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Downside and upside risk spillovers between exchange rates and stock prices
Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Journal of banking & finance 62 (2016), pp. 76-96
Persistent link: https://www.econbiz.de/10011634069
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The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène; Power, Gabriel J.; Toupin, Dominique - In: Journal of banking & finance 146 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
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Explaining CDS prices with Merton's model before and after the Lehman default
Gemmill, Gordon; Marra, Miriam - In: Journal of banking & finance 106 (2019), pp. 93-109
Persistent link: https://www.econbiz.de/10012224244
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A new approach to credit ratings
Pertaia, Giorgi; Prokhorov, Artem; Uryasev, Stan - In: Journal of banking & finance 140 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
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Liquidity at risk : joint stress testing of solvency and liquidity
Cont, Rama; Kotlicki, Artur; Valderrama, Laura - In: Journal of banking & finance 118 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012520907
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Leverage-induced systemic risk under Basle II and other credit risk policies
Poledna, Sebastian; Thurner, Stefan; Farmer, J. Doyne; … - In: Journal of banking & finance 42 (2014), pp. 199-212
Persistent link: https://www.econbiz.de/10010408397
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Systemic risk contributions : a credit portfolio approach
Puzanova, Natalia; Düllmann, Klaus - In: Journal of banking & finance 37 (2013) 4, pp. 1243-1257
Persistent link: https://www.econbiz.de/10009719795
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Unexpected shortfalls of Expected Shortfall : extreme default profiles and regulatory arbitrage
Koch Medina, Pablo; Munari, Cosimo-Andrea - In: Journal of banking & finance 62 (2016), pp. 141-151
Persistent link: https://www.econbiz.de/10011634091
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The impact of CDS trading on the bond market : evidence from Asia
Shim, Ilhyock; Zhu, Haibin - In: Journal of banking & finance 40 (2014), pp. 460-475
Persistent link: https://www.econbiz.de/10010404699
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Industry characteristics and financial risk contagion
Chiu, Wan-chien; Peña Sánchez de Rivera, Juan Ignacio; … - In: Journal of banking & finance 50 (2015), pp. 411-427
Persistent link: https://www.econbiz.de/10010509513