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Journal of Banking & Finance

1977 - 2018

Current editor(s): Ike Mathur

From Elsevier
Series data maintained by Dana Niculescu ().

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Volume 24, issue 12, 2000

Is there a tradeoff between bank competition and financial fragility? pp. 1853-1873 Downloads
Erkki Koskela and Rune Stenbacka
The effect of market segmentation on stock prices: The China syndrome pp. 1875-1902 Downloads
Qian Sun and Wilson H. S. Tong
A synthetic factor approach to the estimation of value-at-risk of a portfolio of interest rate swaps pp. 1903-1932 Downloads
Cindy I. Niffikeer, Robin D. Hewins and Richard B. Flavell
Equity markets and growth: Cross-country evidence on timing and outcomes, 1980-1995 pp. 1933-1957 Downloads
Peter Rousseau and P. Wachtel
Ownership, managerial control and the governance of companies listed on the Brussels stock exchange pp. 1959-1995 Downloads
Luc Renneboog
Capital Markets in Central and Eastern Europe, Christian Helmenstein; Edward Elgar Publishing Ltd., Cheltenham, UK and Northampton, MA, USA, 1999 ($100) pp. 1997-1999 Downloads
Matej Blasko

Volume 24, issue 11, 2000

How did bank holding companies prosper in the 1990s? pp. 1703-1745 Downloads
Kevin Stiroh
Investment opportunities, free cash flow and market reaction to international joint ventures pp. 1747-1765 Downloads
Sheng-Syan Chen, Kim Wai Ho, Cheng-few Lee and Gillian H. H. Yeo
The components of bid-ask spreads on the London Stock Exchange pp. 1767-1785 Downloads
Kojo Menyah and Krishna Paudyal
The effect of captive insurer formation on stock returns: An empirical test from the UK pp. 1787-1807 Downloads
Mike Adams and David Hillier
Valuation of adjustable rate mortgages with automatic stretching maturity pp. 1809-1829 Downloads
Ying-Foon Chow, Charles Huang and Ming Liu
Asymmetric information, dividend reductions, and contagion effects in bank stock returns pp. 1831-1848 Downloads
Wolfgang Bessler and Tom Nohel
Erratum to "Default risk and optimal debt management" [Journal of Banking and Finance 24 (6) 861-891] pp. 1849-1852 Downloads
Francesco Drudi and Raffaela Giordano

Volume 24, issue 10, 2000

A word of caution on calculating market-based minimum capital risk requirements pp. 1557-1574 Downloads
Chris Brooks, A. D. Clare and G. Persand
Political elections and the resolution of uncertainty: The international evidence pp. 1575-1604 Downloads
Christos Pantzalis, David A. Stangeland and Harry J. Turtle
Efficiency and risk in Japanese banking pp. 1605-1628 Downloads
Yener Altunbas, Ming-Hua Liu, Philip Molyneux and Rama Seth
Effects of the affiliation of banking and commerce on the firm's investment and the bank's risk pp. 1629-1650 Downloads
Sangkyun Park
An examination of herd behavior in equity markets: An international perspective pp. 1651-1679 Downloads
Eric C. Chang, Joseph W. Cheng and Ajay Khorana
Valuing the strategic option to sell life insurance business: Theory and evidence pp. 1681-1702 Downloads
Paul J. M. Klumpes and Mark Shackleton

Volume 24, issue 9, 2000

The risk of foreign currency contingent claims at US commercial banks pp. 1399-1417 Downloads
Mukesh K. Chaudhry, Rohan Christie-David, Timothy W. Koch and Alan K. Reichert
An empirical test of agency cost reduction using interest rate swaps pp. 1419-1431 Downloads
Joel T. Harper and John R. Wingender
After-tax term structures of real interest rates: Inferences from the UK linked and non-linked gilt markets pp. 1433-1455 Downloads
Andrew R. Aziz and Eliezer Z. Prisman
Diversification and the value of internal capital markets: The case of tracking stock pp. 1457-1490 Downloads
Matthew T. Billett and David C. Mauer
Changes in systematic risk following global equity issuance pp. 1491-1514 Downloads
Latha Ramchand and Pricha Sethapakdi
The impact of deregulation on price and non-price competition in the Portuguese deposits market pp. 1515-1533 Downloads
Paulo Soares de Pinho
Expectations and learning in Iowa pp. 1535-1555 Downloads
Oleg Bondarenko and Peter Bossaerts

