Narrow search
Showing 1 - 10 of 217
Cover Image
A spatial analysis of international stock market linkages
Asgharian, Hossein; Hess, Wolfgang; Liu, Lu - In: Journal of banking & finance 37 (2013) 12, pp. 4738-4754
Persistent link: https://www.econbiz.de/10010342237
Cover Image
Measuring portfolio credit risk correctly : why parameter uncertainty matters
Tarashev, Nikola A. - In: Journal of banking & finance 34 (2010) 9, pp. 2065-2076
Persistent link: https://www.econbiz.de/10008732113
Cover Image
Alternative models for hedging yield curve risk : an empirical comparison
Carcano, Nicola; Dall’O, Hakim - In: Journal of banking & finance 35 (2011) 11, pp. 2991-3000
Persistent link: https://www.econbiz.de/10009374683
Cover Image
Estimating exponential affine models with correlated measurement errors : applications to fixed income and commodities
Dempster, Michael A. H.; Tang, Ke - In: Journal of banking & finance 35 (2011) 3, pp. 639-652
Persistent link: https://www.econbiz.de/10009159712
Cover Image
The characteristics of individual analystsf́orecasts in Europe
Bolliger, Guido - In: Journal of banking & finance 28 (2004) 9, pp. 2283-2309
Persistent link: https://www.econbiz.de/10002153221
Cover Image
The unintended consequences of grouping in tests of asset pricing models
Grauer, Robert R.; Janmaat, Johannus A. - In: Journal of banking & finance 28 (2004) 12, pp. 2889-2914
Persistent link: https://www.econbiz.de/10002410659
Cover Image
A note on the expectations hypothesis at the founding of the Fed
Kool, Clemens; Thornton, Daniel L. - In: Journal of banking & finance 28 (2004) 12, pp. 3055-3068
Persistent link: https://www.econbiz.de/10002410748
Cover Image
The effects of estimation error on measures of portfolio credit risk
Löffler, Gunter - In: Journal of banking & finance 27 (2003) 8, pp. 1427-1453
Persistent link: https://www.econbiz.de/10001770305
Cover Image
Size matters : optimal calibration of shrinkage estimators for portfolio selection
DeMiguel, Victor; Martin-Utrera, Alberto; Nogales, … - In: Journal of banking & finance 37 (2013) 8, pp. 3018-3034
Persistent link: https://www.econbiz.de/10009777150
Cover Image
Pricing options on scenario trees
Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: Journal of banking & finance 32 (2008) 2, pp. 283-298
Persistent link: https://www.econbiz.de/10003647220