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Monetary policy and stock prices : cross-country evidence from cointegrated VAR models
Belke, Ansgar; Beckmann, Joscha - In: Journal of banking & finance 54 (2015), pp. 254-265
Persistent link: https://www.econbiz.de/10011377829
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Does the choice of estimator matter when forecasting returns?
Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of banking & finance 36 (2012) 9, pp. 2632-2640
Persistent link: https://www.econbiz.de/10009657614
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Portfolio frontiers with restrictions to tracking error volatility and value at risk
Palomba, Giulio; Riccetti, Luca - In: Journal of banking & finance 36 (2012) 9, pp. 2604-2615
Persistent link: https://www.econbiz.de/10009657621
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High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie; McGill, James A. - In: Journal of banking & finance 36 (2012) 12, pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
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Level, slope, curvature of the sovereign yield curve, and fiscal behaviour
Afonso, António; Martins, Manuel Mota Freitas - In: Journal of banking & finance 36 (2012) 6, pp. 1789-1807
Persistent link: https://www.econbiz.de/10009616387
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Asset pricing with Second-Order Esscher Transforms
Monfort, Alain; Pegoraro, Fulvio - In: Journal of banking & finance 36 (2012) 6, pp. 1678-1687
Persistent link: https://www.econbiz.de/10009616440
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Productivity and efficiency at large and community banks in the US : a Bayesian true random effects stochastic distance frontier analysis
Feng, Guohua; Zhang, Xiaohui - In: Journal of banking & finance 36 (2012) 7, pp. 1883-1895
Persistent link: https://www.econbiz.de/10009629790
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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
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The structure and degree of dependence : a quantile regression approach
Baur, Dirk G. - In: Journal of banking & finance 37 (2013) 3, pp. 786-798
Persistent link: https://www.econbiz.de/10009708741
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Systemic risk contributions : a credit portfolio approach
Puzanova, Natalia; Düllmann, Klaus - In: Journal of banking & finance 37 (2013) 4, pp. 1243-1257
Persistent link: https://www.econbiz.de/10009719795