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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 26, issue 12, 2002

Mergers and technical efficiency in Spanish savings banks: A stochastic distance function approach pp. 2231-2247 Downloads
Rafael A. Cuesta and Luis Orea
Monitoring by the financial press and forced CEO turnover pp. 2249-2276 Downloads
Kathleen A. Farrell and David A. Whidbee
Stock market volatility, excess returns, and the role of investor sentiment pp. 2277-2299 Downloads
Wayne Y. Lee, Christine X. Jiang and Daniel C. Indro
Using Bayesian variable selection methods to choose style factors in global stock return models pp. 2301-2325 Downloads
Anthony Hall, Soosung Hwang and Stephen E. Satchell
The growth of US credit unions pp. 2327-2356 Downloads
John Goddard, Donal G. McKillop and John Wilson
A note on the integrability of partial-equilibrium measures of the welfare costs of inflation pp. 2357-2363 Downloads
Rubens Cysne
Economies of scale in UK building societies: A re-appraisal using an entry/exit model pp. 2365-2382 Downloads
Leigh Drake and Richard Simper

Volume 26, issue 11, 2002

Monetary transmission and bank competition in the EMU pp. 2065-2075 Downloads
Robert Lensink and Elmer Sterken
Monetary policy and bank lending:: Evidence from German banking groups pp. 2077-2092 Downloads
Jan Kakes and Jan-Egbert Sturm
Evidence on the bank lending channel in Europe pp. 2093-2110 Downloads
Yener Altunbas, Otabek Fazylov and Philip Molyneux
Investment and monetary policy in the euro area pp. 2111-2129 Downloads
Benoit Mojon, Frank Smets and Philip Vermeulen
Modelling credit in the transmission mechanism of the United Kingdom pp. 2131-2154 Downloads
Alec Chrystal and Paul Mizen
Bank concentration and retail interest rates pp. 2155-2189 Downloads
Sandrine Corvoisier and Reint Gropp
Competition, concentration and their relationship: An empirical analysis of the banking industry pp. 2191-2214 Downloads
Jacob Bikker and Katharina Haaf
Competition in the Dutch consumer credit market pp. 2215-2229 Downloads
Linda A. Toolsema

Volume 26, issue 10, 2002

Conflict of interest in commercial bank security underwritings: Canadian evidence pp. 1935-1949 Downloads
Gregory M. Hebb and Donald R. Fraser
Explaining exchange rate risk in world stock markets: A panel approach pp. 1951-1972 Downloads
Dilip K. Patro, John K. Wald and Yangru Wu
Boards of directors, ownership, and regulation pp. 1973-1996 Downloads
James R. Booth, Marcia Millon Cornett and Hassan Tehranian
How do UK financial institutions really price their banking products? pp. 1997-2016 Downloads
Shelagh A. Heffernan
Information sharing, lending and defaults: Cross-country evidence pp. 2017-2045 Downloads
Tullio Jappelli and Marco Pagano
The effects of the introduction of the euro on the volatility of European stock markets pp. 2047-2064 Downloads
Claudio Morana and Andrea Beltratti

Volume 26, issue 9, 2002

Managing ethical risk: How investing in ethics adds value pp. 1697-1718 Downloads
Ralph Chami, Thomas Cosimano and Connel Fullenkamp
On trust as a commodity and on the grammar of trust pp. 1719-1766 Downloads
M. Khan
Trustworthiness and self-interest pp. 1767-1783 Downloads
Daniel M. Hausman
Trust and efficiency pp. 1785-1809 Downloads
Ralph Chami and Connel Fullenkamp
Is a moral disposition rewarded? pp. 1811-1820 Downloads
Herschel Grossman and Minseong Kim
Business ethics and organizational architecture pp. 1821-1835 Downloads
James A. Brickley, Clifford W. Smith and Jerold Zimmerman
Contractors as stakeholders: Reconciling stakeholder theory with the nexus-of-contracts firm pp. 1837-1852 Downloads
John R. Boatright
Ties that bind in business ethics: Social contracts and why they matter pp. 1853-1865 Downloads
Thomas Donaldson and Thomas W. Dunfee
The securities industry and the law pp. 1867-1888 Downloads
Larry Alan Bear and Maldonado-Bear, Rita
"Grand" corruption and the ethics of global business pp. 1889-1918 Downloads
Rose-Ackerman, Susan
Using deferred compensation to strengthen the ethics of financial regulation pp. 1919-1933 Downloads
Edward Kane

