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Journal of banking & finance
MPRA Paper
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Applied economics
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American journal of agricultural economics
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Economic modelling
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CESifo Working Paper
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Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of economics & finance : IREF
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LSE Research Online Documents on Economics
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Journal of international financial markets, institutions & money
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Portfolio optimization in the presence of dependent financial returns with long memory : a copula based approach
Boubaker, Heni
;
Sghaier, Nadia
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 361-377
Persistent link: https://www.econbiz.de/10009705653
Saved in:
2
The memory of beta
Becker, Janis
;
Hollstein, Fabian
;
Prokopczuk, Marcel
; …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816442
Saved in:
3
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
Saved in:
4
Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
Dark, Jonathan
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011586925
Saved in:
5
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
6
Detecting contagion in a multivariate time series system : an application to sovereign bond markets in Europe
Blatt, Dominik
;
Candelon, Bertrand
;
Manner, Hans
- In:
Journal of banking & finance
59
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011544252
Saved in:
7
Structural breaks in volatility spillovers between international financial markets : contagion or mere interdependence?
Jung, Robert
;
Maderitsch, Robert
- In:
Journal of banking & finance
47
(
2014
),
pp. 331-342
Persistent link: https://www.econbiz.de/10010506950
Saved in:
8
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
Saved in:
9
Credit risk modelling under recessionary and financially distressed conditions
Dendramis, Yiannis
;
Tzavalis, Elias
;
Adraktas, Georgios
- In:
Journal of banking & finance
91
(
2018
),
pp. 160-175
Persistent link: https://www.econbiz.de/10011963657
Saved in:
10
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
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