Narrow search
Showing 1 - 5 of 5
Cover Image
A Markov regime switching approach for hedging energy commodities
Alizadeh-Masoodian, Amir H.; Nomikos, Nikos K.; … - In: Journal of banking & finance 32 (2008) 9, pp. 1970-1983
Persistent link: https://www.econbiz.de/10003775048
Cover Image
Dynamics of credit spread moments of European corporate bond indexes
Alizadeh-Masoodian, Amir H.; Alexandros, Gabrielsen - In: Journal of banking & finance 37 (2013) 8, pp. 3125-3144
Persistent link: https://www.econbiz.de/10009777103
Cover Image
An evaluation of volatility forecasting techniques
Brailsford, Timothy J. - In: Journal of banking & finance 20 (1996) 3, pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
Cover Image
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?
Isshaq, Zangina; Faff, Robert W. - In: Journal of banking & finance 68 (2016), pp. 153-161
Persistent link: https://www.econbiz.de/10011634813
Cover Image
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi; Chan, Kam Fong; Faff, Robert W. - In: Journal of banking & finance 138 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013461866