| no |
title |
author |
magazine |
year |
volume |
issue |
page(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.
|
article
|
| 2 |
Announcement
|
|
|
2010
|
34 |
4 |
p. I-
1 p.
|
article
|
| 3 |
Antitakeover provisions in corporate spin-offs
|
Chemmanur, Thomas J.
|
|
2010
|
34 |
4 |
p. 813-824
12 p.
|
article
|
| 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.
|
article
|
| 5 |
Discount window borrowing after 2003: The explicit reduction in implicit costs
|
Artuç, Erhan
|
|
2010
|
34 |
4 |
p. 825-833
9 p.
|
article
|
| 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.
|
article
|
| 7 |
Editorial Board
|
|
|
2010
|
34 |
4 |
p. IFC-
1 p.
|
article
|
| 8 |
Foreign exchange, fractional cointegration and the implied–realized volatility relation
|
Kellard, Neil
|
|
2010
|
34 |
4 |
p. 882-891
10 p.
|
article
|
| 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.
|
article
|
| 10 |
Inflation risk and international asset returns
|
Moerman, Gerard A.
|
|
2010
|
34 |
4 |
p. 840-855
16 p.
|
article
|
| 11 |
Interaction of market and credit risk
|
Hartmann, Philipp
|
|
2010
|
34 |
4 |
p. 697-702
6 p.
|
article
|
| 12 |
Market conditions, default risk and credit spreads
|
Tang, Dragon Yongjun
|
|
2010
|
34 |
4 |
p. 743-753
11 p.
|
article
|
| 13 |
Mean–variance convergence around the world
|
Eun, Cheol S.
|
|
2010
|
34 |
4 |
p. 856-870
15 p.
|
article
|
| 14 |
Mutual fund portfolio trading and investor flow
|
Dubofsky, David A.
|
|
2010
|
34 |
4 |
p. 802-812
11 p.
|
article
|
| 15 |
On the implications of market power in banking: Evidence from developing countries
|
Turk Ariss, Rima
|
|
2010
|
34 |
4 |
p. 765-775
11 p.
|
article
|
| 16 |
Pricing multiasset equity options: How relevant is the dependence function?
|
Bedendo, Mascia
|
|
2010
|
34 |
4 |
p. 788-801
14 p.
|
article
|
| 17 |
Recovery rates, default probabilities, and the credit cycle
|
Bruche, Max
|
|
2010
|
34 |
4 |
p. 754-764
11 p.
|
article
|
| 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.
|
article
|
| 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.
|
article
|
| 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.
|
article
|
Journal description