EconPapers    
Economics at your fingertips  
 

Journal of Banking & Finance

1977 - 2014

Current editor(s): Ike Mathur

from Elsevier
Series data maintained by Zhang, Lei ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 48, issue C, 2014

The role of correlation dynamics in sector allocation pp. 1-12 Downloads
Elena Kalotychou, Sotiris K. Staikouras and Gang Zhao
The rise of UK Seasoned Equity Offerings (SEOs) fees during the financial crisis: The role of institutional shareholders and underwriters pp. 13-28 Downloads
Mario Levis, Michele Meoli and Katrin Migliorati
A new set of improved Value-at-Risk backtests pp. 29-41 Downloads
Daniel Ziggel, Tobias Berens, Gregor N.F. Weiß and Dominik Wied
The cost of capital and optimal financing policy in a dynamic setting pp. 42-56 Downloads
Sigitas Karpavičius
Too close for comfort? Geographic propinquity to political power and stock returns pp. 57-78 Downloads
Christos Pantzalis and Jung Chul Park
Exploiting commodity momentum along the futures curves pp. 79-93 Downloads
Wilma de Groot, Dennis Karstanje and Weili Zhou
A sheep in wolf’s clothing: Can a central bank appear tougher than it is? pp. 94-103 Downloads
Rob Nijskens
The interest rate pass-through in the Euro area during the global financial crisis pp. 104-119 Downloads
Nikolay Hristov, Oliver Hülsewig and Timo Wollmershäuser
The effect of liquidity and solvency risk on the inclusion of bond covenants pp. 120-136 Downloads
Douglas O. Cook, Xudong Fu and Tian Tang
Bank pay caps, bank risk, and macroprudential regulation pp. 139-151 Downloads
John Thanassoulis
Information asymmetry around operational risk announcements pp. 152-179 Downloads
Ahmed Barakat, Anna Chernobai and Mark Wahrenburg
Socially responsible funds and market crises pp. 180-193 Downloads
John Nofsinger and Abhishek Varma
Does bank ownership affect lending behavior? Evidence from the Euro area pp. 194-209 Downloads
Giovanni Ferri, Panu Kalmi and Eeva Kerola
Interest rate forecasts, state price densities and risk premium from Euribor options pp. 210-223 Downloads
Vesela Ivanova and Josep Maria Puigvert Gutiérrez
Does global liquidity drive commodity prices? pp. 224-234 Downloads
Joscha Beckmann, Ansgar Belke and Robert Czudaj
Openness and the finance-growth nexus pp. 235-247 Downloads
Helmut Herwartz and Yabibal Mulualem Walle
Discretionary ratings and the pricing of subprime mortgage-backed securities pp. 248-260 Downloads
Stefano Lugo
Credit constraints and spillovers from foreign firms in China pp. 261-275 Downloads
Natasha Agarwal, Chris Milner and Alejandro Riaño
State ownership, soft-budget constraints, and cash holdings: Evidence from China’s privatized firms pp. 276-291 Downloads
William L. Megginson, Barkat Ullah and Zuobao Wei
Bank liquidity, stock market participation, and economic growth pp. 292-306 Downloads
Elena Mattana and Ettore Panetti
How does deposit insurance affect bank risk? Evidence from the recent crisis pp. 312-321 Downloads
Deniz Anginer, Asli Demirguc-Kunt and Min Zhu
Bank risk within and across equilibria pp. 322-333 Downloads
Itai Agur
Can European bank bailouts work? pp. 334-349 Downloads
Dirk Schoenmaker and Arjen Siegmann
Banking risk and macroeconomic fluctuations pp. 350-360 Downloads
Yi Jin and Zhixiong Zeng
Rehypothecation dilemma: Impact of collateral rehypothecation on derivative prices under bilateral counterparty credit risk pp. 361-373 Downloads
Yuji Sakurai and Yoshihiko Uchida
Corporate governance and the dynamics of capital structure: New evidence pp. 374-385 Downloads
Ya-Kai Chang, Robin K. Chou and Tai-Hsin Huang
Do Japanese candlesticks help solve the trader’s dilemma? pp. 386-395 Downloads
Benoit Detollenaere and Paolo Mazza
Funding advantage and market discipline in the Canadian banking sector pp. 396-410 Downloads
Mehdi Beyhaghi, D’Souza, Chris and Gordon S. Roberts
Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market pp. 411-424 Downloads
Eric C. Chang, Yan Luo and Jinjuan Ren

