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Financial contagion risk and the stochastic discount factor
Piccotti, Louis R. - In: Journal of banking & finance 77 (2017), pp. 230-248
Persistent link: https://www.econbiz.de/10011814444
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Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian; Heam, J. C.; Monfort, Alain - In: Journal of banking & finance 37 (2013) 12, pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
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Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
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Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan; Ungeheuer, Michael; Weigert, Florian - In: Journal of banking & finance 115 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
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The impact of international listings on risk : implications for capital market integration
Howe, John S. - In: Journal of banking & finance 14 (1990) 6, pp. 1133-1142
Persistent link: https://www.econbiz.de/10001098499
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The pricing of convexity risk and time decay in options markets
Figlewski, Stephen - In: Journal of banking & finance 18 (1994) 1, pp. 73-91
Persistent link: https://www.econbiz.de/10001156045
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The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes
Priestley, Richard - In: Journal of banking & finance 20 (1996) 5, pp. 869-890
Persistent link: https://www.econbiz.de/10001203310
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Return generating process and the determinants of term premiums
Elton, Edwin J. - In: Journal of banking & finance 20 (1996) 7, pp. 1251-1269
Persistent link: https://www.econbiz.de/10001204894
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Tests for tax-clientele and tax-option effects in US treasury bonds
Ehrhardt, Michael C. - In: Journal of banking & finance 19 (1995) 6, pp. 1055-1072
Persistent link: https://www.econbiz.de/10001187930
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Data frequency and the number of factors in stock returns
Huang, Roger D. - In: Journal of banking & finance 19 (1995) 6, pp. 987-1003
Persistent link: https://www.econbiz.de/10001187938