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Interest rates, banking spreads and credit supply : the real effects
Barrán Cabrera, Fernando - In: The European journal of finance 3 (1997) 2, pp. 107-136
Persistent link: https://www.econbiz.de/10001224329
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The Jarrow-Turnbull default risk model : evidence from the German market
Frühwirth, Manfred; Sögner, Leopold - In: The European journal of finance 12 (2006) 2, pp. 107-135
Persistent link: https://www.econbiz.de/10003305283
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Measuring financial asset return and volatility spillovers, with application to global equity markets
Diebold, Francis X.; Yılmaz, Kamil - In: The economic journal : the journal of the Royal … 119 (2009), pp. 158-171
Persistent link: https://www.econbiz.de/10003805251
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Does conservatism matter? : A time-series approach to central bank behaviour
Berger, Helge; Woitek, Ulrich - In: The economic journal : the journal of the Royal … 115 (2005) 505, pp. 745-766
Persistent link: https://www.econbiz.de/10003007794
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Volatility as an asset class : European evidence
Hafner, Reinhold; Wallmeier, Martin - In: The European journal of finance 13 (2007) 7/8, pp. 621-644
Persistent link: https://www.econbiz.de/10003609936
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The effects of quantitative easing on the integration of UK capital markets
Steeley, James M. - In: The European journal of finance 23 (2017) 10/12, pp. 999-1024
Persistent link: https://www.econbiz.de/10011740297
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Did expected returns fall? : evidence from UK size portfolios
Vivian, Andrew - In: The European journal of finance 18 (2012) 5/6, pp. 439-468
Persistent link: https://www.econbiz.de/10009615725
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Pricing of time-varying liquidity risk in Finnish stock market : new evidence
Ahmed, Sheraz; Hirvonen, Jani; Hussain, Syed Mujahid - In: The European journal of finance 25 (2019) 13, pp. 1147-1165
Persistent link: https://www.econbiz.de/10012207067
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The size premium as a lottery
McGee, Richard J.; Olmo, Jose - In: The European journal of finance 27 (2021) 1/2, pp. 158-177
Persistent link: https://www.econbiz.de/10012424933
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An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol; Chen, Ren-Raw; Roh, Tai-Yong; Panda, Durga - In: The European journal of finance 26 (2020) 16, pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643