Narrow search
Showing 1 - 10 of 1,428
Cover Image
Estimating the distribution of total default losses on the Spanish financial system
García-Céspedes, Rubén; Moreno, Manuel - In: Journal of banking & finance 49 (2014), pp. 242-261
Persistent link: https://www.econbiz.de/10010508036
Cover Image
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas; Rodrigues, Paulo Jorge Maurício; … - In: Journal of banking & finance 83 (2017), pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Cover Image
Information stages in efficient markets
AitSahlia, Farid; Yoon, Joon-Hui - In: Journal of banking & finance 69 (2016), pp. 84-94
Persistent link: https://www.econbiz.de/10011635045
Cover Image
Model uncertainty and VaR aggregation
Embrechts, Paul; Puccetti, Giovanni; Rüschendorf, Ludger - In: Journal of banking & finance 37 (2013) 8, pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Cover Image
The existence and persistence of household financial hardship : a Bayesian multivariate dynamic logit framework
Brown, Sarah; Ghosh, Pulak; Taylor, Karl - In: Journal of banking & finance 46 (2014), pp. 285-298
Persistent link: https://www.econbiz.de/10010468424
Cover Image
Estimating the risk-return trade-off with overlapping data inference
Hedegaard, Esben; Hodrick, Robert J. - In: Journal of banking & finance 67 (2016), pp. 135-145
Persistent link: https://www.econbiz.de/10011634670
Cover Image
Out-of-sample equity premium predictability and sample split-invariant inference
Kolev, Gueorgui I.; Karapandža, Raša - In: Journal of banking & finance 84 (2017), pp. 188-201
Persistent link: https://www.econbiz.de/10011816844
Cover Image
Default prediction with dynamic sectoral and macroeconomic frailties
Chen, Peimin; Wu, Chunchi - In: Journal of banking & finance 40 (2014), pp. 211-226
Persistent link: https://www.econbiz.de/10010402234
Cover Image
An approximation method for analysis and valuation of credit correlation derivatives
Egami, Masahiko; Esteghamat, Kian - In: Journal of banking & finance 30 (2006) 2, pp. 341-364
Persistent link: https://www.econbiz.de/10003291266
Cover Image
Intertemporal asset allocation : a comparison of methods
Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel - In: Journal of banking & finance 29 (2005) 11, pp. 2821-2848
Persistent link: https://www.econbiz.de/10003121055