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Journal of Banking & Finance

1977 - 2018

Current editor(s): Ike Mathur

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

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Volume 84, issue C, 2017

Comparative statics and portfolio choices under the phantom decision model pp. 1-8 Downloads
Hideki Iwaki and Yusuke Osaki
Are correlations constant? Empirical and theoretical results on popular correlation models in finance pp. 9-24 Downloads
Zeno Adams, Roland Füss and Thorsten Glück
Intraday online investor sentiment and return patterns in the U.S. stock market pp. 25-40 Downloads
Thomas Renault
The market price of risk of the variance term structure pp. 41-52 Downloads
George Dotsis
Determinants of the crude oil futures curve: Inventory, consumption and volatility pp. 53-67 Downloads
Christina Nikitopoulos-Sklibosios, Matthew Squires, Susan Thorp and Danny Yeung
Financial overconfidence over time: Foresight, hindsight, and insight of investors pp. 68-87 Downloads
Christoph Merkle
Unemployment fluctuations and the predictability of currency returns pp. 88-106 Downloads
Federico Nucera
Analysing the determinants of insolvency risk for general insurance firms in the UK pp. 107-122 Downloads
Guglielmo Maria Caporale, Mario Cerrato and Xuan Zhang
It's all in the name: Mutual fund name changes after SEC Rule 35d-1 pp. 123-134 Downloads
Susanne Espenlaub, Imtiaz ul Haq and Arif Khurshed
Do all new brooms sweep clean? Evidence for outside bank appointments pp. 135-151 Downloads
Thomas Kick, Inge Nehring and Andrea Schertler
Government ownership and exposure to political uncertainty: Evidence from China pp. 152-165 Downloads
Zhengyi Zhou
Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization pp. 166-187 Downloads
Marc Chan and Simon Kwok
Out-of-sample equity premium predictability and sample split–invariant inference pp. 188-201 Downloads
Gueorgui I. Kolev and Rasa Karapandza

Volume 83, issue C, 2017

Shadows in the Sun: Crash risk behind Earnings Transparency pp. 1-18 Downloads
Shengmin Hung and Zheng Qiao
The q-factors and expected bond returns pp. 19-35 Downloads
Benedikt Franke, Sebastian Müller and Sonja Müller
Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology pp. 36-56 Downloads
Konstantinos N. Baltas, George Kapetanios, Mike Tsionas and Marwan Izzeldin
Risky lending: Does bank corporate governance matter? pp. 57-69 Downloads
Olubunmi Faleye and Karthik Krishnan
Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks pp. 70-84 Downloads
Edward Furman, Ruodu Wang and Ričardas Zitikis
Equity index variance: Evidence from flexible parametric jump–diffusion models pp. 85-103 Downloads
Andreas Kaeck, Paulo Rodrigues and Norman J. Seeger
Does bank competition reduce cost of credit? Cross-country evidence from Europe pp. 104-120 Downloads
Zuzana Fungáčová, Anastasiya Shamshur and Laurent Weill
House prices, consumption and the role of non-Mortgage debt pp. 121-134 Downloads
Katya Kartashova and Ben Tomlin
The effect of the term auction facility on the London interbank offered rate pp. 135-152 Downloads
James McAndrews, Asani Sarkar and Zhenyu Wang
Reprint of: The asymmetric effect of international swap lines on banks in emerging markets pp. 153-172 Downloads
Alin Marius Andrieș, Andreas Fischer and Pınar Yeșin
The effect of TARP on the propagation of real estate shocks: Evidence from geographically diversified banks pp. 173-192 Downloads
Karen Y. Jang
Reprint of: Thawing frozen capital markets and backdoor bailouts: Evidence from the Fed's liquidity programs pp. 193-220 Downloads
Jean Helwege, Nicole M. Boyson and Jan Jindra
Reprint of: Stopping contagion with bailouts: Micro-evidence from Pennsylvania bank networks during the panic of 1884 pp. 221-231 Downloads
Haelim Park Anderson and John Bluedorn
Reprint of: Central bank collateral frameworks pp. 232-248 Downloads
Kjell Nyborg

