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Journal of Banking & Finance

1977 - 2014

Current editor(s): Ike Mathur

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

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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 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
Renée 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
R.C. Jung and R. Maderitsch

Volume 46, issue C, 2014

Does auditor choice matter to foreign investors? Evidence from foreign mutual funds worldwide pp. 1-20 Downloads
Julia Chou, Nataliya Zaiats and Bohui Zhang
Credit CARD Act of 2009: What did banks do? pp. 21-30 Downloads
Vikram Jambulapati and Joanna Stavins
Yes, the CAPM is testable pp. 31-42 Downloads
Cherif Guermat
Macro-Networks: An application to euro area financial accounts pp. 43-58 Downloads
Olli Castrén and Michela Rancan
Optimal portfolio selection with life insurance under inflation risk pp. 59-71 Downloads
Minsuk Kwak and Byung Hwa Lim
Firm value in crisis: Effects of firm-level transparency and country-level institutions pp. 72-84 Downloads
Ruben Enikolopov, Maria Petrova and Sergey Stepanov
Diversification and systemic risk pp. 85-106 Downloads
Louis Raffestin
Robust minimum variance portfolio with L-infinity constraints pp. 107-117 Downloads
Xin Xing, Jinjin Hu and Yaning Yang
Do banks really monitor? Evidence from CEO succession decisions pp. 118-131 Downloads
Andrew Marshall, Laura McCann and Patrick McColgan
Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles? pp. 132-150 Downloads
Vladimir Borgy, Laurent CLERC and Jean-Paul Renne
Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe pp. 151-165 Downloads
Peter Claeys and Bořek Vašíček
The effect of banking system reform on investment–cash flow sensitivity: Evidence from China pp. 166-176 Downloads
Ying-Ju Tsai, Yi-Pei Chen, Chi-Ling Lin and Jung-Hua Hung
The IPO underwriting market share in China: Do ownership and quality matter? pp. 177-189 Downloads
Chao Chen, Haina Shi and Haoping Xu
Investor sentiment and the MAX effect pp. 190-201 Downloads
Wai Mun Fong and Benjamin Toh
Modelling the U.S. sovereign credit rating pp. 202-218 Downloads
Vito Polito and Mike Wickens
Asymmetric increasing trends in dependence in international equity markets pp. 219-232 Downloads
Tatsuyoshi Okimoto
Stability analysis of financial contagion due to overlapping portfolios pp. 233-245 Downloads
Fabio Caccioli, Munik Shrestha, Cristopher Moore and J. Doyne Farmer
What do we know about the impact of government interventions in the banking sector? An assessment of various bailout programs on bank behavior pp. 246-265 Downloads
Aneta Hryckiewicz
Loss severities on residential real estate debt during the Great Recession pp. 266-284 Downloads
Fredrik Andersson and Tom Mayock
The existence and persistence of household financial hardship: A Bayesian multivariate dynamic logit framework pp. 285-298 Downloads
Sarah Brown, Pulak Ghosh and Karl Taylor
Press freedom, externally-generated transparency, and stock price informativeness: International evidence pp. 299-310 Downloads
Jeong-Bon Kim, Hao Zhang, Liuchuang Li and Gaoliang Tian
How to make regulators and shareholders happy under Basel III pp. 311-325 Downloads
Christian Schmaltz, Sebastian Pokutta, Thomas Heidorn and Silvio Andrae
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests pp. 326-342 Downloads
Alejandro Bernales and Massimo Guidolin
Finance and employment: Evidence from U.S. banking reforms pp. 343-354 Downloads
Hamid Boustanifar
Domestic investor protection and foreign portfolio investment pp. 355-371 Downloads
Giofre', Maela
Do investors put their money where their mouth is? Stock market expectations and investing behavior pp. 372-386 Downloads
Christoph Merkle and Martin Weber
The impact of the sovereign debt crisis on the activity of Italian banks pp. 387-402 Downloads
Ugo Albertazzi, Tiziano Ropele, Gabriele Sene and Federico M. Signoretti
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