Narrow search
Showing 1 - 10 of 511
Cover Image
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
Cover Image
What do financial intermediaries do?
Allen, Franklin; Santomero, Anthony M. - In: Journal of banking & finance 25 (2001) 2, pp. 271-294
Persistent link: https://www.econbiz.de/10001545294
Cover Image
A critique on the theory of financial intermediation
Scholtens, Bert; Wensveen, Dick van - In: Journal of banking & finance 24 (2000) 8, pp. 1243-1251
Persistent link: https://www.econbiz.de/10001491412
Cover Image
Banks as delegated risk managers
Hakenes, Hendrik - In: Journal of banking & finance 28 (2004) 10, pp. 2399-2426
Persistent link: https://www.econbiz.de/10002232736
Cover Image
Special issue: Financial intermediation, competition and risk
Fethı, Meryem Duygun; Fiordelisi, Franco; Monferrà, … - In: Journal of banking & finance 37 (2013) 5, pp. 1307-1559
Persistent link: https://www.econbiz.de/10009729438
Cover Image
Risk Bearing, Implicit Financial Services and Specialization in the Financial Industry
Wang, J. Christina - 2009
This paper makes three points regarding the proper measurement of the output of financial intermediaries. Two of them concern the measurement of nominal financial output, especially banking output. First, we show that, to impute the nominal value of implicitly priced financial output, it is...
Persistent link: https://www.econbiz.de/10012764900
Cover Image
Moment risk premia and the cross-section of stock returns in the European stock market
Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Journal of banking & finance 111 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012221095
Cover Image
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Kaminska, Iryna; Liu, Zhuoshi; Relleen, Jon; … - In: Journal of banking & finance 88 (2018), pp. 76-96
Persistent link: https://www.econbiz.de/10011962585
Cover Image
Risk factors and their associated risk premia : an empirical analysis of the crude oil market
Hain, Martin; Uhrig-Homburg, Marliese; Unger, Nils - In: Journal of banking & finance 95 (2018), pp. 44-63
Persistent link: https://www.econbiz.de/10011966706
Cover Image
A space-time random field model for electricity forward prices
Benth, Fred Espen; Paraschiv, Florentina - In: Journal of banking & finance 95 (2018), pp. 203-216
Persistent link: https://www.econbiz.de/10011966749