发布求助
文献互助 智能选刊 最新文献

Journal of International Financial Markets, Institutions and Money最新文献

筛选
英文 中文
A new macro stress testing approach for financial realignment in the Eurozone 欧元区金融重组的新宏观压力测试方法
Journal of International Financial Markets, Institutions and Money Pub Date : 2019-03-29 DOI: 10.1016/J.INTFIN.2019.02.002
E. Apergis, Iraklis Apergis, N. Apergis
{"title":"A new macro stress testing approach for financial realignment in the Eurozone","authors":"E. Apergis, Iraklis Apergis, N. Apergis","doi":"10.1016/J.INTFIN.2019.02.002","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2019.02.002","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"4 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2019-03-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75482733","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
A closed formula for illiquid corporate bonds and an application to the European market 一个非流动性公司债券的封闭公式，并应用于欧洲市场
Journal of International Financial Markets, Institutions and Money Pub Date : 2019-01-21 DOI: 10.1016/J.INTFIN.2021.101283
R. Baviera, A. Nassigh, Emanuele Nastasi
{"title":"A closed formula for illiquid corporate bonds and an application to the European market","authors":"R. Baviera, A. Nassigh, Emanuele Nastasi","doi":"10.1016/J.INTFIN.2021.101283","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2021.101283","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"99 6 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2019-01-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83618198","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Decomposition of the uncovered equity parity correlation 未覆盖股票平价相关性的分解
Journal of International Financial Markets, Institutions and Money Pub Date : 2018-11-01 DOI: 10.1016/J.INTFIN.2018.04.006
Michael Kunkler, R. MacDonald
{"title":"Decomposition of the uncovered equity parity correlation","authors":"Michael Kunkler, R. MacDonald","doi":"10.1016/J.INTFIN.2018.04.006","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2018.04.006","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"80 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88602502","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Diversification and bank stability in the GCC 海湾合作委员会的多样化和银行稳定性
Journal of International Financial Markets, Institutions and Money Pub Date : 2018-11-01 DOI: 10.1016/J.INTFIN.2018.04.005
Bana M. Abuzayed, Nedal Al-Fayoumi, P. Molyneux
{"title":"Diversification and bank stability in the GCC","authors":"Bana M. Abuzayed, Nedal Al-Fayoumi, P. Molyneux","doi":"10.1016/J.INTFIN.2018.04.005","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2018.04.005","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"9 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81510538","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 86
The transmission of liquidity shocks via China's segmented money market: Evidence from recent market events 流动性冲击通过中国分割的货币市场传导:来自近期市场事件的证据
Journal of International Financial Markets, Institutions and Money Pub Date : 2018-11-01 DOI: 10.1016/j.intfin.2018.07.005
R. Lu, D. Bessler, David J. Leatham
{"title":"The transmission of liquidity shocks via China's segmented money market: Evidence from recent market events","authors":"R. Lu, D. Bessler, David J. Leatham","doi":"10.1016/j.intfin.2018.07.005","DOIUrl":"https://doi.org/10.1016/j.intfin.2018.07.005","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"60 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74220127","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Using expected shortfall for credit risk regulation 利用预期缺口进行信用风险监管
Journal of International Financial Markets, Institutions and Money Pub Date : 2018-11-01 DOI: 10.1016/J.INTFIN.2018.07.001
Kjartan Kloster Osmundsen
{"title":"Using expected shortfall for credit risk regulation","authors":"Kjartan Kloster Osmundsen","doi":"10.1016/J.INTFIN.2018.07.001","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2018.07.001","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"93 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85850373","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios 低杠杆是否能将金融冲击的影响降到最低?新的优化策略使用伊斯兰股票筛选欧洲投资组合
Journal of International Financial Markets, Institutions and Money Pub Date : 2018-11-01 DOI: 10.1016/J.INTFIN.2018.07.007
AbdelKader Ouatik El-Alaoui, O. Bacha, Mansur Masih, M. Asutay
{"title":"Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios","authors":"AbdelKader Ouatik El-Alaoui, O. Bacha, Mansur Masih, M. Asutay","doi":"10.1016/J.INTFIN.2018.07.007","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2018.07.007","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"6 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81914042","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting 行业- cds指数价差的决定因素:来自非线性背景的证据
Journal of International Financial Markets, Institutions and Money Pub Date : 2018-09-01 DOI: 10.1016/J.INTFIN.2018.01.005
K. Guesmi, A. Dhaoui, Stéphane Goutte, Stéphane Goutte, I. Abid
{"title":"On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting","authors":"K. Guesmi, A. Dhaoui, Stéphane Goutte, Stéphane Goutte, I. Abid","doi":"10.1016/J.INTFIN.2018.01.005","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2018.01.005","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"22 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78040801","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 14
What drives corporate CDS spreads? A comparison across US, UK and EU firms 是什么推动了企业CDS息差?美国、英国和欧盟公司的比较
Journal of International Financial Markets, Institutions and Money Pub Date : 2018-09-01 DOI: 10.1016/J.INTFIN.2018.02.002
John Pereira, G. Sorwar, Mohamed Nurullah
{"title":"What drives corporate CDS spreads? A comparison across US, UK and EU firms","authors":"John Pereira, G. Sorwar, Mohamed Nurullah","doi":"10.1016/J.INTFIN.2018.02.002","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2018.02.002","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78592399","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 14
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling 利用vine copula和delta CoVaR模型对伊斯兰股票市场进行系统风险分析
Journal of International Financial Markets, Institutions and Money Pub Date : 2018-09-01 DOI: 10.1016/J.INTFIN.2018.02.013
S. Shahzad, J. Arreola-Hernandez, S. Bekiros, Muhammad Shahbaz, Ghulam Mujtaba Kayani
{"title":"A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling","authors":"S. Shahzad, J. Arreola-Hernandez, S. Bekiros, Muhammad Shahbaz, Ghulam Mujtaba Kayani","doi":"10.1016/J.INTFIN.2018.02.013","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2018.02.013","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"53 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86846804","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 36
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信