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Productivity changes in pre-crisis Western European banks : does scale effect really matter?
Lee, Chi-Chuan; Huang, Tai-hsin - In: The North American journal of economics and finance : a … 36 (2016), pp. 29-48
Persistent link: https://www.econbiz.de/10011672582
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Jump Interdependencies : stochastic linkages among international stock markets
Kshatriya, Saranya; Prasanna, Krishna - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012822184
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Impact of volatility jumps in a mean-reverting model : derivative pricing and empirical evidence
Chiu, Hsin-Yu; Chen, Ting-Fu - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012656907
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Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon - In: The North American journal of economics and finance : a … 40 (2017), pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
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Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift
Li, Shaoyu; Zheng, Tingguo - In: The North American journal of economics and finance : a … 40 (2017), pp. 200-221
Persistent link: https://www.econbiz.de/10011878816
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Can Gaussian factor models of commodity prices capture the financialization phenomenon?
Aiube, Fernando Antônio Lucena; Faquieri, Winicius Botelho - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-10
Persistent link: https://www.econbiz.de/10012203674
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Decomposing US Stock Market Comovement into spillovers and common factors
Weber, Enzo - In: The North American journal of economics and finance : a … 26 (2013), pp. 106-118
Persistent link: https://www.econbiz.de/10010364818
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The impact of corporate governance on state-owned and non-state-owned firms efficiency in China
He, Yan; Chiu, Yung-ho; Zhang, Bin - In: The North American journal of economics and finance : a … 33 (2015), pp. 252-277
Persistent link: https://www.econbiz.de/10011535223
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The impact of financial technology on China’s banking industry : an application of the metafrontier cost Malmquist productivity index
Cho, Tsui-Yueh; Chen, Yi-Shuan - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012822206
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The impact of the macroeconomic factors in the bank efficiency : evidence from the Chinese city banks
Chen, Xiang; Lu, Ching-Cheng - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012667378