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Journal of Banking & Finance

1977 - 2017

Current editor(s): Ike Mathur

From Elsevier
Series data maintained by Dana Niculescu ().

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Volume 28, issue 12, 2004

Market- vs. bank-based financial systems: Do rights and regulations really matter? pp. 2869-2887 Downloads
Ozgur Ergungor
The unintended consequences of grouping in tests of asset pricing models pp. 2889-2914 Downloads
Robert R. Grauer and John Janmaat
On the way to recovery: A nonparametric bias free estimation of recovery rate densities pp. 2915-2931 Downloads
Olivier Renault and Olivier Scaillet
An analysis of IMF-induced moral hazard pp. 2933-2956 Downloads
Barbara Dobeli and Paolo Vanini
Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects pp. 2957-2980 Downloads
Carol Alexander
Penny pricing and the components of spread and depth changes pp. 2981-3007 Downloads
Kee H. Chung, Charlie Charoenwong and David K. Ding
Cyclical correlations, credit contagion, and portfolio losses pp. 3009-3036 Downloads
Kay Giesecke and Stefan Weber
Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico pp. 3037-3054 Downloads
Maosen Zhong, Ali F. Darrat and Rafael Otero
A note on the expectations hypothesis at the founding of the Fed pp. 3055-3068 Downloads
Clemens Kool and Daniel Thornton
The impact of CRA agreements on community banks pp. 3069-3095 Downloads
Raphael W. Bostic and Breck L. Robinson
Debtor-in-possession financing pp. 3097-3111 Downloads
Sris Chatterjee, Upinder S. Dhillon and Gabriel Ramirez
The effect of organizational structure on efficiency: Evidence from the Spanish insurance industry pp. 3113-3150 Downloads
John Cummins, Maria Rubio-Misas and Hongmin Zi
Underpricing and aftermarket performance of American depositary receipts (ADR) IPOs pp. 3151-3186 Downloads
Demissew Diro Ejara and Chinmoy Ghosh

Volume 28, issue 11, 2004

An introduction to recent research on credit ratings pp. 2565-2573 Downloads
Richard Cantor
Confidence sets for continuous-time rating transition probabilities pp. 2575-2602 Downloads
Jens Christensen, Ernst Hansen and David Lando
Measurement, estimation and comparison of credit migration matrices pp. 2603-2639 Downloads
Yusuf Jafry and Til Schuermann
Are credit ratings procyclical? pp. 2641-2677 Downloads
Jeffery D. Amato and Craig H. Furfine
How rating agencies achieve rating stability pp. 2679-2714 Downloads
Edward I. Altman and Herbert A. Rijken
Ratings versus market-based measures of default risk in portfolio governance pp. 2715-2746 Downloads
Gunter Loffler
Factors affecting the valuation of corporate bonds pp. 2747-2767 Downloads
Edwin J. Elton, Martin J. Gruber, Deepak Agrawal and Christopher Mann
On the consistency of ratings and bond market yields pp. 2769-2788 Downloads
William Perraudin and Alex P. Taylor
The relationship between credit default swap spreads, bond yields, and credit rating announcements pp. 2789-2811 Downloads
John Hull, Mirela Predescu and Alan White
Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements pp. 2813-2843 Downloads
Lars Norden and Martin Weber
Rating the rating agencies: Anticipating currency crises or debt crises? pp. 2845-2867 Downloads
Amadou Sy

Volume 28, issue 10, 2004

Governance mechanisms in Spanish banks. Does ownership matter? pp. 2311-2330 Downloads
Rafel Crespi, Miguel Garcia-Cestona and Vicente Salas
Do some lenders have information advantages? Evidence from Japanese credit market data pp. 2331-2351 Downloads
G. Hwan Shin and James W. Kolari
Predicting bank performance with financial forecasts: A case of Taiwan commercial banks pp. 2353-2368 Downloads
Chiang Kao and Shiang-Tai Liu
Does poor legal enforcement make households credit-constrained? pp. 2369-2397 Downloads
Daniela Fabbri and Mario Padula
Banks as delegated risk managers pp. 2399-2426 Downloads
Hendrik Hakenes
Determining management behaviour in European banking pp. 2427-2460 Downloads
Jonathan Williams
Do government-linked companies underperform? pp. 2461-2492 Downloads
Fang Feng, Qian Sun and Wilson H. S. Tong
Consolidation and efficiency in the financial sector: A review of the international evidence pp. 2493-2519 Downloads
Dean Amel, Colleen Barnes, Fabio Panetta and Carmelo Salleo
Productivity change in European banking: A comparison of parametric and non-parametric approaches pp. 2521-2540 Downloads
Barbara Casu, Claudia Girardone and Philip Molyneux
Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models pp. 2541-2563 Downloads
Shiuyan Pong, Mark Shackleton, Stephen J. Taylor and Xinzhong Xu

