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GARCH vs. stochastic volatility : option pricing and risk management
Lehar, Alfred; Scheicher, Martin; Schittenkopf, Christian - In: Journal of banking & finance 26 (2002) 2/3, pp. 323-345
Persistent link: https://www.econbiz.de/10001654320
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Nonconsolidated affiliates, bank capitalization, and risk taking
Gong, Di; Huizinga, Harry; Laeven, Luc - In: Journal of banking & finance 97 (2018), pp. 109-129
Persistent link: https://www.econbiz.de/10011967324
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Why do firms issue callable convertible bonds? : a critique of the “backdoor equity financing” theory
Burlacu, Radu; Jimenez-Garcès, Sonia - In: Journal of banking & finance 144 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013538879
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Leverage and the cost of capital for US banks
Clark, Brian; Jones, Jonathan; Malmquist, David H. - In: Journal of banking & finance 155 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014490579
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On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl - In: Journal of banking & finance 37 (2013) 3, pp. 847-853
Persistent link: https://www.econbiz.de/10009708735
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Dynamic factor Value-at-Risk for large heteroskedastic portfolios
Aramonte, Sirio; Giudice Rodriguez, Marius del; Wu, Jason - In: Journal of banking & finance 37 (2013) 11, pp. 4299-4309
Persistent link: https://www.econbiz.de/10010247041
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Risk models-at-risk
Boucher, Christophe; Daníelsson, Jón; Kouontchou, … - In: Journal of banking & finance 44 (2014), pp. 72-92
Persistent link: https://www.econbiz.de/10010410376
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A word of caution on calculating market-based minimum capital risk requirements
Brooks, Chris; Clare, Andrew D.; Persand, Gita - In: Journal of banking & finance 24 (2000) 10, pp. 1557-1574
Persistent link: https://www.econbiz.de/10001511626
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Market interactions in returns and volatilities between spot and forward shipping freight markets
Kavussanos, Manolis G.; Visvikis, Ilias D. - In: Journal of banking & finance 28 (2004) 8, pp. 2015-2049
Persistent link: https://www.econbiz.de/10002118377
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A comprehensive analysis of the short-term interest-rate dynamics
Bali, Turan G.; Wu, Liuren - In: Journal of banking & finance 30 (2006) 4, pp. 1269-1290
Persistent link: https://www.econbiz.de/10003310322