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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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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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Nonparametric correlation models for portfolio allocation
Aslanidis, Nektarios; Casas, Isabel - In: Journal of banking & finance 37 (2013) 7, pp. 2268-2283
Persistent link: https://www.econbiz.de/10009760686
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Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel; Ñíguez, Trino-Manuel - In: Journal of banking & finance 118 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
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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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Oil prices, US stock return, and the dependence between their quantiles
Sim, Nicholas; Zhou, Hongtao - In: Journal of banking & finance 55 (2015), pp. 1-8
Persistent link: https://www.econbiz.de/10011377836
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Diversification and risk-adjusted performance : a quantile regression approach
Lee, Bong-soo; Li, Ming-yuan Leon - In: Journal of banking & finance 36 (2012) 7, pp. 2157-2173
Persistent link: https://www.econbiz.de/10009629612
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Forecasting the return distribution using high-frequency volatility measures
Hua, Jian; Manzan, Sebastiano - In: Journal of banking & finance 37 (2013) 11, pp. 4381-4403
Persistent link: https://www.econbiz.de/10010247031
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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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Political regimes, business cycles, seasonalities, and returns
Powell, John Gregory; Shi, Jing; Smith, Tom; Whaley, … - In: Journal of banking & finance 33 (2009) 6, pp. 1112-1128
Persistent link: https://www.econbiz.de/10003841911