Volume 24, issue 8, 2000

A critique on the theory of financial intermediation pp. 1243-1251 Downloads
Bert Scholtens and Dick van Wensveen
Do constraints improve portfolio performance? pp. 1253-1274 Downloads
Robert R. Grauer and Frederick C. Shen
Trading volume and autocorrelation: Empirical evidence from the Stockholm Stock Exchange pp. 1275-1287 Downloads
Patrik Safvenblad
SETS, arbitrage activity, and stock price dynamics pp. 1289-1306 Downloads
Nick Taylor, Dick van Dijk, Philip Hans Franses and Andre Lucas
Information-signaling and competitive effects of foreign acquisitions in the US pp. 1307-1321 Downloads
Aigbe Akhigbe and Anna D. Martin
An exploratory analysis of the order book, and order flow and execution on the Saudi stock market pp. 1323-1357 Downloads
Mohammad Al-Suhaibani and Lawrence Kryzanowski
Price transmission dynamics between ADRs and their underlying foreign securities pp. 1359-1382 Downloads
Minho Kim, Andrew C. Szakmary and Ike Mathur
Corporate control, bank risk taking, and the health of the banking industry pp. 1383-1398 Downloads
Ronald C. Anderson and Donald R. Fraser

Volume 24, issue 7, 2000

From value at risk to stress testing: The extreme value approach pp. 1097-1130 Downloads
Francois M. Longin
Value at risk models for Dutch bond portfolios pp. 1131-1154 Downloads
Peter Vlaar
Compensation vouchers and equity markets: Evidence from Hungary pp. 1155-1178 Downloads
Rodney M. Chun
Why are bank profits so persistent? The roles of product market competition, informational opacity, and regional/macroeconomic shocks pp. 1203-1235 Downloads
Allen Berger, Seth D. Bonime, Daniel M. Covitz and Diana Hancock

Volume 24, issue 6, 2000

Mergers and shareholder wealth in European banking pp. 831-859 Downloads
Alberto Cybo-Ottone and Maurizio Murgia
Default risk and optimal debt management pp. 861-891 Downloads
Francesco Drudi and Raffaela Giordano
"The first shall be last". Size and value strategy premia at the London Stock Exchange pp. 893-919 Downloads
Michele Bagella, Leonardo Becchetti and Andrea Carpentieri
Fiscal policy, debt management and exchange rate credibility: Lessons from the recent Italian experience pp. 921-943 Downloads
Amedeo Amato and Marco Tronzano
Is there an optimal size for the financial sector? pp. 945-965 Downloads
Anthony M. Santomero and John Seater
Bank competition and ECB's monetary policy pp. 967-983 Downloads
Fabio Bagliano, Alberto Dalmazzo and Giancarlo Marini
How the environment determines banking efficiency: A comparison between French and Spanish industries pp. 985-1004 Downloads
Michel Dietsch and Ana Lozano-Vivas
Regionalisation versus globalisation in European financial market integration: Evidence from co-integration analyses pp. 1005-1043 Downloads
Stefanie Kleimeier and Harald Sander
Competition, contestability and market structure in European banking sectors on the eve of EMU pp. 1045-1066 Downloads
Olivier de Bandt and E Davis
Bank-firm relationships and allocative efficiency in Northeastern and Central Italy and in the South pp. 1067-1095 Downloads
Giovanni Ferri and Marcello Messori

