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Out-of-sample equity premium predictability and sample split-invariant inference
Kolev, Gueorgui I.; Karapandža, Raša - In: Journal of banking & finance 84 (2017), pp. 188-201
Persistent link: https://www.econbiz.de/10011816844
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Data snooping bias in tests of the relative performance of multiple forecasting models
Anghel, Dan Gabriel - In: Journal of banking & finance 126 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012820405
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Characterizing the financial cycle : evidence from a frequency domain analysis
Strohsal, Till; Proaño Acosta, Christian; Wolters, Jürgen - In: Journal of banking & finance 106 (2019), pp. 568-591
Persistent link: https://www.econbiz.de/10012224351
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Galton's Error and the under-representation of systematic risk
Los, Cornelis Albertus - In: Journal of banking & finance 23 (1999) 12, pp. 1793-1829
Persistent link: https://www.econbiz.de/10001428991
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Yes, the CAPM is testable
Guermat, Cherif - In: Journal of banking & finance 46 (2014), pp. 31-42
Persistent link: https://www.econbiz.de/10010467863
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Accurate minimum capital risk requirements : a comparison of several approaches
Grané, A.; Veiga, H. - In: Journal of banking & finance 32 (2008) 11, pp. 2482-2492
Persistent link: https://www.econbiz.de/10003787231
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Does the forward premium puzzle disappear over the horizon?
Snaith, Stuart; Coakley, Jerry; Kellard, Neil - In: Journal of banking & finance 37 (2013) 9, pp. 3681-3693
Persistent link: https://www.econbiz.de/10010126302
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Long-term asset tail risks in developed and emerging markets
Straetmans, Stefan; Candelon, Bertrand - In: Journal of banking & finance 37 (2013) 6, pp. 1832-1844
Persistent link: https://www.econbiz.de/10009741911
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On portfolio optimization : imposing the right constraints
Behr, Patrick; Guettler, Andre; Miebs, Felix - In: Journal of banking & finance 37 (2013) 4, pp. 1232-1242
Persistent link: https://www.econbiz.de/10009719796
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Vector autoregression or simultaneous equations model? : The intraday relationship between index arbitrage and market volatility
Chan, Kalok - In: Journal of banking & finance 19 (1995) 1, pp. 173-179
Persistent link: https://www.econbiz.de/10001181847