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Journal of banking & finance
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ECONIS (ZBW)
413
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1
The intervalling effect bias in beta : a note
Corhay, Albert
- In:
Journal of banking & finance
16
(
1992
)
1
,
pp. 61-73
Persistent link: https://www.econbiz.de/10001330027
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2
Stock returns and volatility : an empirical study of the UK stock market
Poon, Ser-Huang
- In:
Journal of banking & finance
16
(
1992
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10001330028
Saved in:
3
A contribution to event study methodology with an application to the Dutch stock market
Jong, Frank de
- In:
Journal of banking & finance
16
(
1992
)
1
,
pp. 11-36
Persistent link: https://www.econbiz.de/10001330029
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4
Vector autoregression or simultaneous equations model? : The intraday relationship between index arbitrage and market volatility
Chan, Kalok
- In:
Journal of banking & finance
19
(
1995
)
1
,
pp. 173-179
Persistent link: https://www.econbiz.de/10001181847
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5
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
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6
Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios D.
- In:
Journal of banking & finance
39
(
2014
),
pp. 117-134
Persistent link: https://www.econbiz.de/10010340766
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7
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
8
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
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9
The predictive performance of the time-series model and the regression model of the income velocity of money : evidence from five EEC countries
Ahking, Francis W.
- In:
Journal of banking & finance
8
(
1984
)
3
,
pp. 389-415
Persistent link: https://www.econbiz.de/10001808263
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10
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
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