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Journal of Banking & Finance

1977 - 2015

Current editor(s): Ike Mathur

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

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Volume 54, issue C, 2015

Determinants of bank interest margins: Impact of maturity transformation pp. 1-19 Downloads
Oliver Entrop, Christoph Memmel, Benedikt Ruprecht and Marco Wilkens
Banking crises and the lender of last resort: How crucial is the role of information? pp. 20-29 Downloads
Hassan Naqvi
Does the value of cash holdings deteriorate or improve with material weaknesses in internal control over financial reporting? pp. 30-45 Downloads
Pinghsun Huang, Jun Guo, Tongshu Ma and Yan Zhang
Did Regulation Fair Disclosure affect credit markets? pp. 46-59 Downloads
Yutao Li, Anthony Saunders and Pei Shao
A parametric alternative to the Hill estimator for heavy-tailed distributions pp. 60-71 Downloads
Joseph H.T. Kim and Joocheol Kim
(How) has the market become more efficient? pp. 72-86 Downloads
Stephen Bertone, Imants Paeglis and Rahul Ravi
Which financial stocks did short sellers target in the subprime crisis? pp. 87-103 Downloads
Iftekhar Hasan, Nadia Massoud, Anthony Saunders and Keke Song
The price of liquidity: CD rates charged by money market funds pp. 104-114 Downloads
Matthew D. Whitledge and Drew B. Winters
CEO entrenchment and corporate liquidity management pp. 115-128 Downloads
Elyas Elyasiani and Ling Zhang
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates pp. 129-140 Downloads
Karl Friedrich Siburg, Pavel Stoimenov and Gregor N.F. Weiß
The effects of employee stock option plans on operating performance in Chinese firms pp. 141-159 Downloads
Hongyan Fang, John R. Nofsinger and Juan Quan
Teaching teenagers in finance: Does it work? pp. 160-174 Downloads
Melanie Lührmann, Marta Serra-Garcia and Joachim Winter
Mixture pair-copula-constructions pp. 175-191 Downloads
Gregor N.F. Weiß and Marcus Scheffer
Flight to liquidity and the Great Recession pp. 192-207 Downloads
Sören Radde
An investigation of credit borrower concentration pp. 208-221 Downloads
Pingui Rao, Heng Yue and Jigao Zhu
The resolution of failed banks during the crisis: Acquirer performance and FDIC guarantees, 2008–2013 pp. 222-238 Downloads
Arnold R. Cowan and Valentina Salotti
A comparison of the information in the LIBOR and CMT term structures of interest rates pp. 239-253 Downloads
Robert Brooks, Brandon N. Cline and Walter Enders
Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models pp. 254-265 Downloads
Ansgar Belke and Joscha Beckmann
Commonality in hedge fund returns: Driving factors and implications pp. 266-280 Downloads
Matthieu Bussiere, Marie Hoerova and Benjamin Klaus

Volume 53, issue C, 2015

The certification value of private debt renegotiation and the design of financial contracts: Empirical evidence from Europe pp. 1-17 Downloads
Christophe J. Godlewski
Commodity prices and BRIC and G3 liquidity: A SFAVEC approach pp. 18-33 Downloads
Ronald Ratti and Joaquin Vespignani
Pricing currency derivatives under the benchmark approach pp. 34-48 Downloads
Jan Baldeaux, Martino Grasselli and Eckhard Platen
Model uncertainty and systematic risk in US banking pp. 49-66 Downloads
Lieven Baele, Valerie De Bruyckere, Olivier De Jonghe and Rudi Vander Vennet
Local IPOs, local delistings, and the firm location premium pp. 67-83 Downloads
Giulia Baschieri, Andrea Carosi and Stefano Mengoli
In search of robust methods for dynamic panel data models in empirical corporate finance pp. 84-98 Downloads
Viet Dang, Minjoo Kim and Yongcheol Shin
The role of interbank relationships and liquidity needs pp. 99-111 Downloads
Ben R. Craig, Falko Fecht and Günseli Tümer-Alkan
Can regulators allow banks to set their own capital ratios? pp. 112-123 Downloads
Lara Cathcart, Lina El-Jahel and Ravel Jabbour
The costs and benefits of short sale disclosure pp. 124-139 Downloads
Truong X. Duong, Zsuzsa R. Huszár and Takeshi Yamada
Profitability of time series momentum pp. 140-157 Downloads
Xuezhong He and Kai Li
Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals pp. 158-178 Downloads
Bertrand Tavin
Barrier style contracts under Lévy processes: An alternative approach pp. 179-187 Downloads
José Fajardo
Earnings baths by CEOs during turnovers: empirical evidence from German savings banks pp. 188-201 Downloads
Sven Bornemann, Thomas Kick, Andreas Pfingsten and Andrea Schertler
Board diversity and its effects on bank performance: An international analysis pp. 202-214 Downloads
Emma García-Meca, Isabel-María García-Sánchez and Jennifer Martínez-Ferrero
Venture capital exits in domestic and cross-border investments pp. 215-232 Downloads
Susanne Espenlaub, Arif Khurshed and Abdulkadir Mohamed
Has the financial system become safer after the crisis? The changing nature of financial institution risk pp. 233-248 Downloads
Paul Calluzzo and Gang Nathan Dong
Credit rationing and relationship lending. Does firm size matter? pp. 249-265 Downloads
Stefano Cenni, Stefano Monferrà, Valentina Salotti, Marco Sangiorgi and Giuseppe Torluccio
Basel III leverage ratio requirement and the probability of bank runs pp. 266-277 Downloads
Jean Dermine

