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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 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
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