Volume 28, issue 9, 2004

Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components pp. 2051-2075 Downloads
Ajay Patel and Gary Shoesmith
Cross-border bank mergers: What lures the rare animal? pp. 2077-2102 Downloads
Claudia Buch and Gayle DeLong
Corporate cash holdings: An empirical investigation of UK companies pp. 2103-2134 Downloads
Aydin Ozkan and Neslihan Ozkan
The demise of community banks? Local economic shocks are not to blame pp. 2135-2153 Downloads
Timothy J. Yeager
Volume autocorrelation, information, and investor trading pp. 2155-2174 Downloads
Vicentiu Covrig and Lilian Ng
New evidence on the Fed's productivity in providing payments services pp. 2175-2190 Downloads
R. Gilbert, David Wheelock and Paul Wilson
Collateral, type of lender and relationship banking as determinants of credit risk pp. 2191-2212 Downloads
Gabriel Jimenez and Jesús Saurina
Monitored financial equilibria pp. 2213-2235 Downloads
Dilip B. Madan
Political uncertainty and asset valuation: Evidence from business relocations in Canada pp. 2237-2258 Downloads
Dogan Tirtiroglu, Harjeet S. Bhabra and Ugur Lel
Factors explaining the interest margin in the banking sectors of the European Union pp. 2259-2281 Downloads
Joaquin Maudos and Juan Fernández de Guevara
The characteristics of individual analysts' forecasts in Europe pp. 2283-2309 Downloads
Guido Bolliger

Volume 28, issue 8, 2004

Franco Modigliani (1918-2003) pp. iii-vii Downloads
G. Szego
Simulation based stress tests of banks' regulatory capital adequacy pp. 1801-1824 Downloads
Samu Peura and Esa Jokivuolle
The impact of loan prepayment risk and deposit withdrawal risk on the optimal intermediation margin pp. 1825-1843 Downloads
Bryan Stanhouse and Duane Stock
Backtesting for risk-based regulatory capital pp. 1845-1865 Downloads
Jeroen Kerkhof and Bertrand Melenberg
Why are some mutual funds closed to new investors? pp. 1867-1887 Downloads
Xinge Zhao
The competitive implications of multimarket bank branching pp. 1889-1914 Downloads
Timothy Hannan and Robin A. Prager
The cross-sectional determinants of inventory control and the subtle effects of ADRs pp. 1915-1933 Downloads
Oliver Hansch
Start-up investment with scarce venture capital support pp. 1935-1959 Downloads
Vesa Kanniainen and Christian Keuschnigg
Long-horizon regression tests of the theory of purchasing power parity pp. 1961-1985 Downloads
Apostolos Serletis and Periklis Gogas
Optimal consumption and investment strategies with stochastic interest rates pp. 1987-2013 Downloads
Claus Munk and Carsten Sorensen
Market interactions in returns and volatilities between spot and forward shipping freight markets pp. 2015-2049 Downloads
Manolis Kavussanos and Ilias D. Visvikis

Volume 28, issue 7, 2004

A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options pp. 1499-1520 Downloads
Nikolaos Panigirtzoglou and George Skiadopoulos
Correlated default with incomplete information pp. 1521-1545 Downloads
Kay Giesecke
Risk management of non-maturing liabilities pp. 1547-1568 Downloads
Michael Kalkbrener and Jan Willing
General equilibrium real and nominal interest rates pp. 1569-1595 Downloads
Abraham Lioui and Patrice Poncet
The number and the closeness of bank relationships pp. 1597-1615 Downloads
Joachim von Rheinbaben and Martin Ruckes
The implied reserves of the Bank Insurance Fund pp. 1617-1635 Downloads
Athanasios Episcopos
Information transmission between the NASDAQ and Asian second board markets pp. 1637-1670 Downloads
Bong-Soo Lee, Oliver Rui and Steven Shuye Wang
Scale economies, bank mergers, and electronic payments: A spline function approach pp. 1671-1696 Downloads
David B. Humphrey and Bent Vale
Foreign exchange exposure of exporting and importing firms pp. 1697-1710 Downloads
Mahesh D. Pritamani, Dilip K. Shome and Vijay Singal
Informed trading and order type pp. 1711-1743 Downloads
John Cooney and Richard W. Sias
Structural changes in volatility and stock market development: Evidence for Spain pp. 1745-1773 Downloads
Juncal Cuñado, Javier Gómez Biscarri and Fernando Pérez de Gracia
Foreign bank entry, deregulation and bank efficiency: Lessons from the Australian experience pp. 1775-1799 Downloads
Jan-Egbert Sturm and Barry Williams

