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Diversification and Value-at-Risk
Pérignon, Christophe; Smith, Daniel R. - In: Journal of banking & finance 34 (2010) 1, pp. 55-66
Persistent link: https://www.econbiz.de/10003905666
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The level and quality of Value-at-Risk disclosure by commercial banks
Pérignon, Christophe; Smith, Daniel R. - In: Journal of banking & finance 34 (2010) 2, pp. 362-377
Persistent link: https://www.econbiz.de/10003935605
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Comparing different explanations of the volatility trend
Rubin, Amir; Smith, Daniel R. - In: Journal of banking & finance 35 (2011) 6, pp. 1581-1597
Persistent link: https://www.econbiz.de/10009244937
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Yield-factor volatility models
Pérignon, Christophe; Smith, Daniel R. - In: Journal of banking & finance 31 (2007) 10, pp. 3125-3144
Persistent link: https://www.econbiz.de/10003574840
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Institutional ownership, volatility and dividends
Rubin, Amir; Smith, Daniel R. - In: Journal of banking & finance 33 (2009) 4, pp. 627-639
Persistent link: https://www.econbiz.de/10003820518