Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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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

Rafael A. Cuesta and Luis Orea

Monitoring by the financial press and forced CEO turnover pp. 2249-2276

Kathleen A. Farrell and David A. Whidbee

Stock market volatility, excess returns, and the role of investor sentiment pp. 2277-2299

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

Anthony Hall, Soosung Hwang and Stephen E. Satchell

The growth of US credit unions pp. 2327-2356

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

Rubens Cysne

Economies of scale in UK building societies: A re-appraisal using an entry/exit model pp. 2365-2382

Leigh Drake and Richard Simper

Volume 26, issue 11, 2002

Monetary transmission and bank competition in the EMU pp. 2065-2075

Robert Lensink and Elmer Sterken

Monetary policy and bank lending:: Evidence from German banking groups pp. 2077-2092

Jan Kakes and Jan-Egbert Sturm

Evidence on the bank lending channel in Europe pp. 2093-2110

Yener Altunbas, Otabek Fazylov and Philip Molyneux

Investment and monetary policy in the euro area pp. 2111-2129

Benoit Mojon, Frank Smets and Philip Vermeulen

Modelling credit in the transmission mechanism of the United Kingdom pp. 2131-2154

Alec Chrystal and Paul Mizen

Bank concentration and retail interest rates pp. 2155-2189

Sandrine Corvoisier and Reint Gropp

Competition, concentration and their relationship: An empirical analysis of the banking industry pp. 2191-2214

Jacob Bikker and Katharina Haaf

Competition in the Dutch consumer credit market pp. 2215-2229

Linda A. Toolsema

Volume 26, issue 10, 2002

Conflict of interest in commercial bank security underwritings: Canadian evidence pp. 1935-1949

Gregory M. Hebb and Donald R. Fraser

Explaining exchange rate risk in world stock markets: A panel approach pp. 1951-1972

Dilip K. Patro, John K. Wald and Yangru Wu

Boards of directors, ownership, and regulation pp. 1973-1996

James R. Booth, Marcia Millon Cornett and Hassan Tehranian

How do UK financial institutions really price their banking products? pp. 1997-2016

Shelagh A. Heffernan

Information sharing, lending and defaults: Cross-country evidence pp. 2017-2045

Tullio Jappelli and Marco Pagano

The effects of the introduction of the euro on the volatility of European stock markets pp. 2047-2064

Claudio Morana and Andrea Beltratti

Volume 26, issue 9, 2002

Managing ethical risk: How investing in ethics adds value pp. 1697-1718

Ralph Chami, Thomas Cosimano and Connel Fullenkamp

On trust as a commodity and on the grammar of trust pp. 1719-1766

M. Khan

Trustworthiness and self-interest pp. 1767-1783

Daniel M. Hausman

Trust and efficiency pp. 1785-1809

Ralph Chami and Connel Fullenkamp

Is a moral disposition rewarded? pp. 1811-1820

Herschel Grossman and Minseong Kim

Business ethics and organizational architecture pp. 1821-1835

James A. Brickley, Clifford W. Smith and Jerold Zimmerman

Contractors as stakeholders: Reconciling stakeholder theory with the nexus-of-contracts firm pp. 1837-1852

John R. Boatright

Ties that bind in business ethics: Social contracts and why they matter pp. 1853-1865

Thomas Donaldson and Thomas W. Dunfee

The securities industry and the law pp. 1867-1888

Larry Alan Bear and Rita Maldonado-Bear

"Grand" corruption and the ethics of global business pp. 1889-1918

Susan Rose-Ackerman

Using deferred compensation to strengthen the ethics of financial regulation pp. 1919-1933

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

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

Mark C. Dawkins

The dynamic behavior of closed-end funds and its implication for pricing, forecasting, and trading pp. 1615-1643

