Similar Search Results

The determinants of bank risks: Evidence from the recent financial crisis

Leung, W.S.; Taylor, N.; Evans, K.P. - In: Journal of International Financial Markets, … 34 (2015) C, pp. 277-293

We investigate whether US bank holding company fundamental characteristics are related to bank risk over a period that covers the recent 2007–09 financial crisis. We extend prior studies to consider bank equity risk exposure to market-wide default risk, the structured finance market, and the...

Persistent link: https://www.econbiz.de/10011189460

The determinants of bank risks : evidence from the recent financial crisis

Leung, W.S.; Taylor, Nicholas; Evans, Kevin P. - In: Journal of international financial markets, … 34 (2015), pp. 277-293

Persistent link: https://www.econbiz.de/10011474607

A comparison of static and dynamic portfolio policies

Wang, Jianshen; Taylor, Nicholas - In: International review of financial analysis 55 (2018), pp. 111-127

Persistent link: https://www.econbiz.de/10012006174

Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis : an MEM approach

Xu, Yongdeng; Taylor, Nicholas; Lu, Wenna - In: International review of financial analysis 56 (2018), pp. 208-220

Persistent link: https://www.econbiz.de/10012006265

Realised variance forecasting under Box-Cox transformations

Taylor, Nicholas - In: International journal of forecasting 33 (2017) 4, pp. 770-785

Persistent link: https://www.econbiz.de/10011746906

Risk control : who cares?

Taylor, Nicholas - In: European financial management : the journal of the … 23 (2017) 1, pp. 153-179

Persistent link: https://www.econbiz.de/10011713430

Timing strategy performance in the crude oil futures market

Taylor, Nicholas - In: Energy economics 66 (2017), pp. 480-492

Persistent link: https://www.econbiz.de/10011896554

Time-varying price discovery in the eighteenth century : empirical evidence from the London and Amsterdam stock markets

Bell, Adrian R.; Brooks, Chris; Taylor, Nicholas - In: Cliometrica : journal of historical economics and … 10 (2016) 1, pp. 5-30

Persistent link: https://www.econbiz.de/10011492239

Intraday and interday basis dynamics : evidence from the FTSE 100 index futures market

Garrett, Ian (contributor); Taylor, Nicholas (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 2, pp. 133-152

Persistent link: https://www.econbiz.de/10001769747

Forecasting returns in the VIX futures market

Taylor, Nicholas - In: International journal of forecasting 35 (2019) 4, pp. 1193-1210

Persistent link: https://www.econbiz.de/10012305251