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Stock market volatility: Identifying major drivers and the nature of their impact
Mittnik, Stefan; Robinzonov, Nikolay; Spindler, Martin - In: Journal of banking & finance 58 (2015), pp. 1-14
Persistent link: https://www.econbiz.de/10011543844
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Implied volatility surface predictability : the case of commodity markets
Kearney, Fearghal; Shang, Han Lin; Sheenan, Lisa - In: Journal of banking & finance 108 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012224756
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Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.; Stentoft, Lars; Violante, Francesco - In: Journal of banking & finance 111 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
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Which are the SIFIs? : a component expected shortfall approach to systemic risk
Banulescu, Georgiana-Denisa; Dumitrescu, Elena-Ivona - In: Journal of banking & finance 50 (2015), pp. 575-588
Persistent link: https://www.econbiz.de/10010510183
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Improvements in loss given default forecasts for bank loans
Gürtler, Marc; Hibbeln, Martin - In: Journal of banking & finance 37 (2013) 7, pp. 2354-2366
Persistent link: https://www.econbiz.de/10009760650
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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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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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Forecasting metal prices : do forecasters herd?
Pierdzioch, Christian; Ruelke, Jan-Christoph; … - In: Journal of banking & finance 37 (2013) 1, pp. 150-158
Persistent link: https://www.econbiz.de/10009675548
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Economic valuation of liquidity timing
Karstanje, Dennis; Sojli, Elvira; Tham, Wing Wah; Wel, … - In: Journal of banking & finance 37 (2013) 12, pp. 5073-5087
Persistent link: https://www.econbiz.de/10010342791
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The memory of beta
Becker, Janis; Hollstein, Fabian; Prokopczuk, Marcel; … - In: Journal of banking & finance 124 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012816442