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~isPartOf:"Journal of banking & finance"
~subject:"Share price"
~subject:"Yield curve"
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Search: subject_exact:"Markovscher Prozeß"
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Share price
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Markov chain
30
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12
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12
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9
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Journal of banking & finance
Economic modelling
17
International journal of theoretical and applied finance
16
Finance research letters
15
Journal of empirical finance
12
International review of financial analysis
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Energy economics
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Journal of econometrics
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Review of quantitative finance and accounting
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Applied economics letters
5
International journal of forecasting
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International review of economics & finance : IREF
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Discussion paper / Tinbergen Institute
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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CBN journal of applied statistics
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ECONIS (ZBW)
11
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10
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11
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Time-varying expected momentum profits
Kim, Dongcheol
;
Roh, Tai-Yong
;
Min, Byoung-Kyu
;
Byun, …
- In:
Journal of banking & finance
49
(
2014
),
pp. 191-215
Persistent link: https://www.econbiz.de/10010508045
Saved in:
8
Credit spread changes within switching regimes
Chun, Olfa Maalaoui
;
Dionne, Georges
;
François, Pascal
- In:
Journal of banking & finance
49
(
2014
),
pp. 41-55
Persistent link: https://www.econbiz.de/10010508076
Saved in:
9
Predicting stock returns : a regime-switching combination approach and economic links
Zhu, Xiaoneng
;
Zhu, Jie
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4120-4133
Persistent link: https://www.econbiz.de/10010245613
Saved in:
10
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
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