Bank stock return sensitivities to the long-term and short-term interest rates: a multivariate GARCH spproach

By Elyasiani Elyas   Mansur Iqbal  

Managerial Finance, Vol. 30, Iss. 9, 2004-09 ,pp. : 32-55

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Bank performance measurement in a developing economy: an application of data envelopment analysis

By Ayadi O Felix   Adebayo Arinola O   Omolehinwa Eddy  

Managerial Finance, Vol. 24, Iss. 7, 1998-07 ,pp. : 5-16

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Bank Credit Risk Management and Rating Migration Analysis on the Business Cycle

By Gavalas Dimitris   Syriopoulos Theodore  

International Journal of Financial Studies, Vol. 2, Iss. 1, 2014-03 ,pp. : 122-143

MDPI

Access to resources Recommend Favorite

Models for Risk Aggregation and Sensitivity Analysis: an Application to Bank Economic Capital

By Inanoglu Hulusi   Jacobs Michael  

Journal of Risk and Financial Management, Vol. 2, Iss. 1, 2009-12 ,pp. : 118-189

MDPI

Access to resources Recommend Favorite

Predictability and volatility of stock returns

By Mavrides Marios  

Managerial Finance, Vol. 29, Iss. 8, 2003-08 ,pp. : 46-56

Emerald Group Publishing Ltd

Access to resources Recommend Favorite