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Default risk and equity prices in the US banking sector : regime switching effects of regulatory changes

Kanas, Angelos - In: Journal of international financial markets, … 33 (2014), pp. 244-258

Persistent link: https://www.econbiz.de/10011299832

Financial development and economic growth in Ghana : does the measure offinancial development matter?

Adu, George; Marbuah, George; Mensah, Justice Tei - In: Review of development finance 3 (2013) 4, pp. 192-203

Persistent link: https://www.econbiz.de/10010230718

Bank dividends, real GDP growth and default risk

Kanas, Angelos - In: International journal of finance & economics : IJFE 19 (2014) 3, pp. 212-224

Persistent link: https://www.econbiz.de/10010471951

Banking sector development and economic growth in ARF countries : the role of stock markets

Pradhan, Rudra Prakash; Tripathy, Sasikanta; Pandey, … - In: Macroeconomics and finance in emerging market economies 7 (2014) 2, pp. 208-229

Persistent link: https://www.econbiz.de/10010436289

Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation

Ni, Xuanming; Qian, Long; Zhao, Huimin; Liu, Jia - In: International review of financial analysis 76 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012805046

Estimating latent asset-pricing factors

Lettau, Martin; Pelger, Markus - In: Journal of econometrics 218 (2020) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10012482858

Forecasting inflation in Tunisia during instability using dynamic factors model : a two-step based procedure based on Kalman filter

Ammouri, Bilel; Toumi, Hassen; Issaoui, Fakhri; … - In: International journal of computational economics and … 9 (2019) 1/2, pp. 49-83

Persistent link: https://www.econbiz.de/10012021571

On the nexus of financial development, economic growth, and energy consumption in China : new perspective from a GMM panel VAR approach

Ouyang, Yaofu; Li, Peng - In: Energy economics 71 (2018), pp. 238-252

Persistent link: https://www.econbiz.de/10011943016

The impact of sovereign yield curve differentials on value-at-risk forecasts for foreign exchange rates

Fink, Holger Maria; Fuest, Andreas; Port, Henry - In: Risks : open access journal 6 (2018) 3, pp. 1-19

A functional ARMA-GARCH model for predicting the value-at-risk of the EURUSD exchange rate is introduced. The model implements the yield curve differentials between EUR and the US as exogenous factors. Functional principal component analysis allows us to use the information of basically the...

Persistent link: https://www.econbiz.de/10011890808

Large-dimensional factor modeling based on high-frequency observations

Pelger, Markus - In: Journal of econometrics 208 (2019) 1, pp. 23-42

Persistent link: https://www.econbiz.de/10012139775

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