nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
An economic capital model integrating credit and interest rate risk in the banking book
|
Alessandri, Piergiorgio |
|
2010 |
34 |
4 |
p. 730-742 13 p. |
artikel |
2 |
Announcement
|
|
|
2010 |
34 |
4 |
p. I- 1 p. |
artikel |
3 |
Antitakeover provisions in corporate spin-offs
|
Chemmanur, Thomas J. |
|
2010 |
34 |
4 |
p. 813-824 12 p. |
artikel |
4 |
Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations
|
Chuliá, Helena |
|
2010 |
34 |
4 |
p. 834-839 6 p. |
artikel |
5 |
Discount window borrowing after 2003: The explicit reduction in implicit costs
|
Artuç, Erhan |
|
2010 |
34 |
4 |
p. 825-833 9 p. |
artikel |
6 |
Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?
|
Breuer, Thomas |
|
2010 |
34 |
4 |
p. 703-712 10 p. |
artikel |
7 |
Editorial Board
|
|
|
2010 |
34 |
4 |
p. IFC- 1 p. |
artikel |
8 |
Foreign exchange, fractional cointegration and the implied–realized volatility relation
|
Kellard, Neil |
|
2010 |
34 |
4 |
p. 882-891 10 p. |
artikel |
9 |
How bank capital buffers vary across countries: The influence of cost of deposits, market power and bank regulation
|
Fonseca, Ana Rosa |
|
2010 |
34 |
4 |
p. 892-902 11 p. |
artikel |
10 |
Inflation risk and international asset returns
|
Moerman, Gerard A. |
|
2010 |
34 |
4 |
p. 840-855 16 p. |
artikel |
11 |
Interaction of market and credit risk
|
Hartmann, Philipp |
|
2010 |
34 |
4 |
p. 697-702 6 p. |
artikel |
12 |
Market conditions, default risk and credit spreads
|
Tang, Dragon Yongjun |
|
2010 |
34 |
4 |
p. 743-753 11 p. |
artikel |
13 |
Mean–variance convergence around the world
|
Eun, Cheol S. |
|
2010 |
34 |
4 |
p. 856-870 15 p. |
artikel |
14 |
Mutual fund portfolio trading and investor flow
|
Dubofsky, David A. |
|
2010 |
34 |
4 |
p. 802-812 11 p. |
artikel |
15 |
On the implications of market power in banking: Evidence from developing countries
|
Turk Ariss, Rima |
|
2010 |
34 |
4 |
p. 765-775 11 p. |
artikel |
16 |
Pricing multiasset equity options: How relevant is the dependence function?
|
Bedendo, Mascia |
|
2010 |
34 |
4 |
p. 788-801 14 p. |
artikel |
17 |
Recovery rates, default probabilities, and the credit cycle
|
Bruche, Max |
|
2010 |
34 |
4 |
p. 754-764 11 p. |
artikel |
18 |
The impact of sell-side analyst research coverage on an affiliated broker’s market share of trading volume
|
Niehaus, Greg |
|
2010 |
34 |
4 |
p. 776-787 12 p. |
artikel |
19 |
The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks
|
Taylor, Stephen J. |
|
2010 |
34 |
4 |
p. 871-881 11 p. |
artikel |
20 |
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application
|
Drehmann, Mathias |
|
2010 |
34 |
4 |
p. 713-729 17 p. |
artikel |