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Credit spread variability in the U.S. business cycle : the Great Moderation versus the Great Recession
Hollander, Hylton; Liu, Guangling - In: Journal of banking & finance 67 (2016), pp. 37-52
Persistent link: https://www.econbiz.de/10011634640
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Forecasting US recessions : the role of sentiment
Christiansen, Charlotte; Eriksen, Jonas Nygaard; … - In: Journal of banking & finance 49 (2014), pp. 459-468
Persistent link: https://www.econbiz.de/10010509261
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The information content of the sentiment index
Sibley, Steven E.; Wang, Yanchu; Xing, Yuhang; Zhang, … - In: Journal of banking & finance 62 (2016), pp. 164-179
Persistent link: https://www.econbiz.de/10011634108
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Early warning or too late? : a (pseudo-)real-time identification of leading indicators of financial stress
Duprey, Thibaut; Klaus, Benjamin - In: Journal of banking & finance 138 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013461945
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Why does higher variability of trading activity predict lower expected returns?
Barinov, Alexander - In: Journal of banking & finance 58 (2015), pp. 457-470
Persistent link: https://www.econbiz.de/10011544044
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Out-of-sample density forecasts with affine jump diffusion models
Yun, Jaeho - In: Journal of banking & finance 47 (2014), pp. 74-87
Persistent link: https://www.econbiz.de/10010506503
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The information content of forward moments
Andreou, Panayiotis C.; Kagkadis, Anastasios; Philip, Dennis - In: Journal of banking & finance 106 (2019), pp. 527-541
Persistent link: https://www.econbiz.de/10012224347
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Option pricing under time-varying risk-aversion with applications to risk forecasting
Kiesel, Rüdiger; Rahe, Florentin - In: Journal of banking & finance 76 (2017), pp. 120-138
Persistent link: https://www.econbiz.de/10011814247
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Oil volatility risk and expected stock returns
Christoffersen, Peter F.; Pan, Xuhui - In: Journal of banking & finance 95 (2018), pp. 5-26
Persistent link: https://www.econbiz.de/10011966688
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The importance of the volatility risk premium for volatility forecasting
Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of banking & finance 40 (2014), pp. 303-320
Persistent link: https://www.econbiz.de/10010402181