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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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Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas; Alexander, Carol - In: Journal of banking & finance 36 (2012) 11, pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
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What do financial intermediaries do?
Allen, Franklin; Santomero, Anthony M. - In: Journal of banking & finance 25 (2001) 2, pp. 271-294
Persistent link: https://www.econbiz.de/10001545294
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Hedging, financing, and investment decisions : theory and empirical tests
Lin, Chen-miao; Phillips, Richard D.; Smith, Stephen DeWitt - In: Journal of banking & finance 32 (2008) 8, pp. 1566-1582
Persistent link: https://www.econbiz.de/10003749382
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On the pricing of intermediated risks : theory and application to catastrophe reinsurance
Froot, Kenneth; O'Connell, Paul G. J. - In: Journal of banking & finance 32 (2008) 1, pp. 69-85
Persistent link: https://www.econbiz.de/10003646971
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The impact of negative cash flow and influential observations on investment - cash flow sensitivity estimates
Allayannis, George; Mozumdar, Abon - In: Journal of banking & finance 28 (2004) 5, pp. 901-930
Persistent link: https://www.econbiz.de/10002006324
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Why has the investment-cash flow sensitivity declined so sharply? : rising R&D and equity market developments
Brown, James R.; Petersen, Bruce C. - In: Journal of banking & finance 33 (2009) 5, pp. 971-984
Persistent link: https://www.econbiz.de/10003836464
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Returns to scale at large banks in the US : a random coefficient stochastic frontier approach
Feng, Guohua; Zhangaohui, Xi - In: Journal of banking & finance 39 (2014), pp. 135-145
Persistent link: https://www.econbiz.de/10010340764
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The implied jump risk of LIBOR rates
Lim, Kian-Guan; Ting, Christopher; Warachka, Mitch - In: Journal of banking & finance 29 (2005) 10, pp. 2503-2522
Persistent link: https://www.econbiz.de/10003071024
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Risk management, nonlinearity and aggressiveness in monetary policy : the case of the US Fed
Gnabo, Jean-Yves; Moccero, Diego Nicolas - In: Journal of banking & finance 55 (2015), pp. 281-294
Persistent link: https://www.econbiz.de/10011379101