Narrow search
Showing 1 - 10 of 183
Cover Image
In search of robust methods for dynamic panel data models in empirical corporate finance
Dang, Viet Anh; Kim, Minjoo; Shin, Yongcheol - In: Journal of banking & finance 53 (2015), pp. 84-98
Persistent link: https://www.econbiz.de/10011377703
Cover Image
Linear programming-based estimators in nonnegative autoregression
Preve, Daniel - In: Journal of banking & finance 61 (2015) 2, pp. 225-234
Persistent link: https://www.econbiz.de/10011586892
Cover Image
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte - In: Journal of banking & finance 29 (2005) 5, pp. 1037-1057
Persistent link: https://www.econbiz.de/10002628401
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
Cover Image
Dynamic factor Value-at-Risk for large heteroskedastic portfolios
Aramonte, Sirio; Giudice Rodriguez, Marius del; Wu, Jason - In: Journal of banking & finance 37 (2013) 11, pp. 4299-4309
Persistent link: https://www.econbiz.de/10010247041
Cover Image
Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds
Racicot, François-Éric; Théoret, Raymond - In: Journal of banking & finance 62 (2016), pp. 41-61
Persistent link: https://www.econbiz.de/10011634052
Cover Image
The state dependent impact of bank exposure on sovereign risk
Podstawski, Maximilian; Velinov, Anton - In: Journal of banking & finance 88 (2018), pp. 63-75
Persistent link: https://www.econbiz.de/10011962583
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
Time-series momentum in nearly 100 years of stock returns
Lim, Bryan Y.; Wang, Jiaguo; Yao, Yaqiong - In: Journal of banking & finance 97 (2018), pp. 283-296
Persistent link: https://www.econbiz.de/10011968748
Cover Image
Trading volume and autocorrelation : empirical evidence from the Stockholm Stock Exchange
Säfvenblad, Patrik - In: Journal of banking & finance 24 (2000) 8, pp. 1275-1287
Persistent link: https://www.econbiz.de/10001491420