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Journal of Banking & Finance

1977 - 2019

Current editor(s): Ike Mathur

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

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Volume 49, issue C, 2014

Risk allocation under liquidity constraints pp. 1-9 Downloads
Péter Csóka and P. Jean-Jacques Herings
Bank risk and national governance in Asia pp. 10-26 Downloads
Barry Williams
Finding the core: Network structure in interbank markets pp. 27-40 Downloads
in ’t Veld, Daan and Iman Lelyveld
Credit spread changes within switching regimes pp. 41-55 Downloads
Olfa Maalaoui Chun, Georges Dionne and Pascal François
Institutions and the turn-of-the-year effect: Evidence from actual institutional trades pp. 56-68 Downloads
Andrew Lynch, Andy Puckett and Yan, Xuemin (Sterling)
The q-theory explanation for the external financing effect: New evidence pp. 69-81 Downloads
Yuan Huang, F.Y. Eric C. Lam and K.C. John Wei
The dynamics of hedge fund share restrictions pp. 82-99 Downloads
Xin Hong
Credit rating dynamics and competition pp. 100-112 Downloads
Stefan Hirth
Central bank liquidity provision and collateral quality pp. 113-130 Downloads
Francois Koulischer and Daan Struyven
Mutual fund herding in response to hedge fund herding and the impacts on stock prices pp. 131-148 Downloads
Yawen Jiao and Pengfei Ye
The poor are twice cursed: Wealth inequality and inefficient credit market pp. 149-159 Downloads
Giuseppe Coco and Giuseppe Pignataro
Homeownership, informality and the transmission of monetary policy pp. 160-168 Downloads
Ceyhun Elgin and Burak Uras
Financial fragility in the Great Moderation pp. 169-177 Downloads
Dirk Bezemer and Maria Grydaki
What types of banks profit most from fees charged? A cross-country examination of bank-specific and country-level determinants pp. 178-190 Downloads
David Tennant and Richard Sutherland
Time-varying expected momentum profits pp. 191-215 Downloads
Dongcheol Kim, Tai-Yong Roh, Byoung-Kyu Min and Suk-Joon Byun
Unobserved systematic risk factor and default prediction pp. 216-227 Downloads
Min Qi, Xiaofei Zhang and Xinlei Zhao
Informed trading before positive vs. negative earnings surprises pp. 228-241 Downloads
Tae-Jun Park, Youngjoo Lee and Song, Kyojik “Roy”
Estimating the distribution of total default losses on the Spanish financial system pp. 242-261 Downloads
García-Céspedes, Rubén and Manuel Moreno
Options resilience during extreme volatility: Evidence from the market events of May 2010 pp. 262-274 Downloads
Nusret Cakici, Gautam Goswami and Sinan Tan
News sentiment in the gold futures market pp. 275-286 Downloads
Lee Smales
Stress testing interest rate risk exposure pp. 287-301 Downloads
Azamat Abdymomunov and Jeffrey Gerlach
The impact of economic news on bond prices: Evidence from the MTS platform pp. 302-322 Downloads
Paola Paiardini
Macroprudential and monetary policies: Implications for financial stability and welfare pp. 326-336 Downloads
Margarita Rubio and José Carrasco-Gallego
House prices, capital inflows and macroprudential policy pp. 337-355 Downloads
Caterina Mendicino and Maria Teresa Punzi
Does competition influence the bank lending channel in the euro area? pp. 356-366 Downloads
Zuzana Fungáčová, Laura Solanko and Laurent Weill
The great entanglement: The contagious capacity of the international banking network just before the 2008 crisis pp. 367-385 Downloads
Rodney Garratt, Lavan Mahadeva and Katsiaryna Svirydzenka
Ex-ante implications of sovereign default pp. 386-397 Downloads
Samreen Malik
Semiparametric estimation of multi-asset portfolio tail risk pp. 398-408 Downloads
Alexandra Dias
Reprint of: The impact of enterprise risk management on the marginal cost of reducing risk: Evidence from the insurance industry pp. 409-423 Downloads
David L. Eckles, Robert E. Hoyt and Steve M. Miller
Sell-side analysts’ career concerns during banking stresses pp. 424-441 Downloads
Ingmar Nolte, Sandra Nolte (Lechner) and Michalis Vasios
The influence of buy-side analysts on mutual fund trading pp. 442-458 Downloads
Stefan Frey and Patrick Herbst
Forecasting US recessions: The role of sentiment pp. 459-468 Downloads
Charlotte Christiansen, Jonas Eriksen and Stig Vinther Møller
The determinants of international equity investment: Do they differ between institutional and noninstitutional investors? pp. 469-482 Downloads
Vanda Roque and Maria Céu Cortez
A novel equity valuation and capital allocation model for use by long-term value-investors pp. 483-494 Downloads
Myuran Rajaratnam, Bala Rajaratnam and Kanshukan Rajaratnam
Does bank market power affect SME financing constraints? pp. 495-505 Downloads
Robert Ryan, O’Toole, Conor M. and Fergal McCann
Trademarking status and economic efficiency among commercial banks: Some evidence for the UK pp. 506-514 Downloads
Meryem Duygun, Vania Sena and Mohamed Shaban
Correlated bank runs, interbank markets and reserve requirements pp. 515-533 Downloads
Carlos Cañón and Paula Margaretic
CEO duality and firm performance: Evidence from an exogenous shock to the competitive environment pp. 534-552 Downloads
Tina Yang and Shan Zhao
Integrating corporate ownership and pension fund structures: A general equilibrium approach pp. 553-569 Downloads
M. Shahid Ebrahim, Ike Mathur and Rhys ap Gwilym

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 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
Page updated 2019-03-21