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Opening the black box : quantile neural networks for loss given default prediction
Kellner, Ralf; Nagl, Maximilian; Rösch, Daniel - In: Journal of banking & finance 134 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013400086
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Unobservable systematic risk, economic activity and stock market
De Santis, Roberto A. - In: Journal of banking & finance 97 (2018), pp. 51-69
Persistent link: https://www.econbiz.de/10011967305
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Forecasting government bond yields with large Bayesian vector autoregressions
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of banking & finance 36 (2012) 7, pp. 2026-2047
Persistent link: https://www.econbiz.de/10009629698
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Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin; Kang, Kyu Ho - In: Journal of banking & finance 153 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
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The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper; Kjær, Mads Markvart; … - In: Journal of banking & finance 155 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
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Interest rate forecasts, state price densities and risk premium from Euribor options
Ivanova, Vesela; Puigvert Gutiérrez, Josep Maria - In: Journal of banking & finance 48 (2014), pp. 210-223
Persistent link: https://www.econbiz.de/10010508142
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Limits to arbitrage and the term structure of bond illiquidity premiums
Schuster, Philipp; Uhrig-Homburg, Marliese - In: Journal of banking & finance 57 (2015), pp. 143-159
Persistent link: https://www.econbiz.de/10011543830
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The composition of CMBS risk
Christopoulos, Andreas D. - In: Journal of banking & finance 76 (2017), pp. 215-239
Persistent link: https://www.econbiz.de/10011814330
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Interbank interest rates : funding liquidity risk and XIBOR basis spreads
Gallitschke, Janek; Seifried, Stefanie; Seifried, Frank … - In: Journal of banking & finance 78 (2017), pp. 142-152
Persistent link: https://www.econbiz.de/10011815126
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The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi; Horny, Guillaume; Sevestre, Patrick - In: Journal of banking & finance 79 (2017), pp. 74-94
Persistent link: https://www.econbiz.de/10011815138