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Number of items: 12.

Article

Ahmed, Shamim and Tsvetanov, Daniel (2016) The predictive performance of commodity futures risk factors. Journal of Banking & Finance, 71. pp. 20-36. ISSN 0378-4266

Mamatzakis, Emmanuel, Matousek, Roman and Vu, Anh Nguyet (2015) What is the impact of bankrupt and restructured loans on Japanese bank efficiency? Journal of Banking & Finance. ISSN 0378-4266

Gounopoulos, Dimitrios, Palalidis, Nikolaos, Kizys, Renatas and Koutelidakis, Yiannis (2015) Transmission channels of systemic risk and contagion in the European financial network. Journal of Banking & Finance. ISSN 0378-4266

Fujii, Hidemichi, Managi, Shunsuke and Matousek, Roman (2014) Indian bank efficiency and productivity changes with undesirable outputs: a disaggregated approach. Journal of Banking & Finance, 38. pp. 41-50. ISSN 0378-4266

Assaf, A George, Matousek, Roman and Tsionas, Efthymios G (2013) Turkish bank efficiency: Bayesian estimation with undesirable outputs. Journal of Banking & Finance, 37 (2). pp. 506-517. ISSN 03784266

Assaf, A George, Matousek, Roman and Tsionas, Efthymios G (2013) Turkish bank efficiency: Bayesian estimation with undesirable outputs. Journal of Banking & Finance, 37 (2). pp. 506-517. ISSN 0378-4266

Kaeck, Andreas and Alexander, Carol (2012) Volatility dynamics for the S&P 500: further evidence from non-affine, multi-factor jump diffusions. Journal of Banking & Finance, 36 (11). pp. 3110-3121. ISSN 0378-4266

Assaf, A George, Barros, Carlos P and Matousek, Roman (2011) Productivity and efficiency analysis of Shinkin banks: evidence from bootstrap and Bayesian approaches. Journal of Banking & Finance, 35 (2). pp. 331-342. ISSN 0378-4266

Alexander, Carol and Sheedy, Elizabeth (2008) Developing a stress testing framework based on market risk models. Journal of Banking & Finance, 32 (10). pp. 2220-2236. ISSN 0378-4266

Alexander, Carol and Kaeck, Andreas (2008) Regime dependent determinants of credit default swap spreads. Journal of Banking & Finance, 32 (6). pp. 1008-1021. ISSN 0378-4266

Alexander, Carol and Nogueira, Leonardo M (2007) Model-free hedge ratios and scale-invariant models. Journal of Banking & Finance, 31 (6). pp. 1839-1861. ISSN 0378-4266

Alexander, Carol (2004) Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects. Journal of Banking & Finance, 28 (12). pp. 2957-2980. ISSN 0378-4266

This list was generated on Mon Apr 24 10:14:17 2017 BST.