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Net economic gain from diversification in the commercial banking industry
Obaidan, Abdullah M. al - In: Applied financial economics 9 (1999) 4, pp. 343-354
Persistent link: https://www.econbiz.de/10001454656
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Using the artificial neural network to assess bank credit risk : a case study of Indonesia
Hall, Maximilian; Muljawan, Dadang; Moorena, Suprayogi; … - In: Applied financial economics 19 (2009) 22/24, pp. 1825-1846
Persistent link: https://www.econbiz.de/10003921083
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Measuring bank profit efficiency
Fitzpatrick, Trevor; McQuinn, Kieran - In: Applied financial economics 18 (2008) 1/3, pp. 1-8
Persistent link: https://www.econbiz.de/10003738917
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Convenience yield, mean reverting prices, and long memory in the petroleum market
Mazaheri, A. - In: Applied financial economics 9 (1999) 1, pp. 31-50
Persistent link: https://www.econbiz.de/10001363837
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Pricing and quality option in Japanese government bond futures
Lin, Bing-Huei; Chen, Ren-Raw; Chou, Jian-Hsin - In: Applied financial economics 9 (1999) 1, pp. 51-65
Persistent link: https://www.econbiz.de/10001363838
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Non-linear dependence? : A look at the Treasury Bill futures market
Praschnik, Jack - In: Applied financial economics 1 (1991) 3, pp. 165-173
Persistent link: https://www.econbiz.de/10001136600
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Traded options, capital gains and the term structure of implied volatilities
Brookfield, David - In: Applied financial economics 3 (1993) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10001145273
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Generalized method of moments tests of the Black and Scholes model
Miller, David - In: Applied financial economics 4 (1994) 3, pp. 225-231
Persistent link: https://www.econbiz.de/10001164932
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The stability of ARCH models across Australian financial futures markets
Brooks, Robert - In: Applied financial economics 7 (1997) 4, pp. 347-359
Persistent link: https://www.econbiz.de/10001226983
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Spreads, information flows and transparency across trading systems
Kofman, Paul - In: Applied financial economics 7 (1997) 3, pp. 281-294
Persistent link: https://www.econbiz.de/10001227553