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Stock extreme illiquidity and the cost of capital
Belkhir, Mohamed; Saad, Mohsen M.; Samet, Anis - In: Journal of banking & finance 112 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012225312
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Generalized runs tests to detect randomness in hedge funds returns
Hentati-Kaffel, Rania; De Peretti, Philippe - In: Journal of banking & finance 50 (2015), pp. 608-615
Persistent link: https://www.econbiz.de/10010510178
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Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin; Anderson, Heather M. - In: Journal of banking & finance 99 (2019), pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
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Decomposing and backtesting a flexible specification for CoVaR
Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, … - In: Journal of banking & finance 108 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012224757
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Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie; Lok, Yen H.; McNeil, Alexander J. - In: Journal of banking & finance 88 (2018), pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
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Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel; Ñíguez, Trino-Manuel - In: Journal of banking & finance 118 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
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Liquidity provision and stock return predictability
Hendershott, Terrence; Seasholes, Mark S. - In: Journal of banking & finance 45 (2014), pp. 140-151
Persistent link: https://www.econbiz.de/10010466615
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A new measure of financial constraints applicable to private and public firms
Schauer, Catharina; Elsas, Ralf; Breitkopf, Nikolas - In: Journal of banking & finance 101 (2019), pp. 270-295
Persistent link: https://www.econbiz.de/10012162705
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Bank solvency risk and funding cost interactions : evidence from Korea
Aldasoro, Iñaki; Cho, Chun Hee; Park, Kyounghoon - In: Journal of banking & finance 134 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013400148
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Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian; Chabot, Ben; Ghysels, Eric; Kurz, … - In: Journal of banking & finance 113 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012226121