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Financial contagion risk and the stochastic discount factor
Piccotti, Louis R. - In: Journal of banking & finance 77 (2017), pp. 230-248
Persistent link: https://www.econbiz.de/10011814444
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Intergenerational risk sharing under loss averse preferences
Boes, Mark-Jan; Siegmann, Adriaan Hendrik - In: Journal of banking & finance 92 (2018), pp. 269-279
Persistent link: https://www.econbiz.de/10011964596
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Portfolio efficiency and discount factor bounds with conditioning information : an empirical study
Abhyankar, Abhay; Basu, Devraj; Stremme, Alexander - In: Journal of banking & finance 31 (2007) 2, pp. 419-437
Persistent link: https://www.econbiz.de/10003421284
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The volatility of consumption-based stochastic discount factors and economic cycles
Nieto Domenech, Belen; Rubio, Gonzalo - In: Journal of banking & finance 35 (2011) 9, pp. 2197-2216
Persistent link: https://www.econbiz.de/10009247241
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Bounds on the autocorrelation of admissible stochastic discount factors
Chrétien, Stéphane - In: Journal of banking & finance 36 (2012) 7, pp. 1943-1962
Persistent link: https://www.econbiz.de/10009629776
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International stochastic discount factors and covariance risk
Branger, Nicole; Herold, Michael; Muck, Matthias - In: Journal of banking & finance 123 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012662322
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Consumer preferences for payment methods : role of discounts and surcharges
Stavins, Joanna - In: Journal of banking & finance 94 (2018), pp. 35-53
Persistent link: https://www.econbiz.de/10011966475
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Stock valuation during the COVID-19 pandemic : an explanation using option-based discount rates
Berkman, Henk; Malloch, Hamish - In: Journal of banking & finance 147 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014248234
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Dividend and corporate income taxation with present-biased consumers
Kang, Minwook; Ye, Lei - In: Journal of banking & finance 152 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014463534
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The evolution of bidder gains and acquisition discounts in M&A
Meng, Yun; Sutton, Ninon - In: Journal of banking & finance 143 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013530780