Journal of Banking and Finance 2020年第07期

[发布日期]:2020-09-07  [浏览次数]:

目录
* A mean-variance benchmark for household portfolios over the life cycle
生命周期内家庭投资组合的均值方差基准测试
* Unequal returns: Using the Atkinson index to measure financial risk
收益不均:用阿特金森指数衡量金融风险
* Bank misconduct and online lending
银行不当行为和在线贷款
* The (un)intended effects of government bailouts: The impact of TARP on the interbank market and bank risk-taking
政府救助的(非)预期效果:TARP对银行间市场和银行风险承担的影响
* VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump
基于具有隐性成分和跳跃的广义仿射实现的波动率模型对VIX估值及其期货定价
* Beta uncertainty
Beta不确定性
* Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach
基于货币基本面的短期汇率波动预测:GARCH-MIDAS方法
* Spectral backtests of forecast distributions with application to risk management
预测分布的频谱回测及其在风险管理中的应用
* Identifying the risk-Taking channel of monetary transmission and the connection to economic activity
识别货币传导的风险承担渠道及其与经济活动的联系 


原文链接:
https://www.sciencedirect.com/journal/journal-of-banking-and-finance/issues 

翻译者:侯思远




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