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~isPartOf:"Journal of banking & finance"
~subject:"Markov chain"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Markov chain
Volatility
Zeitreihenanalyse
Markov-Kette
30
Theorie
15
Theory
15
Estimation
12
Schätzung
12
Credit risk
9
Kreditrisiko
9
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Kaeck, Andreas
2
Lando, David
2
AitSahlia, Farid
1
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1
Alizadeh-Masoodian, Amir H.
1
Anaswah, Nael al-
1
Angel, Gabriela F. del
1
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1
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1
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1
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1
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Journal of banking & finance
European journal of operational research : EJOR
206
Journal of econometrics
116
Operations research letters
85
Economic modelling
79
Mathematics of operations research
74
Mathematical methods of operations research
73
Discussion paper / Tinbergen Institute
72
Journal of economic dynamics & control
69
Economics letters
67
International journal of theoretical and applied finance
66
International journal of production research
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of production economics
50
Computers & operations research : and their applications to problems of world concern ; an international journal
46
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45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of economic theory
45
Journal of forecasting
42
Discussion paper / Centre for Economic Policy Research
41
International journal of forecasting
41
Applied economics letters
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Quantitative finance
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Risks : open access journal
36
Dynamic games and applications : DGA
35
Working paper / National Bureau of Economic Research, Inc.
35
Finance research letters
34
Journal of empirical finance
34
International review of financial analysis
33
Macroeconomic dynamics
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Finance and stochastics
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Working paper / Department of Econometrics and Business Statistics, Monash University
31
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ECONIS (ZBW)
30
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1
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
2
Early warning or too late? : a (pseudo-)real-time identification of leading indicators of financial stress
Duprey, Thibaut
;
Klaus, Benjamin
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013461945
Saved in:
3
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
4
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
Saved in:
5
Sector spillovers in credit markets
Collet, Jerome
;
Ielpo, Florian
- In:
Journal of banking & finance
94
(
2018
),
pp. 267-278
Persistent link: https://www.econbiz.de/10011966651
Saved in:
6
The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Journal of banking & finance
80
(
2017
),
pp. 176-202
Persistent link: https://www.econbiz.de/10011816268
Saved in:
7
Reading between the ratings : modeling residual credit risk and yield overlap
Chang, Charles
;
Fuh, Cheng-Der
;
Kao, Chu-Lan Michael
- In:
Journal of banking & finance
81
(
2017
),
pp. 114-135
Persistent link: https://www.econbiz.de/10011816428
Saved in:
8
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
9
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
10
Information stages in efficient markets
AitSahlia, Farid
;
Yoon, Joon-Hui
- In:
Journal of banking & finance
69
(
2016
),
pp. 84-94
Persistent link: https://www.econbiz.de/10011635045
Saved in:
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