Bank Balance Sheet Risk Allocation
Pedro Júdice, Qiji Jim Zhu
Journal of Banking and Finance, vol. 133, 2021, p. .

Panel Data Modeling of Bank Deposits
Sofia Costa, Marta Faias, Pedro Júdice, Rui Pedro Mota
Annals of Finance, vol. 17, 2021, p. 247-264.

Long-Term Bank Balance Sheet Management: Estimation and Simulation of Risk-Factors
John R. Birge, Pedro Júdice
Journal of Banking and Finance, vol. 37, 2013, p. 4711-4720.