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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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Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads
Badaoui, Saad; Cathcart, Lara; Jahel, Lina el - In: The European journal of finance 22 (2016) 10/12, pp. 825-853
Persistent link: https://www.econbiz.de/10011715207
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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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Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods
Sehgal, Sanjay; Gupta, Priyanshi; Deisting, Florent - In: The European journal of finance 23 (2017) 10/12, pp. 1025-1058
Persistent link: https://www.econbiz.de/10011741442
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On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe
Karanasos, Menelaos; Yfanti, S. - In: The European journal of finance 26 (2020) 12, pp. 1146-1183
Persistent link: https://www.econbiz.de/10012264953
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Restoring credit market stability conditions in Italy : evidences on loan and bad loan dynamics
Baldini, Andrea; Causi, Marco - In: The European journal of finance 26 (2020) 7/8, pp. 746-773
Persistent link: https://www.econbiz.de/10012207337
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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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Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang; Majer, Piotr - In: The European journal of finance 22 (2016) 10/12, pp. 1109-1129
Persistent link: https://www.econbiz.de/10011715314