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Risk taking and low longer-term interest rates : evidence from the U.S. syndicated term loan market
Aramonte, Sirio; Lee, Seung Jung; Stebunovs, Viktors - In: Journal of banking & finance 138 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013461931
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The role of the variance premium in Jump-GARCH option pricing models
Byun, Suk Joon; Jeon, Byoung Hyun; Min, Byungsun; Yoon, … - In: Journal of banking & finance 59 (2015), pp. 38-56
Persistent link: https://www.econbiz.de/10011544288
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Earning the right premium on the right factor in portfolio planning
Branger, Nicole; Hansis, Alexandra - In: Journal of banking & finance 59 (2015), pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
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The idiosyncratic volatility anomaly : corporate investment or investor mispricing?
Malagon, Juliana; Moreno, David; Rodríguez, Rosa - In: Journal of banking & finance 60 (2015), pp. 224-238
Persistent link: https://www.econbiz.de/10011545000
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Moment risk premia and the cross-section of stock returns in the European stock market
Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Journal of banking & finance 111 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012221095
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Asset pricing and extreme event risk : common factors in ILS fund returns
Braun, Alexander; Ben Ammar, Semir; Eling, Martin - In: Journal of banking & finance 102 (2019), pp. 59-78
Persistent link: https://www.econbiz.de/10012162727
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Option pricing under time-varying risk-aversion with applications to risk forecasting
Kiesel, Rüdiger; Rahe, Florentin - In: Journal of banking & finance 76 (2017), pp. 120-138
Persistent link: https://www.econbiz.de/10011814247
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Limits of arbitrage and idiosyncratic volatility : evidence from China stock market
Gu, Ming; Kang, Wenjin; Xu, Bu - In: Journal of banking & finance 86 (2018), pp. 240-258
Persistent link: https://www.econbiz.de/10011962481
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Risk factors and their associated risk premia : an empirical analysis of the crude oil market
Hain, Martin; Uhrig-Homburg, Marliese; Unger, Nils - In: Journal of banking & finance 95 (2018), pp. 44-63
Persistent link: https://www.econbiz.de/10011966706
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Covariance forecasting in equity markets
Symitsi, Efthymia; Symeonidis, Lazaros; Kourtis, Apostolos - In: Journal of banking & finance 96 (2018), pp. 153-168
Persistent link: https://www.econbiz.de/10011967197