Volume 24, issue 5, 2000

Does the Fed beat the foreign-exchange market? pp. 665-694 Downloads
R. J. Sweeney
A note on nonstationarity, structural breaks, and the Fisher effect pp. 695-707 Downloads
Dimitrios Malliaropulos
Determinants of bank growth choice pp. 709-734 Downloads
Ken B. Cyree, James W. Wansley and Thomas P. Boehm
Cross- and delta-hedges: Regression- versus price-based hedge ratios pp. 735-757 Downloads
Piet Sercu and Xueping Wu
Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets pp. 759-785 Downloads
Soosung Hwang and Stephen E. Satchell
Efficiency tests in the French derivatives market pp. 787-807 Downloads
Chun I. Lee, Kimberly C. Gleason and Ike Mathur
Strategic competition in retail banking under expense preference behavior pp. 809-824 Downloads
Pedro Purroy and Vicente Salas
Corporate Governance and Financial Performance: A Study of German and UK Initial Public Offerings; Marc Goergen; Edward Elgar; Cheltenham; 1998; 183 pages ($80) pp. 825-827 Downloads
Angela Morgan
Real Options: Managing Strategic Investment in an Uncertain World; Martha Amram, Nalin Kulatilaka; Harvard Business School Press, Boston, MA; 1999; 246 pages ($35.00) pp. 828-829 Downloads
Tom Arnold

Volume 24, issue 4, 2000

Financial system development in transition economies pp. 507-524 Downloads
Niels Hermes and Robert Lensink
Financial regulation and financial system architecture in Central Europe pp. 525-553 Downloads
Bert Scholtens
Regulation of the Warsaw Stock Exchange: The portfolio allocation problem pp. 555-576 Downloads
Wojciech Charemza and Ewa Majerowska
Regulatory lessons for emerging stock markets from a century of evidence on transactions costs and share price volatility in the London Stock Exchange pp. 577-601 Downloads
Christopher Green, Paolo Maggioni and Victor Murinde
Winners and losers from the introduction of continuous variable price trading: Evidence from the Riga Stock Exchange pp. 603-624 Downloads
Joseph Kairys, Raimonds Kruza and Ritvars Kumpins
Avoiding bank runs in transition economies: The role of risk neutral capital pp. 625-642 Downloads
Shubhashis Gangopadhyay and Gurbachan Singh
Does central bank independence really matter?: New evidence for developing countries using a new indicator pp. 643-664 Downloads
Jakob de Haan and Willem J. Kooi

Volume 24, issue 3, 2000

Interest-rate derivatives and bank lending pp. 353-379 Downloads
Elijah Brewer , Bernadette A. Minton and James Moser
Insider trading and the voluntary disclosure of information by firms pp. 395-425 Downloads
Ranga Narayanan
Operating leases and the assessment of lease-debt substitutability pp. 427-470 Downloads
Vivien Beattie, Alan Goodacre and Sarah Thomson

Volume 24, issue 1-2, 2000

Regulatory implications of credit risk modelling pp. 1-14 Downloads
Patricia Jackson and William Perraudin
Policy implications of the Federal Reserve study of credit risk models at major US banking institutions pp. 15-33 Downloads
John J. Mingo
Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues pp. 35-58 Downloads
David Jones
A comparative analysis of current credit risk models pp. 59-117 Downloads
Michel Crouhy, Dan Galai and Robert Mark
A comparative anatomy of credit risk models pp. 119-149 Downloads
Michael Gordy
Evaluating credit risk models pp. 151-165 Downloads
Jose Lopez and Marc R. Saidenberg
Credit risk rating systems at large US banks pp. 167-201 Downloads
William F. Treacy and Mark Carey
Stability of rating transitions pp. 203-227 Downloads
Pamela Nickell, William Perraudin and Simone Varotto
Default rates in the syndicated bank loan market: A mortality analysis pp. 229-253 Downloads
Edward I. Altman and Heather J. Suggitt
A comparative study of structural models of corporate bond yields: An exploratory investigation pp. 255-269 Downloads
Ronald Anderson and Suresh Sundaresan
The intersection of market and credit risk pp. 271-299 Downloads
Robert Jarrow and Stuart M. Turnbull
Default risk in a market model pp. 301-327 Downloads
Christopher Lotz and Lutz Schlogl
Determination of the adequate capital for default protection under the one-factor Gaussian term structure model pp. 329-352 Downloads
Daisuke Nakazato
Page updated 2017-11-22