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Journal of banking & finance
The journal of futures markets
140
International journal of theoretical and applied finance
69
Energy economics
43
Journal of financial and quantitative analysis : JFQA
36
The journal of finance : the journal of the American Finance Association
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Advances in futures and options research : a research annual
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ECONIS (ZBW)
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1
Bank loan renegotiation and credit default swaps
Clark, Brian
;
Donato, James
;
Francis, Bill B.
;
Shohfi, …
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463074
Saved in:
2
Fair-washing in the market for structured retail products? : voluntary self-regulation versus government regulation
Baule, Rainer
;
Münchhalfen, Patrick
;
Shkel, David Sebastian
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248285
Saved in:
3
Structural estimation of counterparty credit risk under recovery risk
Castellano, Rosella
;
Corallo, Vincenzo
;
Morelli, Giacomo
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463128
Saved in:
4
Derivative cash flows and corporate investment
Jankensgård, Håkan
;
Moursli, Reda M.
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012521225
Saved in:
5
Striking up with the in crowd : when option markets and insiders agree
Gilstrap, Collin
;
Petkevich, Alex
;
Teterin, Pavel
- In:
Journal of banking & finance
120
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012521489
Saved in:
6
The informativeness of derivatives use : evidence from corporate disclosure through public announcements
Fernando, Chitru S.
;
Hoelscher, Seth A.
;
Raman, Vikas
- In:
Journal of banking & finance
114
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012489013
Saved in:
7
The counterparty risk exposure of ETF investors
Hurlin, Christophe
;
Iseli, Grégoire
;
Pérignon, Christophe
- In:
Journal of banking & finance
102
(
2019
),
pp. 215-230
Persistent link: https://www.econbiz.de/10012162775
Saved in:
8
Interest rate derivatives use in banking: Market pricing implications of cash flow hedges
Akhigbe, Aigbe O.
;
Makar, Stephen D.
;
Wang, Li
;
Whyte, …
- In:
Journal of banking & finance
86
(
2018
),
pp. 113-126
Persistent link: https://www.econbiz.de/10011962425
Saved in:
9
Detecting abnormal changes in credit default swap spreads using matching-portfolio models
Bertoni, Fabio
;
Lugo, Stefano
- In:
Journal of banking & finance
90
(
2018
),
pp. 146-158
Persistent link: https://www.econbiz.de/10011963459
Saved in:
10
Introduction: special issue on commodity and energy markets in the Journal of Banking and Finance
Roncoroni, Andrea
;
Prokopczuk, Marcel
;
Ronn, Ehud I.
- In:
Journal of banking & finance
95
(
2018
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011966673
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11
Speculation, risk aversion, and risk premiums in the crude oil market
Li, Bingxin
- In:
Journal of banking & finance
95
(
2018
),
pp. 64-81
Persistent link: https://www.econbiz.de/10011966710
Saved in:
12
Information in CDS spreads
Norden, Lars
- In:
Journal of banking & finance
75
(
2017
),
pp. 118-135
Persistent link: https://www.econbiz.de/10011742156
Saved in:
13
An analysis of simultaneous company defaults using a shot noise process
Egami, M.
;
Kevkhishvili, R.
- In:
Journal of banking & finance
80
(
2017
),
pp. 135-161
Persistent link: https://www.econbiz.de/10011816249
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14
Active risk management and banking stability
Buston, Consuelo Silva
- In:
Journal of banking & finance
72
(
2016
),
pp. 203-215
Persistent link: https://www.econbiz.de/10011637132
Saved in:
15
Do hedge funds dynamically manage systematic risk?
