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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 21, issue 11-12, 1997

Article pp. i-iii Downloads
The theory of financial intermediation pp. 1461-1485 Downloads
Franklin Allen and Anthony M. Santomero
The valuation of American options on bonds1 pp. 1487-1513 Downloads
T. S. Ho, Richard C. Stapleton and Marti G. Subrahmanyam
Stress tests of capital requirements pp. 1515-1546 Downloads
Elroy Dimson and Paul Marsh
The direct and compliance costs of financial regulation pp. 1547-1572 Downloads
Julian R. Franks, Stephen M. Schaefer and Michael D. Staunton
Payment transactions, instruments, and systems: A survey pp. 1573-1624 Downloads
Diana Hancock and David B. Humphrey
Fundamental determinants of national equity market returns: A perspective on conditional asset pricing pp. 1625-1665 Downloads
Wayne E. Ferson and Campbell Harvey
Do central banks lose on foreign-exchange intervention? A review article pp. 1667-1684 Downloads
Richard J. Sweeney
Recent developments in international finance: A guide to research pp. 1685-1720 Downloads
Jerome Stein and Giovanna Paladino
Credit risk measurement: Developments over the last 20 years pp. 1721-1742 Downloads
Edward I. Altman and Anthony Saunders
Modern portfolio theory, 1950 to date pp. 1743-1759 Downloads
Edwin J. Elton and Martin J. Gruber

Volume 21, issue 10, 1997

Comment on 'Operational efficiency in banking: An international perspective' pp. 1325-1329 Downloads
Robert DeYoung
Investment opportunities and corporate demand for lines of credit pp. 1331-1350 Downloads
J. Spencer Martin and Anthony M. Santomero
Swap credit risk: An empirical investigation on transaction data pp. 1351-1373 Downloads
Didier Cossin and Hugues Pirotte Speder
The evolution of an industry: US thrifts in the 1990s pp. 1375-1394 Downloads
Kevin Stiroh
Differences of opinion and selection bias in the credit rating industry pp. 1395-1417 Downloads
Richard Cantor and Frank Packer
Repeated acquirers in FDIC assisted acquisitions pp. 1419-1430 Downloads
Hao Zhang
Acquisitions of solvent thrifts: Wealth effects and managerial motivations pp. 1431-1450 Downloads
Atul Gupta, Richard L. B. LeCompte and Lalatendu Misra
Operational efficiency in banking: An international comparison Reply to the comment pp. 1451-1455 Downloads
Linda Allen and Anoop Rai
An introduction to the mathematics of financial derivatives: Neftci, Salih N., (Academic Press, New York, 1996), 352 pp., $39.95 pp. 1457-1459 Downloads
Thomas M. Arnold

Volume 21, issue 8, 1997

Tax arbitrage in government bonds: A suggested methodology with policy implications pp. 1065-1083 Downloads
Eliakim Katz and Eliezer Z. Prisman
Managerial reputation and divisional sell-offs: A model and empirical test pp. 1085-1106 Downloads
Jose Guedes and Roch Parayre
A financial-economic evaluation of insurance guaranty fund system: An agency cost perspective pp. 1107-1129 Downloads
Li-Ming Han, Gene C. Lai and Robert C. Witt
Pricing American interest rate claims with humped volatility models pp. 1131-1157 Downloads
Juan M. Moraleda and Ton Vorst
A continuous-time model to determine the intervention policy for PBGC pp. 1159-1177 Downloads
Raman Kalra and Gautam Jain
Early resolution of troubled financial institutions: An examination of the accelerated resolution program pp. 1179-1194 Downloads
Roger D. Stover

Volume 21, issue 7, 1997

Inside the black box: What explains differences in the efficiencies of financial institutions? pp. 895-947 Downloads
Allen Berger and Loretta Mester
Purchasing power parity: Modeling and testing mean reversion pp. 949-966 Downloads
Lawrence G. Goldberg, Thomas F. Gosnell and John Okunev
The IPO and first seasoned equity sale: Issue proceeds, owner/managers' wealth, and the underpricing signal pp. 967-988 Downloads
D. Katherine Spiess and Richard H. Pettway
The informational value of insurance purchases: Evidence from the property-liability insurance market pp. 989-1016 Downloads
James A. Ligon and David A. Cather
State passage of interstate banking legislation: An analysis of firm, legislative, and economic characteristics pp. 1017-1043 Downloads
Kenneth A. Carow and Winson B. Lee
Volatility, information, and double versus walrasian auction pricing in US and Japanese futures markets pp. 1045-1061 Downloads
Upinder S. Dhillon, Dennis J. Lasser and Taiji Watanabe

Volume 21, issue 6, 1997

Economies of scale and scope in the Finnish non-life insurance industry pp. 759-779 Downloads
Otto Toivanen
Seigniorage, banking, and the optimal quantity of money pp. 781-796 Downloads
Ernst Baltensperger and Thomas J. Jordan
Interday variations in volume, variance and participation of large speculators pp. 797-810 Downloads
Eric C. Chang, J. Michael Pinegar and Barry Schachter
Price and volatility spillovers in Scandinavian stock markets pp. 811-823 Downloads
G. Geoffrey Booth, Teppo Martikainen and Yiuman Tse
Regulatory distortion of management compensation: The case of golden parachutes for bank managers pp. 825-848 Downloads
Jocelyn Evans, Thomas Noe and John Thornton
Problem loans and cost efficiency in commercial banks pp. 849-870 Downloads
Allen Berger and Robert DeYoung
The exchange rate exposure of U.S. and Japanese banking institutions pp. 871-892 Downloads
Sandra Chamberlain, John S. Howe and Helen Popper