Volume 28, issue 6, 2004

Information precision, transaction costs, and trading volume pp. 1207-1223 Downloads
Orie E. Barron and Jonathan Karpoff
Too much of a good incentive? The case of executive stock options pp. 1225-1245 Downloads
Yisong S. Tian
A study of the corporate governance of thrifts pp. 1247-1271 Downloads
Douglas O. Cook, Arthur Hogan and Robert Kieschnick
Location of trade, ownership restrictions, and market illiquidity: Examining Chinese A- and H-shares pp. 1273-1297 Downloads
Steven Shuye Wang and Li Jiang
Conditional funding costs of inflation-indexed and conventional government bonds pp. 1299-1318 Downloads
Andreas Reschreiter
Optimal liquidity management and bail-out policy in the banking industry pp. 1319-1335 Downloads
Staffan Ringbom, Oz Shy and Rune Stenbacka
Trading activity and price reversals in futures markets pp. 1337-1361 Downloads
Changyun Wang and Min Yu
Cross-country comparisons of efficiency: Evidence from the UK and Italian investment firms pp. 1363-1383 Downloads
Elena Beccalli
Conditional covariances and direct central bank interventions in the foreign exchange markets pp. 1385-1411 Downloads
Michel Beine
Cross-border acquisitions of US financial institutions: Impact of macroeconomic factors pp. 1413-1439 Downloads
Halil Kiymaz
Public information arrival and volatility of intraday stock returns pp. 1441-1467 Downloads
Petko S. Kalev, Wai-Man Liu, Peter K. Pham and Elvis Jarnecic
The cyclical behavior of optimal bank capital pp. 1469-1498 Downloads
Arturo Estrella

Volume 28, issue 5, 2004

The impact of negative cash flow and influential observations on investment-cash flow sensitivity estimates pp. 901-930 Downloads
George Allayannis and Abon Mozumdar
The medium-term aftermarket in high-tech IPOs: Patterns and implications pp. 931-950 Downloads
Sanjiv Jaggia and Satish Thosar
Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity pp. 951-978 Downloads
Joost Pennings and Philip Garcia
Stochastic optimal control, international finance and debt pp. 979-996 Downloads
Wendell H. Fleming and Jerome Stein
Credit derivatives with multiple debt issues pp. 997-1021 Downloads
Pascal Francois and Georges Hübner
Futures trading activity and predictable foreign exchange market movements pp. 1023-1041 Downloads
Changyun Wang
The market liquidity of DIAMONDS, Q's, and their underlying stocks pp. 1043-1067 Downloads
Shantaram P. Hegde and John McDermott
The impact of risk regulation on price dynamics pp. 1069-1087 Downloads
Jon Danielsson, Hyun Song Shin and Jean-Pierre Zigrand
Duration models and IRR management: A question of dimensions? pp. 1089-1110 Downloads
Gloria M. Soto
Do spin-offs really create value? The European case pp. 1111-1135 Downloads
Chris Veld and Yulia Veld-Merkoulova
Trading intensity, volatility, and arbitrage activity pp. 1137-1162 Downloads
Nick Taylor
Why firms use convertibles: A further test of the sequential-financing hypothesis pp. 1163-1183 Downloads
Shao-Chi Chang, Sheng-Syan Chen and Yichen Liu
Political news and stock prices: The case of Saddam Hussein contracts pp. 1185-1200 Downloads
Yakov Amihud and Avi Wohl

Volume 28, issue 4, 2004

Retail credit risk management and measurement: An introduction to the special issue pp. 721-725 Downloads
Mitchell Berlin and Loretta Mester
Issues in the credit risk modeling of retail markets pp. 727-752 Downloads
Linda Allen, Gayle DeLong and Anthony Saunders
Default correlation: An empirical investigation of a subprime lender pp. 753-771 Downloads
Adrian M. Cowan and Charles D. Cowan
Should SME exposures be treated as retail or corporate exposures? A comparative analysis of default probabilities and asset correlations in French and German SMEs pp. 773-788 Downloads
Michel Dietsch and Joël Petey
Economic and regulatory capital allocation for revolving retail exposures pp. 789-809 Downloads
Roberto Perli and William I. Nayda
Credit risk in the leasing industry pp. 811-833 Downloads
Mathias Schmit
Consumer credit scoring: Do situational circumstances matter? pp. 835-856 Downloads
Robert B. Avery, Paul S. Calem and Glenn B. Canner
Does reject inference really improve the performance of application scoring models? pp. 857-874 Downloads
Jonathan Crook and John Banasik
What is the value of recourse to asset-backed securities? A clinical study of credit card banks pp. 875-899 Downloads
Eric J. Higgins and Joseph R. Mason

