why did FSLIC resolve insolvent thrifts?
Guo, Lin - In: Journal of banking & finance 23 (1999) 6, pp. 955-990
Persistent link: https://www.econbiz.de/10001379134
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Special issue on the consolidation of the financial services industry . a conference sponsored by the Federal Reserve Bank of New York
Berger, Allen N. (contributor);  … - 1999
Persistent link: https://www.econbiz.de/10001363938
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The consolidation of the financial services industry : causes, consequences, and implications for the future
Berger, Allen N.; Demsetz, Rebecca S.; Strahan, Philip E. - In: Journal of banking & finance 23 (1999) 2/4, pp. 135-194
Persistent link: https://www.econbiz.de/10001363946
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Fixed costs and the behavior of the federal funds rate
Clouse, James A.; Dow, James P. - In: Journal of banking & finance 23 (1999) 7, pp. 1015-1029
Persistent link: https://www.econbiz.de/10001387694
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Capital raising in the offshore market
Aggarwal, Reena; Gray, Ian William; Singer, Hal J. - In: Journal of banking & finance 23 (1999) 8, pp. 1181-1194
Persistent link: https://www.econbiz.de/10001391605