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Eigenmittelunterlegung von Finanzinnovationen : eine Analyse der regulatorischen Standardmethoden und bankinterner Risikosteuerungsmodelle
Ganz, Dolores - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001609943
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Bank risk-taking and legal origin : what do we know about dual banking economies?
Mohsin Ali; Nafis Alam; Khattak, Mudeer Ahmed; Wajahat Azmi - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-3
This paper investigates the relationship between legal origin and banks' risk-taking behavior. We employ GMM to study a … as follows: (a) bank risk-taking and legal origin are negatively related in our sample countries, (b) Islamic banks are … encourage bank risk-taking. The results have several implications for shareholders, regulators, and other key stakeholders. …
Persistent link: https://www.econbiz.de/10013273489
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Skewness term structure tests
Lin, Yuehao; Lehnert, Thorsten - 2014
Persistent link: https://www.econbiz.de/10010502924
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Energy technological change and capacity under uncertainty in learning
Shittu, Ekundayo - In: IEEE transactions on engineering management : EM 61 (2014) 3, pp. 406-418
Persistent link: https://www.econbiz.de/10010401633
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Macroeconomic risk and treasury bill pricing : an application of the FACTOR-ARCH model
Sill, D. Keith - 1993
Persistent link: https://www.econbiz.de/10000880334
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Treasury bond volatility and uncertainty about monetary policy
Arnold, Ivo J. M.; Vrugt, Evert B. - In: The financial review : the official publication of the … 45 (2010) 3, pp. 707-728
Persistent link: https://www.econbiz.de/10009374244
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Autoregressive conditional tail behavior and results on government bond yield spreads
Wagner, Niklas F. - In: International review of financial analysis 14 (2005) 2, pp. 247-261
Persistent link: https://www.econbiz.de/10002738302
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Arbitrage risk and market efficiency : the case of treasury bill futures
Lin, James Wuh - In: Review of quantitative finance and accounting 7 (1996) 2, pp. 187-203
Persistent link: https://www.econbiz.de/10001467558
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A Simple Macro-Finance Measure of Risk Premia in Fed Funds Futures
Diercks, Anthony M. - 2020
Persistent link: https://www.econbiz.de/10012850374
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Debt-liquidity shock risk : intertemporal effects and probability measures
Maggi, Bernardo - In: Journal of risk 19 (2016/2017) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10011689711