J. Swank

Finance · 2005–2012

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom J. Swank trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Y. Tse

Who trusts J. Swank overall

  1. Timo Teräsvirta
  2. Annastiina Silvennoinen

Papers from J. Swank's perspective

Ordered by how strongly the researchers J. Swank trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Extreme Correlation of International Equity Markets
  2. Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks
  3. A test for constant correlations in a multivariate GARCH model
  4. Time-Varying Smooth Transition Autoregressive Models
  5. Bank-Specific, Industry-Specific and Macroeconomic Determinants of Bank Profitability (Social Science Research Network)
  6. Liquidity and Leverage
  7. Do Banks provision for bad loans in good times? empirical evidence and policy implications
  8. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  9. Bank Profitability and the Business Cycle
  10. Asymmetric effects of the business cycle on bank credit risk.

Their papers