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The state dependent impact of bank exposure on sovereign risk
Podstawski, Maximilian; Velinov, Anton - In: Journal of banking & finance 88 (2018), pp. 63-75
Persistent link: https://www.econbiz.de/10011962583
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Bailouts, sovereign risk and bank portfolio choices
Casiraghi, Marco - In: Journal of banking & finance 119 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012521226
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Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie; Lok, Yen H.; McNeil, Alexander J. - In: Journal of banking & finance 88 (2018), pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
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Systemic risk and asymmetric responses in the financial industry
López-Espinosa, Germán; Moreno, Antonio; Rubia, Antonio; … - In: Journal of banking & finance 58 (2015), pp. 471-485
Persistent link: https://www.econbiz.de/10011544046
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An evaluation of bank measures for market risk before, during and after the financial crisis
O'Brien, James M.; Szerszeń, Paweł J. - In: Journal of banking & finance 80 (2017), pp. 215-234
Persistent link: https://www.econbiz.de/10011816277
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Dynamic comovement among banks, systemic risk, and the macroeconomy
Kapinos, Pavel; Kishor, N. Kundan; Ma, Jun - In: Journal of banking & finance 138 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013461953
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Bank systemic risk exposure and office market interconnectedness
Füss, Roland; Ruf, Daniel - In: Journal of banking & finance 133 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013257387
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Bank solvency risk and funding cost interactions : evidence from Korea
Aldasoro, Iñaki; Cho, Chun Hee; Park, Kyounghoon - In: Journal of banking & finance 134 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013400148
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When banks become shareholder activists
Song, Keke; Wang, Jun - In: Journal of banking & finance 153 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014490300
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Do foreign banks take more risk? : evidence from emerging economies
Chen, Minghua; Wu, Ji; Jeon, Bang-nam; Wang, Rui - In: Journal of banking & finance 82 (2017), pp. 20-39
Persistent link: https://www.econbiz.de/10011816690