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891
Coherent risk measures under filtered historical simulation
Giannopoulos, Kostas
;
Tunaru, Radu
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 979-996
Persistent link: https://www.econbiz.de/10002601087
Saved in:
892
The choice of the distribution of asset returns : how extreme value theory can help?
Longin, François M.
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 1017-1035
Persistent link: https://www.econbiz.de/10002601166
Saved in:
893
Deregulation, technological change, and the business-lending performance of large and small banks
Carter, David A.
;
McNulty, James E.
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1113-1130
Persistent link: https://www.econbiz.de/10002628470
Saved in:
894
Declining required reserves, funds rate volatility, and open market operations
Demiralp, Selva
;
Farley, Dennis
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1131-1152
Persistent link: https://www.econbiz.de/10002628484
Saved in:
895
Intraday price reversals in the US stock index futures market : A 15-year study
Grant, James L.
;
Wolf, Avner S.
;
Yu, Susana
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1311-1327
Persistent link: https://www.econbiz.de/10002629003
Saved in:
896
A new approach to modeling the dynamics of implied distributions : theory and evidence from the S&P 500 options
Panigirtzoglou, Nikolaos
;
Skiadopoulos, George
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1499-1520
Persistent link: https://www.econbiz.de/10002100451
Saved in:
897
The implied reserves of the Bank Insurance Fund
Episcopos, Athanasios
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1617-1635
Persistent link: https://www.econbiz.de/10002100505
Saved in:
898
Information transmission between the NASDAQ and Asian second board markets
Lee, Bong-soo
;
Rui, Oliver Meng
;
Wang, Steven Shuye
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1637-1670
Persistent link: https://www.econbiz.de/10002100513
Saved in:
899
Foreign exchange exposure of exporting and importing firms
Pritamani, Mahesh D.
;
Shome, Dilip K.
;
Singal, Vijay
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1697-1710
Persistent link: https://www.econbiz.de/10002100529
Saved in:
900
Idiosyncratic risk does not matter : a re-examination of the relationship between average returns and average volatilities
Wei, Steven X.
;
Zhang, Chu
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 603-621
Persistent link: https://www.econbiz.de/10002516939
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