Namvar, Ethan
;
Phillips, Blake
;
Pukthuanthong, Kuntara
; …
- In:
Journal of banking & finance
64
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011634227
Saved in:
16
Derivatives usage, securitization, and the crash sensitivity of bank stocks
Trapp, Rouven
;
Weiß, Gregor
- In:
Journal of banking & finance
71
(
2016
),
pp. 183-205
Persistent link: https://www.econbiz.de/10011635414
Saved in:
17
Trading strategies with implied forward credit default swap spreads
Leccadito, Arturo
;
Tunaru, Radu
;
Urga, Giovanni
- In:
Journal of banking & finance
58
(
2015
),
pp. 361-375
Persistent link: https://www.econbiz.de/10011544021
Saved in:
18
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
19
Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
Dark, Jonathan
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011586925
Saved in:
20
Derivatives holdings and systemic risk in the US banking sector
Mayordomo, Sergio
;
Rodriguez-Moreno, Maria
;
Peña …
- In:
Journal of banking & finance
45
(
2014
),
pp. 84-104
Persistent link: https://www.econbiz.de/10010466632
Saved in:
21
The impact of derivatives hedging on the stock market : evidence from Taiwan's covered warrants market
Chung, San-lin
;
Liu, Wen-rang
;
Tsai, Wei-che
- In:
Journal of banking & finance
42
(
2014
),
pp. 123-133
Persistent link: https://www.econbiz.de/10010408417
Saved in:
22
Rehypothecation dilemma : impact of collateral rehypothecation on derivative prices under bilateral counterparty credit risk
Sakurai, Yuji
;
Uchida, Yoshihiko
- In:
Journal of banking & finance
48
(
2014
),
pp. 361-373
Persistent link: https://www.econbiz.de/10010508116
Saved in:
23
Margining in derivatives markets and the stability of the banking sector
Gibson, Rajna
;
Murawski, Carsten
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1119-1132
Persistent link: https://www.econbiz.de/10009716242
Saved in:
24
Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
Kellner, Ralf
;
Gatzert, Nadine
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4353-4367
Persistent link: https://www.econbiz.de/10010247034
Saved in:
25
Derivatives traders' reaction to mispricing in the underlying equity
Hayunga, Darren K.
;
Holowczak, Richard D.
;
Lung, Peter P.
; …
- In:
Journal of banking & finance
36
(
2012
)
9
,
pp. 2438-2454
Persistent link: https://www.econbiz.de/10009656184
Saved in:
26
Will tighter futures price limits decrease hedge effectiveness?
Dark, Jonathan
- In:
Journal of banking & finance
36
(
2012
)
10
,
pp. 2717-2728
Persistent link: https://www.econbiz.de/10009673263
Saved in:
27
Cross hedging under multiplicative basis risk
Adam-Müller, Axel F. A.
;
Nolte, Ingmar
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2956-2964
Persistent link: https://www.econbiz.de/10009374691
Saved in:
28
Managerial responses to incentives : control of firm risk, derivative pricing implications, and outside wealth management
Hodder, James E.
;
Jackwerth, Jens Carsten
- In:
Journal of banking & finance
35
(
2011
)
6
,
pp. 1507-1518
Persistent link: https://www.econbiz.de/10009244959
Saved in:
29
Corporate derivatives use and the cost of equity
Gay, Gerald D.
;
Lin, Chen-miao
;
Smith, Stephen Drew
- In:
Journal of banking & finance
35
(
2011
)
6
,
pp. 1491-1506
Persistent link: https://www.econbiz.de/10009244962
Saved in:
30
Trading strategies with partial access to the derivatives market
Muck, Matthias
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1288-1298
Persistent link: https://www.econbiz.de/10003978387
Saved in:
31
Modeling of CPDOs : identifying optimal and implied leverage
Dorn, Jochen
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1371-1382
Persistent link: https://www.econbiz.de/10003978413
Saved in:
32
Do artificial income smoothing and real income smoothing contribute to firm value equivalently?
Huang, Pinghsun
;
Zhang, Yan
;
Deis, Donald R.
;
Moffitt, …
- In:
Journal of banking & finance
33
(
2009
)
2
,
pp. 224-233
Persistent link: https://www.econbiz.de/10003803047
Saved in:
33
The price of power : the valuation of power and weather derivatives
Pirrong, Craig
;
Jermakyan, Martin
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2520-2529
Persistent link: https://www.econbiz.de/10003795768
Saved in:
34
What lies beneath : foreign exchange rate exposure, hedging and cash flows
Bartram, Söhnke M.