Volume 26, issue 8, 2002

Investigating the cost performance of UK credit unions using radial and non-radial efficiency measures pp. 1563-1591 Downloads
D. G. McKillop, J. C. Glass and C. Ferguson
Simultaneity bias in mortgage lending: A test of simultaneous equations models on bank-specific data pp. 1593-1613 Downloads
Mark C. Dawkins
The dynamic behavior of closed-end funds and its implication for pricing, forecasting, and trading pp. 1615-1643 Downloads
B. Philipp Kellerhals and Rainer Schobel
Global and local information asymmetries, illiquidity and SEC Rule 144A/Regulation S: The case of Indian GDRs pp. 1645-1673 Downloads
J. Michael Pinegar and R. Ravichandran
A conditional multifactor analysis of return momentum pp. 1675-1696 Downloads
Xueping Wu

Volume 26, issue 7, 2002

No more VaR (this is not a typo) pp. 1247-1251 Downloads
Giorgio P. Szego
Measures of risk pp. 1253-1272 Downloads
Giorgio Szego
The emperor has no clothes: Limits to risk modelling pp. 1273-1296 Downloads
Jon Danielsson
Pure jump Levy processes for asset price modelling pp. 1297-1316 Downloads
Helyette Geman
VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights pp. 1317-1334 Downloads
Rudiger Frey and Alexander J. McNeil
Saddlepoint approximation of CreditRisk+ pp. 1335-1353 Downloads
Michael Gordy
Tail estimation and mean-VaR portfolio selection in markets subject to financial instability pp. 1355-1382 Downloads
Giorgio Consigli
The estimation of transition matrices for sovereign credit ratings pp. 1383-1406 Downloads
Yen-Ting Hu, Rudiger Kiesel and William Perraudin
Incentives for effective risk management pp. 1407-1425 Downloads
Jon Danielsson, Bjorn Jorgensen and Casper de Vries
Subordinated debt, market discipline, and banks' risk taking pp. 1427-1441 Downloads
Jürg Blum
Conditional value-at-risk for general loss distributions pp. 1443-1471 Downloads
R. Tyrrell Rockafellar and Stanislav Uryasev
Putting order in risk measures pp. 1473-1486 Downloads
Marco Frittelli and Emanuela Rosazza Gianin
On the coherence of expected shortfall pp. 1487-1503 Downloads
Carlo Acerbi and Dirk Tasche
Spectral measures of risk: A coherent representation of subjective risk aversion pp. 1505-1518 Downloads
Carlo Acerbi
Expected shortfall and beyond pp. 1519-1533 Downloads
Dirk Tasche
CVaR models with selective hedging for international asset allocation pp. 1535-1561 Downloads
Nikolas Topaloglou, Hercules Vladimirou and Stavros Zenios

