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The disciplinary effect of subordinated debt on bank risk taking
Nguyen, Tu - In: Journal of empirical finance 23 (2013), pp. 117-141
Persistent link: https://www.econbiz.de/10010221768
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Systemic risk with endogenous loss given default
IJtsma, Pieter; Spierdijk, Laura - In: Journal of empirical finance 44 (2017), pp. 145-157
Persistent link: https://www.econbiz.de/10011818007
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Measuring and testing for the systemically important financial institutions
Castro, Carlos; Ferrari, Stijn - In: Journal of empirical finance 25 (2014), pp. 1-14
Persistent link: https://www.econbiz.de/10010462114
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Stressing correlations and volatilities : a consistent modeling approach
Becker, Christoph; Schmidt, Wolfgang M. - In: Journal of empirical finance 21 (2013), pp. 174-194
Persistent link: https://www.econbiz.de/10009745264
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Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin; King, Maxwell L. - In: Journal of empirical finance 15 (2008) 3, pp. 549-566
Persistent link: https://www.econbiz.de/10003759632
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Specification and estimation of discrete time quadratic stochastic volatility models
Kawakatsu, Hiroyuki - In: Journal of empirical finance 14 (2007) 3, pp. 424-442
Persistent link: https://www.econbiz.de/10003609856
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Autoregressive stochastic volatility models with heavy-tailed distributions : a comparison with multifactor volatility models
Asai, Manabu - In: Journal of empirical finance 15 (2008) 2, pp. 332-341
Persistent link: https://www.econbiz.de/10003699171
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The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
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The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng; Tang, Ke - In: Journal of empirical finance 18 (2011) 2, pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
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American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars - In: Journal of empirical finance 18 (2011) 5, pp. 880-902
Persistent link: https://www.econbiz.de/10009492526