- In:
Journal of banking & finance
32
(
2008
)
8
,
pp. 1508-1521
Persistent link: https://www.econbiz.de/10003749338
Saved in:
35
Analytical pricing of discretely monitored Asian-style options : theory and application to commodity markets
Fusai, Gianluca
;
Marena, Marina
;
Roncoroni, Andrea
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2033-2045
Persistent link: https://www.econbiz.de/10003778579
Saved in:
36
Pricing nondiversifiable credit risk in the corporate Eurobond market
Abaffy, J.
;
Bertocchi, Marida
;
Dupačová, Jitka
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2233-2263
Persistent link: https://www.econbiz.de/10003522905
Saved in:
37
The liquidity of bank assets and banking stability
Wagner, Wolf
- In:
Journal of banking & finance
31
(
2007
)
1
,
pp. 121-139
Persistent link: https://www.econbiz.de/10003403185
Saved in:
38
An approximation method for analysis and valuation of credit correlation derivatives
Egami, Masahiko
;
Esteghamat, Kian
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 341-364
Persistent link: https://www.econbiz.de/10003291266
Saved in:
39
Pricing methods and hedging strategies for volatility derivatives
Windcliff, H.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 409-431
Persistent link: https://www.econbiz.de/10003291280
Saved in:
40
Minimizing CVaR and VaR for a portfolio of derivatives
Alexander, S.
;
Coleman, T. F.
;
Li, Yuying
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 583-605
Persistent link: https://www.econbiz.de/10003291325
Saved in:
41
General equilibrium pricing of CPI derivatives
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10002628958
Saved in:
42
Risk and hedging : do credit derivatives increase bank risk?
Instefjord, Norvald
- In:
Journal of banking & finance
29
(
2005
)
2
,
pp. 333-345
Persistent link: https://www.econbiz.de/10002485299
Saved in:
43
Hedging with forwards and puts in complete and incomplete markets
Benninga, Simon
;
Oosterhof, Casper M.
- In:
Journal of banking & finance
28
(
2004
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001856899
Saved in:
44
The propensity for local traders in futures markets to ride losses : evidence of irrational or rational behavior?
Frino, Alex
;
Johnstone, David
;
Zheng, Hui
- In:
Journal of banking & finance
28
(
2004
)
2
,
pp. 353-372
Persistent link: https://www.econbiz.de/10001863273
Saved in:
45
Measurement, estimation and comparison of credit migration matrices
Jafry, Yusuf
;
Schuermann, Til
- In:
Journal of banking & finance
28
(
2004
)
11
,
pp. 2603-2639
Persistent link: https://www.econbiz.de/10002361880
Saved in:
46
Common asset pricing factors in volatilities and returns in futures markets
Siddique, Akhtar R.
- In:
Journal of banking & finance
27
(
2003
)
12
,
pp. 2347-2368
Persistent link: https://www.econbiz.de/10001824109
Saved in:
47
Measuring off-balance-sheet leverage
Breuer, Peter
- In:
Journal of banking & finance
26
(
2002
)
2/3
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001654299
Saved in:
48
Price and volume effects associated with derivative warrant issuance on the stock exchange of Hong Kong
Chan, Yue-cheong
;
Wei, K. C. John
- In:
Journal of banking & finance
25
(
2001
)
8
,
pp. 1401-1426
Persistent link: https://www.econbiz.de/10001593997
Saved in:
49
Pricing vulnerable European options when the option's payoff can increase the risk of financial distress
Klein, Peter
;
Inglis, Michael
- In:
Journal of banking & finance
25
(
2001
)
5
,
pp. 993-1012
Persistent link: https://www.econbiz.de/10001570916
Saved in:
50
Determination of the adequate capital for default protection under the one-factor Gaussian term structure model
Nakazato, Daisuke
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 329-352
Persistent link: https://www.econbiz.de/10001432997
Saved in:
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