Narrow search
Showing 1 - 10 of 471
Cover Image
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
Cover Image
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
Cover Image
Risk and the January effect
Sun, Qian; Tong, Wilson H. - In: Journal of banking & finance 34 (2010) 5, pp. 965-974
Persistent link: https://www.econbiz.de/10003971318
Cover Image
Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets
Daal, Elton; Naka, Atsuyuki; Yu, Jung-suk - In: Journal of banking & finance 31 (2007) 9, pp. 2751-2769
Persistent link: https://www.econbiz.de/10003572361
Cover Image
The information content of implied volatilities and model-free volatility expectations : evidence from options written on individual stocks
Taylor, Stephen; Yadav, Pradeep; Zhang, Yuanyuan - In: Journal of banking & finance 34 (2010) 4, pp. 871-881
Persistent link: https://www.econbiz.de/10003966119
Cover Image
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
Sbrana, Giacomo; Silvestrini, Andrea - In: Journal of banking & finance 37 (2013) 5, pp. 1437-1450
Persistent link: https://www.econbiz.de/10009729085
Cover Image
Measuring time-varying financial market integration : an unobserved components approach
Berger, Tino; Pozzi, Lorenzo - In: Journal of banking & finance 37 (2013) 2, pp. 463-473
Persistent link: https://www.econbiz.de/10009705640
Cover Image
Return sign forecasts based on conditional risk : evidence from the UK stock market index
Chevapatrakul, Thanaset - In: Journal of banking & finance 37 (2013) 7, pp. 2342-2353
Persistent link: https://www.econbiz.de/10009760654
Cover Image
Forecasting the return distribution using high-frequency volatility measures
Hua, Jian; Manzan, Sebastiano - In: Journal of banking & finance 37 (2013) 11, pp. 4381-4403
Persistent link: https://www.econbiz.de/10010247031
Cover Image
The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium
Ederington, Louis H.; Guan, Wei - In: Journal of banking & finance 37 (2013) 9, pp. 3388-3400
Persistent link: https://www.econbiz.de/10010126417