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Carry
Koijen, Ralph S. J.; Moskowitz, Tobias J.; Pedersen, … - In: Journal of financial economics 127 (2018) 2, pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
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Cross-asset signals and time series momentum
Pitkäjärvi, Aleksi; Suominen, Matti; Vaittinen, Lauri - In: Journal of financial economics 136 (2020) 1, pp. 63-85
Persistent link: https://www.econbiz.de/10012545360
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Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine; Cacho-Diaz, Julio; Laeven, Roger J. A. - In: Journal of financial economics 117 (2015) 3, pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
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The impact of Treasury supply on financial sector lending and stability
Krishnamurthy, Arvind; Vissing-Jørgensen, Annette - In: Journal of financial economics 118 (2015) 3, pp. 571-600
Persistent link: https://www.econbiz.de/10011480539
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Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns
Jang, Jeewon; Kang, Jangkoo - In: Journal of financial economics 132 (2019) 1, pp. 222-247
Persistent link: https://www.econbiz.de/10012136879
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Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions
Gofman, Michael - In: Journal of financial economics 124 (2017) 1, pp. 113-146
Persistent link: https://www.econbiz.de/10011751412
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Market run-ups, market freezes, inventories, and leverage
Bond, Philip; Leitner, Yaron - In: Journal of financial economics 115 (2015) 1, pp. 155-167
Persistent link: https://www.econbiz.de/10011327246
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The seeds of a crisis : a theory of bank liquidity and risk taking over the business cycle
Acharya, Viral V.; Naqvi, Hassan - In: Journal of financial economics 106 (2012) 2, pp. 349-366
Persistent link: https://www.econbiz.de/10009666634
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Securitization without adverse selection : the case of CLOs
Benmelech, Efraim; Dlugosz, Jennifer; Ivashina, Victoria - In: Journal of financial economics 106 (2012) 1, pp. 91-113
Persistent link: https://www.econbiz.de/10009666670
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Market institutions, financial market risks, and the financial crisis: Introduction
Carey, Mark S.; Kashyap, Anil K.; Rajan, Raghuram Govind; … - In: Journal of financial economics 104 (2012) 3, pp. 421-424
Persistent link: https://www.econbiz.de/10009622480