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Journal of Banking & Finance

1977 - 2016

Current editor(s): Ike Mathur

From Elsevier
Series data maintained by Shamier, Wendy ().

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Volume 69, issue S1, 2016

How capital regulation and other factors drive the role of shadow banking in funding short-term business credit pp. S10-S24 Downloads
John Duca
Bank size, capital, and systemic risk: Some international evidence pp. S25-S34 Downloads
Luc Laeven, Lev Ratnovski and Hui Tong
Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model pp. S35-S55 Downloads
Beverly Hirtle, Anna Kovner, James Vickery and Meru Bhanot
Banks and capital requirements: Channels of adjustment pp. S56-S69 Downloads
Benjamin H. Cohen and Michela Scatigna

Volume 69, issue C, 2016

National culture and the cost of debt pp. 1-19 Downloads
Andy C.W. Chui, Chuck C.Y. Kwok and (Stephen) Zhou, Gaoguang
Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests pp. 20-36 Downloads
Wenjun Zhu, Chou-Wen Wang and Ken Seng Tan
Local bank competition and small business lending after the onset of the financial crisis pp. 37-51 Downloads
Jaakko Sääskilahti
Stock ownership guidelines for CEOs: Do they (not) meet expectations? pp. 52-71 Downloads
Bradley W. Benson, Qin Lian and Qiming Wang
Jump and variance risk premia in the S&P 500 pp. 72-83 Downloads
Maximilian Neumann, Marcel Prokopczuk and Chardin Wese Simen
Information stages in efficient markets pp. 84-94 Downloads
Farid AitSahlia and Joon-Hui Yoon
Do corporate policies follow a life-cycle? pp. 95-107 Downloads
Robert Faff, Wing Chun Kwok, Edward Podolski and George Wong
Multiperiod portfolio optimization with multiple risky assets and general transaction costs pp. 108-120 Downloads
Xiaoling Mei, Victor DeMiguel and Francisco J. Nogales

Volume 68, issue C, 2016

Financial development and the effectiveness of monetary policy pp. 1-11 Downloads
Yong Ma and Xingkai Lin
Why do traders choose dark markets? pp. 12-28 Downloads
Ryan Garvey, Tao Huang and Fei Wu
Credit and liquidity in interbank rates: A quadratic approach pp. 29-46 Downloads
Simon Dubecq, Alain Monfort, Jean-Paul Renne and Guillaume Roussellet
Out of sight, out of mind? On the risk of sub-custodian structures pp. 47-56 Downloads
Thomas Droll, Natalia Podlich and Michael Wedow
Profit shifting and tax response of multinational banks pp. 57-68 Downloads
Julia Merz and Michael Overesch
Voluntary disclosure of corporate venture capital investments pp. 69-83 Downloads
Abdulkadir Mohamed and Armin Schwienbacher
Pricing effects when competitors arrive: The case of discount certificates in Germany pp. 84-99 Downloads
Andrea Schertler
The impact of news articles and corporate disclosure on credit risk valuation pp. 100-116 Downloads
Feng-Tse Tsai, Hsin-Min Lu and Mao-Wei Hung
Foster–Hart optimal portfolios pp. 117-130 Downloads
Abhinav Anand, Tiantian Li, Tetsuo Kurosaki and Young Shin Kim
Earnings management, capital structure, and the role of institutional environments pp. 131-152 Downloads
Zhe An, Donghui Li and Jin Yu
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality? pp. 153-161 Downloads
Zangina Isshaq and Robert Faff
An index-based measure of liquidity pp. 162-178 Downloads
George Chacko, Sanjiv Das and Rong Fan
Financial constraints and international trade with endogenous mode of competition pp. 179-194 Downloads
Antoine Bouët and Anne-Gaël Vaubourg
How does pricing affect investors’ product choice? Evidence from the market for discount certificates pp. 195-215 Downloads
Oliver Entrop, Georg Fischer, Michael McKenzie, Marco Wilkens and Christoph Winkler
TARP and the long-term perception of risk pp. 216-235 Downloads
Elias Semaan and Pamela Peterson Drake
Long-term industry reversals pp. 236-250 Downloads
Yuliang Wu and Khelifa Mazouz
The social costs and benefits of too-big-to-fail banks: A “bounding” exercise pp. 251-265 Downloads
John H. Boyd and Amanda Heitz
On stability of operational risk estimates by LDA: From causes to approaches pp. 266-278 Downloads
Xiaoping Zhou, Antonina V. Durfee and Frank J. Fabozzi

Volume 67, issue C, 2016

Currency momentum, carry trade, and market illiquidity pp. 1-11 Downloads
Vitaly Orlov
Early-stage entrepreneurial financing: A signaling perspective pp. 12-22 Downloads
Jin-Hyuk Kim and Liad Wagman
Effect of the Basel Accord capital requirements on the loan-loss provisioning practices of Australian banks pp. 23-36 Downloads
James R. Cummings and Kassim J. Durrani
Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession pp. 37-52 Downloads
Hylton Hollander and Guangling Liu
Family control and loan collateral: Evidence from China pp. 53-68 Downloads
Xiaofei Pan and Gary Gang Tian
The effect of social screening on bond mutual fund performance pp. 69-84 Downloads
Hans-Martin Henke
Evaluating the robustness of UK term structure decompositions using linear regression methods pp. 85-102 Downloads
Sheheryar Malik and Andrew Meldrum
What do asset prices have to say about risk appetite and uncertainty? pp. 103-118 Downloads
Geert Bekaert and Marie Hoerova
Systematic multi-period stress scenarios with an application to CCP risk management pp. 119-134 Downloads
Alan De Genaro
Estimating the risk-return trade-off with overlapping data inference pp. 135-145 Downloads
Esben Hedegaard and Robert Hodrick

Volume 66, issue C, 2016

Financial distress and the Malaysian dual baking system: A dynamic slacks approach pp. 1-18 Downloads
Peter Wanke, Md. Abul Kalam Azad and Carlos Pestana Barros
Pricing and hedging of derivatives in contagious markets pp. 19-34 Downloads
Thomas Kokholm
The determinants of global bank lending: Evidence from bilateral cross-country data pp. 35-52 Downloads
Uluc Aysun and Ralf Hepp
Seasonal Stochastic Volatility: Implications for the pricing of commodity options pp. 53-65 Downloads
Juan Arismendi Zambrano, Janis Back, Marcel Prokopczuk, Raphael Paschke and Markus Rudolf
Multiple blockholders, power, and firm value pp. 66-78 Downloads
Nilanjan Basu, Imants Paeglis and Mohammad Rahnamaei
The level effect of bank lending standards on business lending pp. 79-88 Downloads
Koen van der Veer and Marco M. Hoeberichts
Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests pp. 89-101 Downloads
Taufiq Choudhry, Fotios I. Papadimitriou and Sarosh Shabi
Does deposit insurance retard the development of non-bank financial markets? pp. 102-125 Downloads
Mikael C. Bergbrant, Kaysia T. Campbell, Delroy M. Hunter and James E. Owers
Does the buck stop here? A comparison of withdrawals from money market mutual funds with floating and constant share prices pp. 126-142 Downloads
Jonathan Witmer
Do banks actively manage their liquidity? pp. 143-161 Downloads
Robert DeYoung and Karen Y. Jang
Page updated 2016-10-01