Volume 47, issue C, 2014

Forecasting volatility of the U.S. oil market pp. 1-14 Downloads
Erik Haugom, Henrik Langeland, Peter Molnár and Sjur Westgaard
Can interest rates really control house prices? Effectiveness and implications for macroprudential policy pp. 15-28 Downloads
Song Shi, Jyh-Bang Jou and David Tripe
The home bias is here to stay pp. 29-40 Downloads
Haim Levy and Moshe Shiki Levy
CEO inside debt holdings and risk-shifting: Evidence from bank payout policies pp. 41-53 Downloads
Abhishek Srivastav, Seth Armitage and Jens Hagendorff
Does it pay to be ethical? Evidence from the FTSE4Good pp. 54-62 Downloads
Yacine Belghitar, Ephraim Clark and Nitin Deshmukh
Modeling and monitoring risk acceptability in markets: The case of the credit default swap market pp. 63-73 Downloads
Dilip B. Madan
Out-of-sample density forecasts with affine jump diffusion models pp. 74-87 Downloads
Jaeho Yun
Option implied volatilities and the cost of issuing equity pp. 88-101 Downloads
Andy Fodor and Sinan Gokkaya
Religious holidays, investor distraction, and earnings announcement effects pp. 102-117 Downloads
Christos Pantzalis and Erdem Ucar
Private information flow and price discovery in the U.S. treasury market pp. 118-133 Downloads
George J. Jiang and Ingrid Lo
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment pp. 134-146 Downloads
Julien Idier, Gildas Lamé and Jean-Stéphane Mésonnier
Home equity lines of credit and the unemployment rate: Have unemployed consumers borrowed themselves into the next financial crisis? pp. 147-154 Downloads
Norbert Michel, John P. Lajaunie, Shari Lawrence and Ronnie Fanguy
The pricing of G7 sovereign bond spreads – The times, they are a-changin pp. 155-176 Downloads
D’Agostino, Antonello and Michael Ehrmann
The effects of private equity and venture capital on sales and employment growth in small and medium-sized businesses pp. 177-197 Downloads
John K. Paglia and Maretno A. Harjoto
The fast track IPO – Success factors for taking firms public with SPACs pp. 198-213 Downloads
Douglas Cumming, Lars Helge Haß and Denis Schweizer
Innovation and financial liberalization pp. 214-229 Downloads
James B. Ang
Payday loans and consumer financial health pp. 230-242 Downloads
Neil Bhutta
Is the Euro-zone on the Mend? Latin American examples to analyze the Euro question pp. 243-257 Downloads
Eduardo A. Cavallo, Eduardo Fernández-Arias and Andrew Powell
Early warning systems and systemic banking crises in low income countries: A multinomial logit approach pp. 258-269 Downloads
Giovanni Caggiano, Pietro Calice and Leone Leonida
Assessing the contribution of banks, insurance and other financial services to systemic risk pp. 270-287 Downloads
Oscar Bernal, Jean-Yves Gnabo and Grégory Guilmin
Modelling long run comovements in equity markets: A flexible approach pp. 288-295 Downloads
Luis F. Martins and Vasco J. Gabriel
Financial contagion and asset pricing pp. 296-308 Downloads
Renee A. Fry-McKibbin, Vance L. Martin and Chrismin Tang
Defending against speculative attacks – It is risky, but it can pay off pp. 309-330 Downloads
Alexander Erler, Christian Bauer and Bernhard Herz
Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence? pp. 331-342 Downloads
Robert C. Jung and R. Maderitsch
Page updated 2014-12-20