Volume 26, issue 6, 2002

Rational infinitely lived asset prices must be non-stationary pp. 1093-1097 Downloads
Richard Roll
Visibility of the compass rose in financial asset returns: A quantitative study pp. 1099-1111 Downloads
Huaiqing Wang and Chen Wang
Stock market linkages: Evidence from Latin America pp. 1113-1141 Downloads
Gong-meng Chen, Michael Firth and Oliver Rui
Pay at the executive suite: How do US banks compensate their top management teams? pp. 1143-1163 Downloads
James Ang, Beni Lauterbach and Ben Schreiber
The Canadian treasury bill auction and the term structure of interest rates pp. 1165-1179 Downloads
Lise Godbout, Paul Storer and Christian Zimmermann
The relations among asset risk, product risk, and capital in the life insurance industry pp. 1181-1197 Downloads
Etti G. Baranoff and Thomas W. Sager
Arbitrage bounds in markets with noisy prices and the puzzle of negative option prices implicit in bonds pp. 1199-1228 Downloads
Ioulia D. Ioffe
Dispersion measures as immunization risk measures pp. 1229-1244 Downloads
Alejandro Balbas, Alfredo Ibanez and Susana Lopez

Volume 26, issue 5, 2002

Introduction: Banks and systemic risk pp. 819-823 Downloads
Patricia Jackson and William Perraudin
Costs of banking system instability: Some empirical evidence pp. 825-855 Downloads
Glenn Hoggarth, Ricardo Reis and Victoria Saporta
Comment on "Costs of banking system instability: Some empirical evidence" pp. 857-860 Downloads
Patrick Honohan
Systemic risk and financial consolidation: Are they related? pp. 861-880 Downloads
Gianni De Nicolo and Myron L. Kwast
The macroeconomic impact of bank capital requirements in emerging economies: Past evidence to assess the future pp. 881-904 Downloads
Maria Chiuri, Giovanni Ferri and Giovanni Majnoni
Comments on "The macroeconomic impact of bank capital requirements in emerging economies: Past evidence to assess the future" pp. 905-907 Downloads
Anthony Saunders
Credit ratings and the BIS capital adequacy reform agenda pp. 909-921 Downloads
Edward I. Altman, Sreedhar T. Bharath and Anthony Saunders
Comments on "Credit ratings and the BIS capital adequacy reform agenda" pp. 923-928 Downloads
Robert Bliss
A guide to choosing absolute bank capital requirements pp. 929-951 Downloads
Mark Carey
Regulatory and "economic" solvency standards for internationally active banks pp. 953-976 Downloads
Patricia Jackson, William Perraudin and Victoria Saporta
Market discipline and financial stability pp. 977-987 Downloads
Andrew Crockett
Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings pp. 989-1009 Downloads
Douglas Evanoff and Larry Wall
How good is the market at assessing bank fragility? A horse race between different indicators pp. 1011-1028 Downloads
Paola Bongini, Luc Laeven and Giovanni Majnoni
Comments on "How good is the market at assessing bank fragility? A horse race between different indicators" pp. 1029-1031 Downloads
Hyun Song Shin
Information about bank risk in options prices pp. 1033-1057 Downloads
Steve Swidler and James A. Wilcox
Comments on "Information about bank risk in options prices" pp. 1059-1064 Downloads
Michel Crouhy
Strengthening banks' market discipline and leveling the playing field: Are the two compatible? pp. 1065-1091 Downloads
Andrea Sironi

Volume 26, issue 4, 2002

The performance of privatized firms in the Czech Republic pp. 621-649 Downloads
Joel T. Harper
Regulatory learning in failed thrift auctions pp. 651-669 Downloads
Atul Gupta and Lalatendu Misra
The significance of sell-off profitability in explaining the market reaction to divestiture announcements pp. 671-688 Downloads
Colin Clubb and Aris Stouraitis
Debt underwriting by commercial bank-affiliated firms and investment banks: More evidence pp. 689-718 Downloads
Ivan C. Roten and Donald J. Mullineaux
Technical, scale and allocative efficiencies of Turkish banking industry pp. 719-766 Downloads
İhsan Işık and M. Kabir Hassan
Bond underwriting by banks and conflicts of interest: Evidence from Japan during the pre-war period pp. 767-793 Downloads
Masaru Konishi
The economic and statistical significance of spread forecasts: Evidence from the London Stock Exchange pp. 795-818 Downloads
Nick Taylor

