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Derivatives traders' reaction to mispricing in the underlying equity
Hayunga, Darren K.; Holowczak, Richard D.; Lung, Peter P.; … - In: Journal of banking & finance 36 (2012) 9, pp. 2438-2454
Persistent link: https://www.econbiz.de/10009656184
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Does the choice of estimator matter when forecasting returns?
Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of banking & finance 36 (2012) 9, pp. 2632-2640
Persistent link: https://www.econbiz.de/10009657614
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Corporate bond credit spreads and forecast dispersion
Güntay, Levent; Hackbarth, Dirk - In: Journal of banking & finance 34 (2010) 10, pp. 2328-2345
Persistent link: https://www.econbiz.de/10008857753
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Capital-based regulation, portfolio risk and capital determination : empirical evidence from the US property-liability insurers
Shim, Jeungbo - In: Journal of banking & finance 34 (2010) 10, pp. 2450-2461
Persistent link: https://www.econbiz.de/10008858327
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Operational outages and aggregate uncertainty in the federal funds market
Klee, Elizabeth - In: Journal of banking & finance 34 (2010) 10, pp. 2386-2402
Persistent link: https://www.econbiz.de/10008858360
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Using the credit spread as an option-risk factor : size and value effects in CAPM
Hwang, Young-Soon; Min, Hong-ghi; McDonald, Judith Ann; … - In: Journal of banking & finance 34 (2010) 12, pp. 2995-3009
Persistent link: https://www.econbiz.de/10008859339
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Conditional beta pricing models : a nonparametric approach
Ferreira, Eva; Gil-Bazo, Javier; Orbe-Mandaluniz, Susan - In: Journal of banking & finance 35 (2011) 12, pp. 3362-3382
Persistent link: https://www.econbiz.de/10009384179
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Interest rates and bank risk-taking
Delēs, Manthos D.; Kouretas, Georgios P. - In: Journal of banking & finance 35 (2011) 4, pp. 840-855
Persistent link: https://www.econbiz.de/10009244233
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Dependence structure and extreme comovements in international equity and bond markets
Garcia, René; Tsafack, Georges - In: Journal of banking & finance 35 (2011) 8, pp. 1954-1970
Persistent link: https://www.econbiz.de/10009247377
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Common risk factors in bank stocks
Viale, Ariel M.; Kolari, James W.; Fraser, Donald R. - In: Journal of banking & finance 33 (2009) 3, pp. 464-472
Persistent link: https://www.econbiz.de/10003807630