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A comparison of yield curve estimation techniques using UK data
Ioannides, Michalis - In: Journal of banking & finance 27 (2003) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10001721729
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Journal of banking & finance 33 (2009) 7, pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
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Order flow, bid–ask spread and trading density in foreign exchange markets
Chen, Shikuan; Chien, Chih-Chung; Chang, Ming-Jen - In: Journal of banking & finance 36 (2012) 2, pp. 597-612
Persistent link: https://www.econbiz.de/10009511764
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High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie; McGill, James A. - In: Journal of banking & finance 36 (2012) 12, pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
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Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus; Ou, Yangguoyi - In: Journal of banking & finance 36 (2012) 11, pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
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Productivity and efficiency at large and community banks in the US : a Bayesian true random effects stochastic distance frontier analysis
Feng, Guohua; Zhang, Xiaohui - In: Journal of banking & finance 36 (2012) 7, pp. 1883-1895
Persistent link: https://www.econbiz.de/10009629790
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Does the choice of estimator matter when forecasting returns?
Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of banking & finance 36 (2012) 9, pp. 2632-2640
Persistent link: https://www.econbiz.de/10009657614
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Portfolio frontiers with restrictions to tracking error volatility and value at risk
Palomba, Giulio; Riccetti, Luca - In: Journal of banking & finance 36 (2012) 9, pp. 2604-2615
Persistent link: https://www.econbiz.de/10009657621
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Operational outages and aggregate uncertainty in the federal funds market
Klee, Elizabeth - In: Journal of banking & finance 34 (2010) 10, pp. 2386-2402
Persistent link: https://www.econbiz.de/10008858360
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Macroeconomic risk and the cross-section of stock returns
Kang, Jangkoo; Kim, Tong Suk; Lee, Changjun; Min, Byoung-Kyu - In: Journal of banking & finance 35 (2011) 12, pp. 3158-3173
Persistent link: https://www.econbiz.de/10009383527