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Portfolio selection and skewness : evidence from international stock markets
Chunhachinda, Pornchai (contributor) - In: Journal of banking & finance 21 (1997) 2, pp. 143-167
Persistent link: https://www.econbiz.de/10001213043
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Sources of risk and expected returns in global equity markets
Ferson, Wayne E. - In: Journal of banking & finance 18 (1994) 4, pp. 775-803
Persistent link: https://www.econbiz.de/10001170155
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ARCH effects and cointegration : is the foreign exchange market efficient?
Alexakis, Panayotis - In: Journal of banking & finance 20 (1996) 4, pp. 687-697
Persistent link: https://www.econbiz.de/10001197705
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Variance risk in commodity markets
Prokopczuk, Marcel; Symeonidis, Lazaros; Wese Simen, Chardin - In: Journal of banking & finance 81 (2017), pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
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Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial mar...
Hwang, Soosung; Satchell, Stephen - In: Journal of banking & finance 24 (2000) 5, pp. 759-785
Persistent link: https://www.econbiz.de/10001467848
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Are price limits really bad for equity markets?
Deb, Saikat Sovan; Kalev, Petko S.; Marisetty, Vijaya B. - In: Journal of banking & finance 34 (2010) 10, pp. 2462-2471
Persistent link: https://www.econbiz.de/10008858317
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Systemic risk contributions : a credit portfolio approach
Puzanova, Natalia; Düllmann, Klaus - In: Journal of banking & finance 37 (2013) 4, pp. 1243-1257
Persistent link: https://www.econbiz.de/10009719795
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Bubbles in the dividend-price ratio? : evidence from an asymmetric exponential smooth-transition model
McMillan, David G. - In: Journal of banking & finance 31 (2007) 3, pp. 787-804
Persistent link: https://www.econbiz.de/10003429782
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Up- and downside variance risk premia in global equity markets
Held, Matthias; Kapraun, Julia; Omachel, Marcel; … - In: Journal of banking & finance 118 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012521039
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Shadow economies at times of banking crises : empirics and theory
Colombo, Emilio; Onnis, Luisanna; Tirelli, Patrizio - In: Journal of banking & finance 62 (2016), pp. 180-190
Persistent link: https://www.econbiz.de/10011634111