págs. 1767-1778
págs. 1779-1785
págs. 1787-1802
págs. 1803-1812
Interest-rate risk factor and stock returns: a time-varying factor-loadings model
págs. 1813-1824
Using the artificial neural network to assess bank credit risk: a case study of Indonesia
págs. 1825-1846
págs. 1847-1857
págs. 1859-1871
págs. 1873-1884
The structure of retail markets: what do we learn from bank-specific rates?
págs. 1885-1898
Time-variation in the value premium and the CAPM: evidence from European markets
págs. 1899-1914
The efficiency of the stock market in the CARICOM sub-region: an empirical study
págs. 1915-1924
The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices
págs. 1925-1945
págs. 1947-1959
págs. 1961-1973
págs. 1975-1986
The choice of IPO versus M&A: evidence from banking industry
págs. 1987-2007
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