Volume 28, issue 3, 2004

Stock markets, banks, and growth: Panel evidence pp. 423-442 Downloads
Thorsten Beck and Ross Levine
Are all Central Bank interventions created equal? An empirical investigation pp. 443-474 Downloads
Stephen Sapp
The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing? pp. 475-498 Downloads
Daniel Thornton
Effective duration of callable corporate bonds: Theory and evidence pp. 499-521 Downloads
Sudipto Sarkar and Gwangheon Hong
The determinants of positive long-term performance in strategic mergers: Corporate focus and cash pp. 523-552 Downloads
William L. Megginson, Angela Morgan and Lance Nail
The short-term effects of foreign bank entry on domestic bank behaviour: Does economic development matter? pp. 553-568 Downloads
Robert Lensink and Niels Hermes
Return reversals in the bond market: Evidence and causes pp. 569-593 Downloads
Kenneth Khang and Tao-Hsien Dolly King
Disequilibrium in the UK corporate loan market pp. 595-614 Downloads
Christina V. Atanasova and Nicholas Wilson
A note on foreigners' trading and price effects across firms pp. 615-632 Downloads
Magnus Dahlquist and Goran Robertsson
A model of the monetary sector with and without binding capital requirements pp. 633-646 Downloads
Kenneth J. Kopecky and David VanHoose
Risk-based capital requirements for mortgage loans pp. 647-672 Downloads
Paul S. Calem and Michael LaCour-Little
Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds pp. 673-694 Downloads
Richard Deaves
An anatomy of rating through the cycle pp. 695-720 Downloads
Gunter Loffler

Volume 28, issue 2, 2004

Editorial pp. 267-268 Downloads
Moshirian Fariborz
Financial services: Global perspectives pp. 269-276 Downloads
Fariborz Moshirian
Mutual holding companies: Evidence of conflicts of interest through disparate dividends pp. 277-298 Downloads
Kenneth A. Carow, Steven R. Cox and Dianne M. Roden
The integration of bank syndicated loan and junk bond markets pp. 299-329 Downloads
Hugh Thomas and Zhiqiang Wang
Risk management strategies for banks pp. 331-352 Downloads
Wolfgang Bauer and Marc Ryser
The propensity for local traders in futures markets to ride losses: Evidence of irrational or rational behavior? pp. 353-372 Downloads
Alex Frino, David Johnstone and Hui Zheng
Why markets should not necessarily reduce the tick size pp. 373-398 Downloads
David Bourghelle and Fany Declerck
Can bank be a source of contagion during the 1997 Asian crisis? pp. 399-421 Downloads
Chu-Sheng Tai

Volume 28, issue 1, 2004

Hedging with forwards and puts in complete and incomplete markets pp. 1-17 Downloads
Simon Z. Benninga and Casper M. Oosterhof
Risk management, capital structure and lending at banks pp. 19-43 Downloads
A. Sinan Cebenoyan and Philip E. Strahan
Time-varying excess returns on UK government bonds: A non-linear approach pp. 45-62 Downloads
Ilias Lekkos and Costas Milas
Trading costs, investor recognition and market response: An analysis of firms that move from the Amex (Nasdaq) to Nasdaq (Amex) pp. 63-83 Downloads
Yiuman Tse and Erik Devos
Have trading rule profits in the currency markets declined over time? pp. 85-105 Downloads
Dennis Olson
Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis pp. 107-128 Downloads
Roberto Pascual, Alvaro Escribano and Mikel Tapia
An essay on financial innovation: The case of instalment receipts pp. 129-156 Downloads
Narat Charupat and Eliezer Z. Prisman
The pricing of systematic liquidity risk: Empirical evidence from the US stock market pp. 157-178 Downloads
Rajna Gibson and Nicolas Mougeot
Strategic entry and market leadership in a two-player real options game pp. 179-201 Downloads
Mark Shackleton, Andrianos Tsekrekos and Rafal Wojakowski
Empirical evidence on payment media costs and switch points pp. 203-213 Downloads
Thijs ten Raa and Victoria Shestalova
Factors affecting bank risk taking: Evidence from Japan pp. 215-232 Downloads
Masaru Konishi and Yukihiro Yasuda
The national market impact of sovereign rating changes pp. 233-250 Downloads
Robert Brooks, Robert Faff, David Hillier and Joseph Hillier
Follow-on offerings pp. 251-264 Downloads
Joel T. Harper, Jarrod Johnston and Jeff Madura
International Finance and Open-Economy Macroeconomics: Gandolfo/Giancarlo. Springer-Verlag, New York, 2001. pp. xxiv + 613, $99 pp. 265-266 Downloads
Polly Reynolds Allen
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