An interval-valued extension of the internal rate of return Mikhail V. SokolovEkaterina V. Polyakova Research Article 03 November 2025
On the relationship between financial constraints and firm owners’ gender: does Sub-Saharan Africa mirror other regions? Elizabeth AsieduDivine Mawusi FiaveAlexander Opoku Research Article Open access 13 October 2025
A new conceptual framework for SME financing and green performance and support in EU27 Marco Marozzi Research Article 10 October 2025
Bank risk in flux: policy interplay under uncertainty Marcella Lucchetta Research Article 09 October 2025
Bank competition, financial stability and welfare: does the objective function of competitors matter? Oscar GutiérrezMónica López-Puertas Research Article Open access 23 September 2025
The market price of greenness: a factor pricing approach for green and conventional bonds Beatrice BertelliGianna BoeroCostanza Torricelli Research Article Open access 11 September 2025
Risk-asymmetry indices in Europe Elyas ElyasianiLuca GambarelliSilvia Muzzioli Research Article Open access 13 August 2025
Out-of-sample equity premium prediction: A voting approach to forecast combination Hyder AliSalma Naz Research Article 28 July 2025
Sanctions Induced Terms of Trade Shocks and the Role of Lean Against the Wind Policy Aleksandr Shirobokov Research Article 23 May 2025 Pages: 211 - 242
ESG asset demand with information costs Elisa LucianoAntonella Tolomeo Research Article Open access 19 May 2025 Pages: 189 - 209
Local banking market structure and employment dynamics: evidence from US counties Amit GhoshSalvador Contreras Research Article 16 April 2025 Pages: 163 - 188
Foreign bank entry and performance of domestic SMEs: evidence from Korea Junyong LeeFrederick Dongchuhl Oh Research Article 13 March 2025 Pages: 131 - 162
Climate stress test: bad (or good) news for the market? An event study analisys on euro zone banks Costanza TorricelliChiara PederzoliFabio Ferrari Research Article 30 December 2024 Pages: 1 - 17
The (un)secured debt puzzle: evidence for U.S. public firms Kizkitza Biguri Research Article Open access 21 December 2024 Pages: 19 - 44
No arbitrage for a special class of filtration expansions Karen GrigorianRobert A. Jarrow Research Article 15 December 2024 Pages: 45 - 68
Tailor-made strategies through different weight simulation of factor-based investing Catarina A. RamosNuno C. MarquesHugo Santos Research Article Open access 12 December 2024 Pages: 107 - 129
Probability of no default for a microloan under uncertainty Perpetual Andam BoiquayePhilip Protter Research Article 27 September 2024 Pages: 521 - 528
Approximation and asymptotics in the superhedging problem for binary options Sergey SmirnovDimitri SotnikovAndrey Zanochkin Research Article 27 September 2024 Pages: 421 - 458
On the real rate of interest in a closed economy Dilip B. MadanKing Wang Research Article 12 September 2024 Pages: 459 - 477
A Girsanov transformed Clark-Ocone-Haussmann type formula for \(L^1\)-pure jump additive processes and its application to portfolio optimization Masahiro HandaNoriyoshi SakumaRyoichi Suzuki Research Article Open access 27 August 2024 Pages: 329 - 352
Option pricing in the Heston model with physics inspired neural networks Donatien HainautAlex Casas Research Article 26 August 2024 Pages: 353 - 376
The effects of social media use by bank depositors Jianglin Dennis DingGeorge G. Pennacchi Research Article 19 August 2024 Pages: 289 - 300
Group lending as a mechanism for self-insuring default risk Andreas Krause Research Article Open access 28 July 2024 Pages: 97 - 106
Why do banks require minimum balance to avoid a fee? Oz Shy Research Article 05 July 2024 Pages: 395 - 420
Science or scientism? On the momentum illusion Klaus Grobys Research Article Open access 02 July 2024 Pages: 479 - 519
Option pricing in a sentiment-biased stochastic volatility model Alessandra CretarolaGianna Figà-TalamancaMarco Patacca Research Article 22 June 2024 Pages: 69 - 95
The profitability of interacting trading strategies from an ecological perspective Kun XingHonggang Li Research Article 02 June 2024 Pages: 377 - 394
Natural disasters, public attention and changes in capital structure: international evidence Balbinder Singh Gill Research Article 24 May 2024 Pages: 199 - 238
Strict certainty preference in the predictive brain: a new perspective on financial innovations and their role in the real economy Hammad Siddiqi Research Article Open access 22 May 2024 Pages: 277 - 287
Commodity cycles and financial instability in emerging economies Mikhail AndreevM. Udara PeirisDimitrios P. Tsomocos Research Article Open access 22 May 2024 Pages: 167 - 197
Asset pricing and hedging in financial markets with fixed and proportional transaction costs Esmaeil Babaei Research Article Open access 15 May 2024 Pages: 259 - 275
A term structure interest rate model with the Brownian bridge lower bound Kentaro Kikuchi Research Article 02 April 2024 Pages: 301 - 328
On certain representations of pricing functionals Carlo Marinelli Research Article Open access 15 March 2024 Pages: 91 - 127
Skewness-seeking behavior and financial investments Matteo BenuzziMatteo Ploner Research Article Open access 26 February 2024 Pages: 129 - 165
Affine Heston model style with self-exciting jumps and long memory Charles Guy Njike LeungaDonatien Hainaut Research Article 12 January 2024 Pages: 1 - 43
How does soft information on the causes of default affect debt renegotiation? The Italian evidence Ludovico Maria CoccoElisa CavezzaliGiorgia Simion Research Article 11 January 2024 Pages: 45 - 89
The kind of silence: managing a reputation for voluntary disclosure in financial markets Miles B. GietzmannAdam J. Ostaszewski Research Article Open access 13 October 2023 Pages: 419 - 447
Robustness and sensitivity analyses of rough Volterra stochastic volatility models Jan MatasJan Pospíšil Research Article Open access 04 August 2023 Pages: 523 - 543
Nonparametric estimates of option prices via Hermite basis functions Carlo MarinelliStefano d’Addona Research Article Open access 04 August 2023 Pages: 477 - 522
The no-arbitrage pricing of non-traded assets Robert A. Jarrow Research Article 01 August 2023 Pages: 401 - 418
What can monetary policy tell us about Bitcoin? Marcin Pietrzak Research Article Open access 26 July 2023 Pages: 545 - 559
The value of expected return persistence Wolfgang SchadnerSebastian Lang Research Article 01 July 2023 Pages: 449 - 476
Sentiment-based indicators of real estate market stress and systemic risk: international evidence Mikhail StolbovMaria Shchepeleva Research Article 16 June 2023 Pages: 355 - 382
No-arbitrage conditions and pricing from discrete-time to continuous-time strategies Dorsaf CherifEmmanuel Lépinette Research Article 24 April 2023 Pages: 141 - 168
A compositional analysis of systemic risk in European financial institutions Anna Maria FioriFrancesco Porro Research Article Open access 18 April 2023 Pages: 325 - 354
Co-jumps and recursive preferences in portfolio choices Immacolata OlivaIlaria Stefani Research Article Open access 16 February 2023 Pages: 291 - 324
The optimal financing of a conglomerate firm with hidden information and costly state verification Rosa FerrentinoLuca Vota Research Article 05 February 2023 Pages: 23 - 62
The valuation of corporations: a derivative pricing perspective Dilip B. MadanKing Wang Research Article 05 February 2023 Pages: 1 - 21
Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits Guglielmo D’AmicoShakti SinghDharmaraja Selvamuthu Research Article Open access 17 January 2023 Pages: 383 - 400