Volume 26, issue 2-3, 2002

Risk management in the global economy: A review essay pp. 205-221 Downloads
William C. Hunter and Stephen D. Smith
Measuring off-balance-sheet leverage pp. 223-242 Downloads
Peter Breuer
Risk management and the credit risk premium pp. 243-269 Downloads
Tim Rene Adam
Does executive portfolio structure affect risk management? CEO risk-taking incentives and corporate derivatives usage pp. 271-295 Downloads
Daniel A. Rogers
Value and risk pp. 297-301 Downloads
Richard D. MacMinn
The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements pp. 303-322 Downloads
Michel Dietsch and Joël Petey
GARCH vs. stochastic volatility: Option pricing and risk management pp. 323-345 Downloads
Alfred Lehar, Martin Scheicher and Christian Schittenkopf
Modeling correlated market and credit risk in fixed income portfolios pp. 347-374 Downloads
Theodore M. Barnhill and William F. Maxwell
Innovations in testing the stability of risk measures over time and across models pp. 375-380 Downloads
Peter Vlaar
Testing the stability of implied probability density functions pp. 381-422 Downloads
Robert R. Bliss and Nikolaos Panigirtzoglou
Analyzing rating transitions and rating drift with continuous observations pp. 423-444 Downloads
David Lando and Torben M. Skodeberg
Ratings migration and the business cycle, with application to credit portfolio stress testing pp. 445-474 Downloads
Anil Bangia, Francis Diebold, Andre Kronimus, Christian Schagen and Til Schuermann
Trade, credit and systemic fragility pp. 475-489 Downloads
John Bryant
Optimal capacity in the banking sector and economic growth pp. 491-517 Downloads
Bruno Amable, Jean-Bernard Chatelain and Olivier de Bandt
Sovereign liquidity crises: Analytics and implications for public policy pp. 519-546 Downloads
Michael Chui, Prasanna Gai and Andrew Haldane
Financial crises and coordination failure: A comment pp. 547-555 Downloads
David Marshall
Can insurers pay for the "big one"? Measuring the capacity of the insurance market to respond to catastrophic losses pp. 557-583 Downloads
John Cummins, Neil Doherty and Anita Lo
The allocation of catastrophe risk pp. 585-596 Downloads
Greg Niehaus
Labor income and risky assets under market incompleteness: Evidence from Italian data pp. 597-620 Downloads
Giuseppe Grande and Luigi Ventura

Volume 26, issue 1, 2002

Bank capital regulation as an incentive mechanism: Implications for portfolio choice pp. 1-23 Downloads
Alistair Milne
Managerial compensation contract and bank bailout policy pp. 25-49 Downloads
Hiroshi Osano
The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence pp. 51-78 Downloads
Bong-Soo Lee and Oliver Rui
An examination of cost structure and production performance of commercial banks in Singapore pp. 79-98 Downloads
Rasoul Rezvanian and Seyed Mehdian
The performance of Italian equity funds pp. 99-126 Downloads
Riccardo Cesari and Fabio Panetta
Trends in relationship lending and factors affecting relationship lending efficiency pp. 127-152 Downloads
Kenneth R. Stanton
Rational expectations, analysts' forecasts of earnings and sources of value gains for takeover targets pp. 153-177 Downloads
Sudi Sudarsanam, Ayo Salami and George Alexandrou
Bounds tests of the theory of purchasing power parity pp. 179-199 Downloads
Patrick Coe and Apostolos Serletis
Erratum to "An analytic approach to credit risk of large corporate bond and loan portfolios" [Journal of Banking and Finance 25, no. 9, pp. 1635-1664] pp. 201-202 Downloads
Andre Lucas, Pieter Klaassens, Peter Spreij and Stefan Straetmans
Erratum to "Money and credit in liquidity provision" [Journal of Banking and Finance 25, no. 11, pp. 2041-2067] pp. 203-203 Downloads
Yong Wang and Hanquing Zhou
Page updated 2019-03-25