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Global imbalances and the intertemporal external budget constraint : a multicointegration approach
Camarero Olivas, Mariam; Carrion i Silvestre, Josep Lluís - In: Journal of banking & finance 37 (2013) 12, pp. 5357-5372
Persistent link: https://www.econbiz.de/10010343714
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Predicting stock returns : a regime-switching combination approach and economic links
Zhu, Xiaoneng; Zhu, Jie - In: Journal of banking & finance 37 (2013) 11, pp. 4120-4133
Persistent link: https://www.econbiz.de/10010245613
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United States current account deficits : a stochastic optimal control analysis
Stein, Jerome L. - In: Journal of banking & finance 31 (2007) 5, pp. 1321-1350
Persistent link: https://www.econbiz.de/10003461162
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Analyzing rating transitions and rating drift with continuous observations
Lando, David; Skødeberg, Torben M. - In: Journal of banking & finance 26 (2002) 2/3, pp. 423-444
Persistent link: https://www.econbiz.de/10001654343
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Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael; Neely, Christopher J. - In: Journal of banking & finance 31 (2007) 2, pp. 279-296
Persistent link: https://www.econbiz.de/10003421167
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Capital flows in the euro area and TARGET2 balances
Hristov, Nikolay; Hülsewig, Oliver; Wollmershäuser, Timo - In: Journal of banking & finance 113 (2020), pp. 1-30
Persistent link: https://www.econbiz.de/10012226091
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Optimal reinsurance and asset allocation under regime switching
Jang, Bong-Gyu; Kim, Kyeong Tae - In: Journal of banking & finance 56 (2015), pp. 37-47
Persistent link: https://www.econbiz.de/10011488574
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Long memory and regime switching : a simulation study on the Markov regime-switching ARFIMA model
Shi, Yanlin; Ho, Kin-Yip - In: Journal of banking & finance 61 (2015) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10011585562
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Generalized runs tests to detect randomness in hedge funds returns
Hentati-Kaffel, Rania; De Peretti, Philippe - In: Journal of banking & finance 50 (2015), pp. 608-615
Persistent link: https://www.econbiz.de/10010510178
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The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi; Horny, Guillaume; Sevestre, Patrick - In: Journal of banking & finance 79 (2017), pp. 74-94
Persistent link: https://www.econbiz.de/10011815138