Narrow search
Showing 1 - 10 of 16
Cover Image
Modeling the stochastic behavior of short-term interest rates : pricing implications for discount bonds
Bali, Turan G. - In: Journal of banking & finance 27 (2003) 2, pp. 201-228
Persistent link: https://www.econbiz.de/10001721795
Cover Image
A new approach to measuring riskiness in the equity market : implications for the risk premium
Bali, Turan G.; Cakici, Nusret; Chabi-Yo, Fousseni - In: Journal of banking & finance 57 (2015), pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
Cover Image
Upside potential of hedge funds as a predictor of future performance
Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of banking & finance 98 (2019), pp. 212-229
Persistent link: https://www.econbiz.de/10012162272
Cover Image
World market risk, country-specific risk and expected returns in international stock markets
Bali, Turan G.; Cakici, Nusret - In: Journal of banking & finance 34 (2010) 6, pp. 1152-1165
Persistent link: https://www.econbiz.de/10003977937
Cover Image
A comprehensive analysis of the short-term interest-rate dynamics
Bali, Turan G.; Wu, Liuren - In: Journal of banking & finance 30 (2006) 4, pp. 1269-1290
Persistent link: https://www.econbiz.de/10003310322
Cover Image
The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
Bali, Turan G.; Mo, Hengyong; Tang, Yi - In: Journal of banking & finance 32 (2008) 2, pp. 269-282
Persistent link: https://www.econbiz.de/10003647212
Cover Image
Nonlinear mean reversion in stock prices
Bali, Turan G.; Demirtas, K. Ozgur; Levy, Haim - In: Journal of banking & finance 32 (2008) 5, pp. 767-782
Persistent link: https://www.econbiz.de/10003702750
Cover Image
Value at risk and the cross-section of hedge fund returns
Bali, Turan G.; Gokcan, Suleyman; Liang, Bing - In: Journal of banking & finance 31 (2007) 4, pp. 1135-1166
Persistent link: https://www.econbiz.de/10003459175
Cover Image
Cyclicality in catastrophic and operational risk measurements
Allen, Linda; Bali, Turan G. - In: Journal of banking & finance 31 (2007) 4, pp. 1191-1235
Persistent link: https://www.econbiz.de/10003459180
Cover Image
Nonlinear mean reversion in stock prices
Bali, Turan G.; Demirtas, K.Ozgur; Levy, Haim - In: Journal of banking & finance 32 (2008) 5, pp. 767-782
Persistent link: https://www.econbiz.de/10007995463