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Bond market event study methods
Ederington, Louis H.; Guan, Wei; Yang, Zongfei - In: Journal of banking & finance 58 (2015), pp. 281-293
Persistent link: https://www.econbiz.de/10011544008
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Reprint of: Market liquidity in the financial crisis : the role of liquidity commonality and flight-to-quality
Rösch, Chistoph G.; Kaserer, Christoph - In: Journal of banking & finance 45 (2014), pp. 152-170
Persistent link: https://www.econbiz.de/10010466608
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Liquidity risk in stock returns : an event-study perspective
Cao, Charles Q.; Petrasek, Lubomir - In: Journal of banking & finance 45 (2014), pp. 72-83
Persistent link: https://www.econbiz.de/10010466646
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Measuring aggregate risk : can we robustly identify asset-price boom–bust cycles?
Borgy, Vladimir; Clerc, Laurent; Renne, Jean-Paul - In: Journal of banking & finance 46 (2014), pp. 132-150
Persistent link: https://www.econbiz.de/10010467835
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Modelling long run comovements in equity markets : a flexible approach
Martins, Luís Filipe; Gabriel, Vasco J. - In: Journal of banking & finance 47 (2014), pp. 288-295
Persistent link: https://www.econbiz.de/10010506954
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Bank risk within and across equilibria
Agur, Itai - In: Journal of banking & finance 48 (2014), pp. 322-333
Persistent link: https://www.econbiz.de/10010508125
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Market discipline and financial stability
Crockett, Andrew - In: Journal of banking & finance 26 (2002) 5, pp. 977-987
Persistent link: https://www.econbiz.de/10001665096
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Creation of financial markets in (previously) centrally planned economies
Checchi, Daniele - In: Journal of banking & finance 17 (1993) 5, pp. 819-847
Persistent link: https://www.econbiz.de/10001154351
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Risk premia and the pricing of primary issue bonds
Lamy, Robert - In: Journal of banking & finance 12 (1988) 4, pp. 585-601
Persistent link: https://www.econbiz.de/10001061944
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A characteristics definition of financial markets
Heffernan, Shelagh A. - In: Journal of banking & finance 14 (1990) 2, pp. 583-609
Persistent link: https://www.econbiz.de/10001092348