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Forecasting US recessions : the role of sentiment
Christiansen, Charlotte; Eriksen, Jonas Nygaard; … - In: Journal of banking & finance 49 (2014), pp. 459-468
Persistent link: https://www.econbiz.de/10010509261
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Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium
Park, Sunjin - In: Journal of banking & finance 136 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013448752
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The role of no-arbitrage on forecasting : lessons from a parametric term structure model
Almeida, Caio; Vicente, José - In: Journal of banking & finance 32 (2008) 12, pp. 2695-2705
Persistent link: https://www.econbiz.de/10003796156
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Unobserved systematic risk factor and default prediction
Qi, Min; Zhang, Xiaofei; Zhao, Xinlei - In: Journal of banking & finance 49 (2014), pp. 216-227
Persistent link: https://www.econbiz.de/10010508040
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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
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A factor analysis approach to measuring European loan and bond market integration
Wagenvoort, Rien; Ebner, André; Borys, Magdalena Morgese - In: Journal of banking & finance 35 (2011) 4, pp. 1011-1025
Persistent link: https://www.econbiz.de/10009244195
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Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian; Jasiak, Joann - In: Journal of banking & finance 36 (2012) 5, pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
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Decomposing global yield curve co-movement
Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - In: Journal of banking & finance 106 (2019), pp. 500-513
Persistent link: https://www.econbiz.de/10012224340
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Factor models for binary financial data
Perez, M. Fabricio; Shkilko, Andriy; Sokolov, Konstantin - In: Journal of banking & finance 61 (2015) 2, pp. 177-188
Persistent link: https://www.econbiz.de/10011585551
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Testing factor models in the cross-section
Hollstein, Fabian; Prokopczuk, Marcel - In: Journal of banking & finance 145 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013538943