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A semiparametric conditional capital asset pricing model
Cai, Zongwu; Ren, Yu; Yang, Bingduo - In: Journal of banking & finance 61 (2015), pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
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The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors
Murtazashvili, Irina; Vozlyublennaia, Nadia - In: Journal of banking & finance 36 (2012) 4, pp. 1057-1066
Persistent link: https://www.econbiz.de/10009557825
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Loss given default for leasing : parametric and nonparametric estimations
Hartmann-Wendels, Thomas; Miller, Patrick; Töws, Eugen - In: Journal of banking & finance 40 (2014), pp. 364-375
Persistent link: https://www.econbiz.de/10010403743
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Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino; Sarno, Lucio; Tsiakas, Ilias - In: Journal of banking & finance 42 (2014), pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
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Local logit regression for loan recovery rate
Sopitpongstorn, Nithi; Silvapulle, Paramsothy; Gao, Jiti; … - In: Journal of banking & finance 126 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
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Grabit : gradient tree-boosted Tobit models for default prediction
Sigrist, Fabio; Hirnschall, Christoph - In: Journal of banking & finance 102 (2019), pp. 177-192
Persistent link: https://www.econbiz.de/10012162742
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Is full banking integration desirable?
Arribas, Iván; Peiró-Palomino, Jesús; … - In: Journal of banking & finance 112 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012225242
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Downturn LGD modeling using quantile regression
Krüger, Steffen; Rösch, Daniel - In: Journal of banking & finance 79 (2017), pp. 42-56
Persistent link: https://www.econbiz.de/10011815136
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Detecting time-variation in corporate bond index returns : a smooth transition regression model
Chen, XiaoHua; Maringer, Dietmar G. - In: Journal of banking & finance 35 (2011) 1, pp. 95-103
Persistent link: https://www.econbiz.de/10009244436
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The structure and degree of dependence : a quantile regression approach
Baur, Dirk G. - In: Journal of banking & finance 37 (2013) 3, pp. 786-798
Persistent link: https://www.econbiz.de/10009708741