Volume 21, issue 5, 1997

The wealth effects of interstate branching pp. 589-611 Downloads
Donald R. Fraser, Jerry L. Hooton, James W. Kolari and Joseph J. Reising
A P.D.E. approach to Asian options: analytical and numerical evidence pp. 613-640 Downloads
Benedicte Alziary, Jean-Paul Décamps and Pierre-Francois Koehl
UK stock returns and robust tests of mean variance efficiency pp. 641-660 Downloads
A. D. Clare, Peter Smith and S. H. Thomas
The diffusion of production processes in the U.S. banking industry: A finite mixture approach pp. 721-740 Downloads
Thomas Beard, Steven B Caudill and Daniel Gropper
Sovereign debt and the London Club: A precommitment device for limiting punishment for default pp. 741-756 Downloads
Raman Uppal and Cynthia Van Hulle

Volume 21, issue 4, 1997

Optimal bank reorganization and the fair pricing of deposit guarantees pp. 441-468 Downloads
Steven Fries, Pierre Mella-Barral and William Perraudin
The benefits from international diversification for Nordic investors pp. 469-490 Downloads
Eva Liljeblom, Anders Loflund and Svante Krokfors
Risk-taking behavior of banks under regulation pp. 491-507 Downloads
Sangkyun Park
Banks' changing incentives and opportunities for risk taking pp. 509-527 Downloads
Tina M. Galloway, Winson B. Lee and Dianne M. Roden
Tender offers to influential shareholders pp. 529-540 Downloads
Robert J. Liebler
A path-dependent approach to security valuation with application to interest rate contingent claims pp. 541-562 Downloads
Douglas T. Breeden and James H. Gilkeson
An empirical analysis of common stock call exercise: A note pp. 563-571 Downloads
Thomas J. Finucane
A note on economic news and intraday exchange rates pp. 573-585 Downloads
Glenn Tanner

Volume 21, issue 3, 1997

IPO underpricing as tax-efficient compensation pp. 295-313 Downloads
Kristian Rydqvist
Asset pricing, time-varying risk premia and interest rate risk pp. 315-335 Downloads
Mark Flannery, Allaudeen S. Hameed and Richard H. Harjes
Portfolio selection under institutional procedures for short selling: Normative and market-equilibrium considerations pp. 369-391 Downloads
Clarence C. Y. Kwan
A dynamic model of firewalls and non-traditional banking pp. 393-416 Downloads
Andrew H. Chen and Sumon C. Mazumdar
Nonshareholder constituency statutes and shareholder wealth: A note pp. 417-432 Downloads
John C. Alexander, Michael F. Spivey and M. Wayne Marr
Focus: Al Ries, (Harper-Collins Publishers, New York, NY, 1996) 300 pp pp. 433-435 Downloads
Lance Nail
Wise Choices (Decisions, Games and Negotiations): Richard J. Zeckhauser, Ralph L. Keeney and James K. Sebenius, (Harvard Business School Press, Boston, MA, 1996) 478 pp pp. 435-437 Downloads
Marc Lars Lipson

Volume 21, issue 2, 1997

Hedging against interest rate risk: Reconsidering volatility-adjusted immunization pp. 127-141 Downloads
Nicola Carcano and Silverio Foresi
Portfolio selection and skewness: Evidence from international stock markets pp. 143-167 Downloads
Pornchai Chunhachinda, Krishnan Dandapani, Shahid Hamid and Arun Prakash
Stochastic volatility, movements in short term interest rates, and bond option values pp. 169-196 Downloads
Kenneth R. Vetzal
A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions pp. 197-219 Downloads
Robert Brooks, Robert Faff and Kee Ho Yew
Evaluating the cost-efficiency of the Italian Banking System: What can be learned from the joint application of parametric and non-parametric techniques pp. 221-250 Downloads
Andrea Resti
On the determinants of bank interest margins under credit and interest rate risks pp. 251-271 Downloads
Pong Wong Kit

Volume 21, issue 1, 1997

Duration for bonds with default risk pp. 1-16 Downloads
Iraj J. Fooladi, Gordon Roberts and Frank Skinner
Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices pp. 17-35 Downloads
Raymond Chiang, Ian Davidson and John Okunev
Takeover activity among financial mutuals: An analysis of target characteristics pp. 37-53 Downloads
Steve Thompson
Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking pp. 55-87 Downloads
Lazarus Angbazo
On competition, risk, and hidden assets in the market for bank credit cards pp. 89-112 Downloads
Robert C. Nash and Joseph F. Sinkey
A note on market efficiency, institutional practice, and economic constraints in the experience of the Canadian bond market pp. 113-123 Downloads
Paul Halpern and John Rumsey
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