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~isPartOf:"Journal of banking & finance"
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Search: subject_exact:"VAR model"
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1
How connected is the global sovereign credit risk network?
Bostanci, Gorkem
;
Yılmaz, Kamil
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012226141
Saved in:
2
Growth in the shadow of debt
Lim, Jamus Jerome
- In:
Journal of banking & finance
103
(
2019
),
pp. 98-112
Persistent link: https://www.econbiz.de/10012163776
Saved in:
3
Oil price dynamics, macro-finance interactions and the role of financial speculation
Morana, Claudio
- In:
Journal of banking & finance
37
(
2013
)
1
,
pp. 206-226
Persistent link: https://www.econbiz.de/10009675544
Saved in:
4
Short-term wholesale funding and systemic risk : a global CoVaR approach
López-Espinosa, Germán
;
Moreno, Antonio
;
Rubia, Antonio
; …
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3150-3162
Persistent link: https://www.econbiz.de/10009660517
Saved in:
5
Housing, consumption and monetary policy : how different are the US and the euro area?
Musso, Alberto
;
Neri, Stefano
;
Stracca, Livio
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 3019-3041
Persistent link: https://www.econbiz.de/10009374632
Saved in:
6
A closer look at financial development and income distribution
Gimet, Céline
;
Lagoarde-Segot, Thomas
- In:
Journal of banking & finance
35
(
2011
)
7
,
pp. 1698-1713
Persistent link: https://www.econbiz.de/10009247617
Saved in:
7
Stock returns and inflation revisited : an evaluation of the inflation illusion hypothesis
Lee, Bong-soo
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1257-1273
Persistent link: https://www.econbiz.de/10003978376
Saved in:
8
Economic linkages across commodity futures : hedging and trading implications
Chng, Michael T.
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 958-970
Persistent link: https://www.econbiz.de/10003836460
Saved in:
9
The dynamics of short-term mutual fund flows and returns : a time-series and cross-sectional investigation
Rakowski, David
;
Wang, Xiaoxin
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 2102-2109
Persistent link: https://www.econbiz.de/10003892244
Saved in:
10
Volume and skewness in international equity markets
Hutson, Elaine
;
Kearney, Colm
;
Lynch, Margaret
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1255-1268
Persistent link: https://www.econbiz.de/10003749193
Saved in:
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