Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

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Volume 47, issue C, 2014

Forecasting volatility of the U.S. oil market pp. 1-14

Erik Haugom, Henrik Langeland, Peter Molnár and Sjur Westgaard

Can interest rates really control house prices? Effectiveness and implications for macroprudential policy pp. 15-28

Song Shi, Jyh-Bang Jou and David Tripe

The home bias is here to stay pp. 29-40

Haim Levy and Moshe Levy

CEO inside debt holdings and risk-shifting: Evidence from bank payout policies pp. 41-53

Abhishek Srivastav, Seth Armitage and Jens Hagendorff

Does it pay to be ethical? Evidence from the FTSE4Good pp. 54-62

Yacine Belghitar, Ephraim Clark and Nitin Deshmukh

Modeling and monitoring risk acceptability in markets: The case of the credit default swap market pp. 63-73

Dilip B. Madan

Out-of-sample density forecasts with affine jump diffusion models pp. 74-87

Jaeho Yun

Option implied volatilities and the cost of issuing equity pp. 88-101

Andy Fodor and Sinan Gokkaya

Religious holidays, investor distraction, and earnings announcement effects pp. 102-117

Christos Pantzalis and Erdem Ucar

Private information flow and price discovery in the U.S. treasury market pp. 118-133

George J. Jiang and Ingrid Lo

How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment pp. 134-146

Julien Idier, Gildas Lame and Jean-Stéphane Mésonnier

Home equity lines of credit and the unemployment rate: Have unemployed consumers borrowed themselves into the next financial crisis? pp. 147-154

Norbert Michel, John P. Lajaunie, Shari Lawrence and Ronnie Fanguy

The pricing of G7 sovereign bond spreads – The times, they are a-changin pp. 155-176

D’Agostino, Antonello and Michael Ehrmann

The effects of private equity and venture capital on sales and employment growth in small and medium-sized businesses pp. 177-197

John K. Paglia and Maretno A. Harjoto

The fast track IPO – Success factors for taking firms public with SPACs pp. 198-213

Douglas Cumming, Lars Helge Haß and Denis Schweizer

Innovation and financial liberalization pp. 214-229

James Ang

Payday loans and consumer financial health pp. 230-242

Neil Bhutta

Is the Euro-zone on the Mend? Latin American examples to analyze the Euro question pp. 243-257

Eduardo Cavallo, Eduardo Fernandez-Arias and Andrew Powell

Early warning systems and systemic banking crises in low income countries: A multinomial logit approach pp. 258-269

Giovanni Caggiano, Pietro Calice and Leone Leonida

Assessing the contribution of banks, insurance and other financial services to systemic risk pp. 270-287

Oscar Bernal, Jean-Yves Gnabo and Grégory Guilmin

Modelling long run comovements in equity markets: A flexible approach pp. 288-295

Luis Martins and Vasco Gabriel

Financial contagion and asset pricing pp. 296-308

Renee Fry-McKibbin, Vance Martin and Chrismin Tang

Defending against speculative attacks – It is risky, but it can pay off pp. 309-330

Alexander Erler, Christian Bauer and Bernhard Herz

Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence? pp. 331-342

Robert Jung and R. Maderitsch

Volume 46, issue C, 2014

Does auditor choice matter to foreign investors? Evidence from foreign mutual funds worldwide pp. 1-20

Julia Chou, Nataliya Zaiats and Bohui Zhang

Credit CARD Act of 2009: What did banks do? pp. 21-30

Vikram Jambulapati and Joanna Stavins

Yes, the CAPM is testable pp. 31-42

Cherif Guermat

Macro-Networks: An application to euro area financial accounts pp. 43-58

Olli Castrén and Michela Rancan

Optimal portfolio selection with life insurance under inflation risk pp. 59-71

Minsuk Kwak and Byung Hwa Lim

Firm value in crisis: Effects of firm-level transparency and country-level institutions pp. 72-84

Ruben Enikolopov, Maria Petrova and Sergey Stepanov

Diversification and systemic risk pp. 85-106

Louis Raffestin

Robust minimum variance portfolio with L-infinity constraints pp. 107-117

Xin Xing, Jinjin Hu and Yaning Yang

Do banks really monitor? Evidence from CEO succession decisions pp. 118-131

Andrew Marshall, Laura McCann and Patrick McColgan

Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles? pp. 132-150

Vladimir Borgy, Laurent Clerc and Jean-Paul Renne

Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe pp. 151-165

Peter Claeys and Bořek Vašíček

The effect of banking system reform on investment–cash flow sensitivity: Evidence from China pp. 166-176

Ying-Ju Tsai, Yi-Pei Chen, Chi-Ling Lin and Jung-Hua Hung

The IPO underwriting market share in China: Do ownership and quality matter? pp. 177-189

Chao Chen, Haina Shi and Haoping Xu

Investor sentiment and the MAX effect pp. 190-201

Wai Mun Fong and Benjamin Toh

Modelling the U.S. sovereign credit rating pp. 202-218

Vito Polito and Michael Wickens

Asymmetric increasing trends in dependence in international equity markets pp. 219-232

Tatsuyoshi Okimoto

Stability analysis of financial contagion due to overlapping portfolios pp. 233-245

Fabio Caccioli, Munik Shrestha, Cristopher Moore and J. Farmer

What do we know about the impact of government interventions in the banking sector? An assessment of various bailout programs on bank behavior pp. 246-265

Aneta Hryckiewicz

Loss severities on residential real estate debt during the Great Recession pp. 266-284

Fredrik Andersson and Tom Mayock

The existence and persistence of household financial hardship: A Bayesian multivariate dynamic logit framework pp. 285-298

Sarah Brown, Pulak Ghosh and Karl Taylor

Press freedom, externally-generated transparency, and stock price informativeness: International evidence pp. 299-310

Jeong-Bon Kim, Hao Zhang, Liuchuang Li and Gaoliang Tian

How to make regulators and shareholders happy under Basel III pp. 311-325

Christian Schmaltz, Sebastian Pokutta, Thomas Heidorn and Silvio Andrae

Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests pp. 326-342

Alejandro Bernales and Massimo Guidolin

Finance and employment: Evidence from U.S. banking reforms pp. 343-354

Hamid Boustanifar

Domestic investor protection and foreign portfolio investment pp. 355-371

Maela Giofre'

Do investors put their money where their mouth is? Stock market expectations and investing behavior pp. 372-386

Christoph Merkle and Martin Weber

The impact of the sovereign debt crisis on the activity of Italian banks pp. 387-402

Ugo Albertazzi, Tiziano Ropele, Gabriele Sene and Federico Maria Signoretti