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Assessing financial contagion in the interbank market : maximum entropy versus observed interbank lending patterns
Mistrulli, Paolo Emilio - In: Journal of banking & finance 35 (2011) 5, pp. 1114-1127
Persistent link: https://www.econbiz.de/10009245252
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Systematic stress tests with entropic plausibility constraints
Breuer, Thomas; Csiszár, Imre - In: Journal of banking & finance 37 (2013) 5, pp. 1552-1559
Persistent link: https://www.econbiz.de/10009729051
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Utility-based performance measures for regression models
Friedman, Craig; Sandow, Sven - In: Journal of banking & finance 30 (2006) 2, pp. 541-560
Persistent link: https://www.econbiz.de/10003291320
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Measuring financial interdependence in asset markets with an application to eurozone equities
Fry-McKibbin, Renée; Hsiao, Cody Yu-Ling; Martin, Vance - In: Journal of banking & finance 122 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012659252
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The impact of COVID-19 pandemic on bank lending around the world
Ҫolak, Gönül; Öztekin, Özde - In: Journal of banking & finance 133 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013257393
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Transmission channels of systemic risk and contagion in the European financial network
Paltalidis, Nikos; Gounopoulos, Dimitrios; Kizys, Renatas; … - In: Journal of banking & finance 61 (2015), pp. 36-52
Persistent link: https://www.econbiz.de/10011584245
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Learning about noise
Marmora, Paul; Ryčkov, Oleg - In: Journal of banking & finance 89 (2018), pp. 209-224
Persistent link: https://www.econbiz.de/10011963117
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On the estimation and comparison of short-rate models using the generalised method of moments
Faff, Robert W.; Gray, Philip K. - In: Journal of banking & finance 30 (2006) 11, pp. 3131-3146
Persistent link: https://www.econbiz.de/10003386438
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Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.; Jašić, Teo; Stoyanov, Stoyan; … - In: Journal of banking & finance 31 (2007) 8, pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
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In search of robust methods for dynamic panel data models in empirical corporate finance
Dang, Viet Anh; Kim, Minjoo; Shin, Yongcheol - In: Journal of banking & finance 53 (2015), pp. 84-98
Persistent link: https://www.econbiz.de/10011377703