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A linear model for tracking error minimization
Rudolf, Markus
- In:
Journal of banking & finance
23
(
1999
)
1
,
pp. 85-103
Persistent link: https://www.econbiz.de/10001253534
Saved in:
2
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
3
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
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4
The informational value of insurance purchases : evidence from the property-liability insurance market
Ligon, James Allen
- In:
Journal of banking & finance
21
(
1997
)
7
,
pp. 989-1016
Persistent link: https://www.econbiz.de/10001226787
Saved in:
5
Capital and risk in property-liability insurance markets
Cummins, John David
- In:
Journal of banking & finance
20
(
1996
)
6
,
pp. 1069-1092
Persistent link: https://www.econbiz.de/10001203099
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6
Scale and scope economies at large banks : including off-balance sheet products and regulatory effects (1984 - 1991)
Jagtiani, Julapa
- In:
Journal of banking & finance
20
(
1996
)
7
,
pp. 1271-1287
Persistent link: https://www.econbiz.de/10001204893
Saved in:
7
Return generating process and the determinants of term premiums
Elton, Edwin J.
- In:
Journal of banking & finance
20
(
1996
)
7
,
pp. 1251-1269
Persistent link: https://www.econbiz.de/10001204894
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8
Stochastic volatility, movements in short term interest rates, and bond option values
Vetzal, Kenneth R.
- In:
Journal of banking & finance
21
(
1997
)
2
,
pp. 169-196
Persistent link: https://www.econbiz.de/10001213042
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9
Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking
Angbazo, Lazarus A.
- In:
Journal of banking & finance
21
(
1997
)
1
,
pp. 55-87
Persistent link: https://www.econbiz.de/10001213055
Saved in:
10
Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices
Chiang, Raymond
- In:
Journal of banking & finance
21
(
1997
)
1
,
pp. 17-35
Persistent link: https://www.econbiz.de/10001213058
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