Volume 82, issue C, 2017

Unfolded risk-return trade-offs and links to Macroeconomic Dynamics pp. 1-19 Downloads
Xiaochun Liu
Do foreign banks take more risk? Evidence from emerging economies pp. 20-39 Downloads
Minghua Chen, Ji Wu, Bang Jeon and Rui Wang
Resolution of financial distress under agency frictions pp. 40-58 Downloads
Santiago Moreno-Bromberg and Quynh-Anh Vo
Announcing the announcement pp. 59-79 Downloads
Romain Boulland and Olivier Dessaint
Cash holdings between public and private insurers ‒ a partial adjustment approach pp. 80-97 Downloads
Xiaoying Xie, Yuling Wang, Guiqin Zhao and Weili Lu
The synchronization of credit cycles pp. 98-111 Downloads
Barbara Meller and Norbert Metiu
Investor sentiment, flight-to-quality, and corporate bond comovement pp. 112-132 Downloads
Sebastian Bethke, Monika Gehde-Trapp and Alexander Kempf
Starting on the wrong foot: Seasonality in mutual fund performance pp. 133-150 Downloads
Stephen Brown, Juan Sotes-Paladino, Wang, Jiaguo(George) and Yaqiong Yao
Do locals know better? A comparison of the performance of local and foreign institutional investors pp. 151-164 Downloads
Miguel Ferreira, Pedro Matos, João Pedro Pereira and Pedro Pires
The role of prepayment penalties in mortgage loans pp. 165-179 Downloads
Andrea Beltratti, Matteo Benetton and Alessandro Gavazza
Optimal delta hedging for options pp. 180-190 Downloads
John Hull and Alan White
The liquidity impact on firm values: The evidence of Taiwan's banking industry pp. 191-202 Downloads
Ren-Raw Chen, Tung-Hsiao Yang and Shih-Kuo Yeh
Funding liquidity and bank risk taking pp. 203-216 Downloads
Muhammad Saifuddin Khan, Harald Scheule and Eliza Wu
Real effects of bank capital regulations: Global evidence pp. 217-228 Downloads
Yota Deli and Iftekhar Hasan
The impacts of Net Stable Funding Ratio requirement on Banks’ choices of debt maturity pp. 229-243 Downloads
Xu Wei, Yaxian Gong and Ho-Mou Wu
Risk evaluations with robust approximate factor models pp. 244-264 Downloads
Ray Yeutien Chou, Tso-Jung Yen and Yu-Min Yen

Volume 81, issue C, 2017

Bank liquidity creation and real economic output pp. 1-19 Downloads
Allen N. Berger and John Sedunov
Errata for the article “Pricing and static hedging of American-style options under the jump to default extended CEV model” pp. 20-23 Downloads
João Pedro Vidal Nunes, João Pedro Ruas and José Carlos Dias
Inflation and the evolution of firm-level liquid assets pp. 24-35 Downloads
Chadwick Curtis, Julio Garin and M. Saif Mehkari
Mapping heat in the U.S. financial system pp. 36-64 Downloads
David Aikman, Michael Kiley, Seung Jung Lee, Michael G. Palumbo and Missaka Warusawitharana
Sovereign stress and SMEs’ access to finance: Evidence from the ECB's SAFE survey pp. 65-80 Downloads
Annalisa Ferrando, Alexander Popov and Gregory F. Udell
The value-added role of industry specialist advisors in M&As pp. 81-104 Downloads
Michael Graham, Terry S. Walter, Alfred Yawson and Huizhong Zhang
An approximate multi-period Vasicek credit risk model pp. 105-113 Downloads
Rubén García-Céspedes and Manuel Moreno
Reading between the ratings: Modeling residual credit risk and yield overlap pp. 114-135 Downloads
Charles Chang, Cheng-Der Fuh and Chu-Lan Michael Kao
Variance risk in commodity markets pp. 136-149 Downloads
Marcel Prokopczuk, Lazaros Symeonidis and Chardin Wese Simen
Aggregate uncertainty and the supply of credit pp. 150-165 Downloads
Fabián Valencia
Real options in finance pp. 166-171 Downloads
Bart M. Lambrecht
The odd notion of “reversible investment” pp. 172-180 Downloads
Graham Davis and Robert Cairns
Strategic technology adoption and hedging under incomplete markets pp. 181-199 Downloads
Markus Leippold and Jacob Stromberg
Real options with ex-post division of the surplus pp. 200-206 Downloads
Enrico Pennings
Leaders, followers, and equity risk premiums in booms and busts pp. 207-220 Downloads
Makoto Goto, Katsumasa Nishide and Ryuta Takashima
Corporate liquidity and dividend policy under uncertainty pp. 221-235 Downloads
Nicos Koussis, Spiros H. Martzoukos and Lenos Trigeorgis
Page updated 2018-12-10