Volume 52, issue C, 2015

Do mutual funds herd in industries? pp. 1-16 Downloads
Umut Celiker, Jaideep Chowdhury and Gokhan Sonaer
Why do options prices predict stock returns? Evidence from analyst tipping pp. 17-28 Downloads
Tse-Chun Lin and Xiaolong Lu
Counterparty risk for CDS: Default clustering effects pp. 29-42 Downloads
Lijun Bo and Agostino Capponi
Credit default swaps and the market for sovereign debt pp. 43-61 Downloads
Iuliana Ismailescu and Blake Phillips
Is volatility clustering of asset returns asymmetric? pp. 62-76 Downloads
Cathy Ning, Dinghai Xu and Tony S. Wirjanto
Uninsured deposits as a monitoring device: Their impact on bond yields of banks pp. 77-88 Downloads
Emmanuel Alanis, Hamid Beladi and Margot Quijano
Variable selection and corporate bankruptcy forecasts pp. 89-100 Downloads
Shaonan Tian, Yan Yu and Hui Guo
Unconventional monetary policy had large international effects pp. 101-111 Downloads
Christopher Neely
Financial distress, outside directors and corporate tax aggressiveness spanning the global financial crisis: An empirical analysis pp. 112-129 Downloads
Grant Richardson, Roman Lanis and Grantley Taylor
Dynamic technical and allocative efficiencies in European banking pp. 130-139 Downloads
Efthymios G. Tsionas, A. George Assaf and Roman Matousek
Capital requirements for over-the-counter derivatives central counterparties pp. 140-155 Downloads
Li Lin and Jay Surti
Bailout uncertainty in a microfounded general equilibrium model of the financial system pp. 160-179 Downloads
Alex Cukierman and Yehuda Izhakian
Don’t Stand So Close to Me: The role of supervisory style in banking stability pp. 180-188 Downloads
Alessandro Carretta, Vincenzo Farina, Franco Fiordelisi, Paola Schwizer and Francesco Saverio Stentella Lopes
Exclusion, competition, and regulation in the retail loan market pp. 189-198 Downloads
Arie Melnik and Oz Shy
Shareholder value creation in Japanese banking pp. 199-207 Downloads
Nemanja Radić
Bank performance and convergence during the financial crisis: Evidence from the ‘old’ European Union and Eurozone pp. 208-216 Downloads
Roman Matousek, Aarti Rughoo, Nicholas Sarantis and A. George Assaf
The performance of US equity mutual funds pp. 217-229 Downloads
Vassilios Babalos, Emmanuel Mamatzakis and Roman Matousek
Analyzing Federal Reserve asset purchases: From whom does the Fed buy? pp. 230-244 Downloads
Seth Carpenter, Selva Demiralp, Jane Ihrig and Elizabeth Klee
The impact of monetary policy announcements on the stock price of large European banks during the financial crisis pp. 245-255 Downloads
Ornella Ricci
Rate fears gauges and the dynamics of fixed income and equity volatilities pp. 256-265 Downloads
Antonio Mele, Yoshiki Obayashi and Catherine Shalen
Institutional failure or market failure? pp. 266-280 Downloads
Ike Mathur and Isaac Marcelin
Page updated 2015-05-26