Narrow search
Showing 41 - 50 of 1,561
Cover Image
Moment risk premia and the cross-section of stock returns in the European stock market
Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Journal of banking & finance 111 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012221095
Cover Image
Explaining CDS prices with Merton's model before and after the Lehman default
Gemmill, Gordon; Marra, Miriam - In: Journal of banking & finance 106 (2019), pp. 93-109
Persistent link: https://www.econbiz.de/10012224244
Cover Image
The asymmetric effect of equity volatility on credit default swap spreads
Lee, Hwang Hee; Hyun, Jung-Soon - In: Journal of banking & finance 98 (2019), pp. 125-136
Persistent link: https://www.econbiz.de/10012162246
Cover Image
Asset pricing and extreme event risk : common factors in ILS fund returns
Braun, Alexander; Ben Ammar, Semir; Eling, Martin - In: Journal of banking & finance 102 (2019), pp. 59-78
Persistent link: https://www.econbiz.de/10012162727
Cover Image
The joint cross-sectional variation of equity returns and volatilities
González-Urteaga, Ana; Rubio, Gonzalo - In: Journal of banking & finance 75 (2017), pp. 17-34
Persistent link: https://www.econbiz.de/10011742149
Cover Image
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter; Gourier, Elise; Huitema, Robert; … - In: Journal of banking & finance 77 (2017), pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Cover Image
Variance risk in commodity markets
Prokopczuk, Marcel; Symeonidis, Lazaros; Wese Simen, Chardin - In: Journal of banking & finance 81 (2017), pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Cover Image
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas; Rodrigues, Paulo Jorge Maurício; … - In: Journal of banking & finance 83 (2017), pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Cover Image
Risk factors and their associated risk premia : an empirical analysis of the crude oil market
Hain, Martin; Uhrig-Homburg, Marliese; Unger, Nils - In: Journal of banking & finance 95 (2018), pp. 44-63
Persistent link: https://www.econbiz.de/10011966706
Cover Image
A space-time random field model for electricity forward prices
Benth, Fred Espen; Paraschiv, Florentina - In: Journal of banking & finance 95 (2018), pp. 203-216
Persistent link: https://www.econbiz.de/10011966749