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

J. Michael Pinegar and R. Ravichandran

A conditional multifactor analysis of return momentum pp. 1675-1696

Xueping Wu

Volume 26, issue 7, 2002

No more VaR (this is not a typo) pp. 1247-1251

Giorgio P. Szego

Measures of risk pp. 1253-1272

Giorgio Szego

The emperor has no clothes: Limits to risk modelling pp. 1273-1296

Jon Danielsson

Pure jump Levy processes for asset price modelling pp. 1297-1316

Helyette Geman

VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights pp. 1317-1334

Rudiger Frey and Alexander J. McNeil

Saddlepoint approximation of CreditRisk+ pp. 1335-1353

Michael Gordy

Tail estimation and mean-VaR portfolio selection in markets subject to financial instability pp. 1355-1382

Giorgio Consigli

The estimation of transition matrices for sovereign credit ratings pp. 1383-1406

Yen-Ting Hu, Rudiger Kiesel and William Perraudin

Incentives for effective risk management pp. 1407-1425

Jon Danielsson, Bjørn Jørgensen and Casper de Vries

Subordinated debt, market discipline, and banks' risk taking pp. 1427-1441

Jürg Blum

Conditional value-at-risk for general loss distributions pp. 1443-1471

R. Tyrrell Rockafellar and Stanislav Uryasev

Putting order in risk measures pp. 1473-1486

Marco Frittelli and Emanuela Rosazza Gianin

On the coherence of expected shortfall pp. 1487-1503

Carlo Acerbi and Dirk Tasche

Spectral measures of risk: A coherent representation of subjective risk aversion pp. 1505-1518

Carlo Acerbi

Expected shortfall and beyond pp. 1519-1533

Dirk Tasche

CVaR models with selective hedging for international asset allocation pp. 1535-1561

Nikolas Topaloglou, Hercules Vladimirou and Stavros Zenios

Volume 26, issue 6, 2002

Rational infinitely lived asset prices must be non-stationary pp. 1093-1097

Richard Roll

Visibility of the compass rose in financial asset returns: A quantitative study pp. 1099-1111

Huaiqing Wang and Chen Wang

Stock market linkages: Evidence from Latin America pp. 1113-1141

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

James Ang, Beni Lauterbach and Ben Z. Schreiber

The Canadian treasury bill auction and the term structure of interest rates pp. 1165-1179

Lise Godbout, Paul Storer and Christian Zimmermann

The relations among asset risk, product risk, and capital in the life insurance industry pp. 1181-1197

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

Ioulia D. Ioffe

Dispersion measures as immunization risk measures pp. 1229-1244

Alejandro Balbas, Alfredo Ibanez and Susana Lopez

Volume 26, issue 5, 2002

Introduction: Banks and systemic risk pp. 819-823

Patricia Jackson and William Perraudin

Costs of banking system instability: Some empirical evidence pp. 825-855

Glenn Hoggarth, Ricardo Reis and Victoria Saporta

Comment on "Costs of banking system instability: Some empirical evidence" pp. 857-860

Patrick Honohan

Systemic risk and financial consolidation: Are they related? pp. 861-880

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

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

Anthony Saunders

Credit ratings and the BIS capital adequacy reform agenda pp. 909-921

Edward Altman, Sreedhar T. Bharath and Anthony Saunders

Comments on "Credit ratings and the BIS capital adequacy reform agenda" pp. 923-928

Robert Bliss

A guide to choosing absolute bank capital requirements pp. 929-951

Mark Carey

Regulatory and "economic" solvency standards for internationally active banks pp. 953-976

Patricia Jackson, William Perraudin and Victoria Saporta

Market discipline and financial stability pp. 977-987

Andrew Crockett

Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings pp. 989-1009

Douglas Evanoff and Larry Wall

How good is the market at assessing bank fragility? A horse race between different indicators pp. 1011-1028

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

Hyun Song Shin

Information about bank risk in options prices pp. 1033-1057

Steve Swidler and James A. Wilcox

Comments on "Information about bank risk in options prices" pp. 1059-1064

Michel Crouhy

Strengthening banks' market discipline and leveling the playing field: Are the two compatible? pp. 1065-1091

Andrea Sironi

Volume 26, issue 4, 2002

The performance of privatized firms in the Czech Republic pp. 621-649

Joel T. Harper

Regulatory learning in failed thrift auctions pp. 651-669

Atul Gupta and Lalatendu Misra

The significance of sell-off profitability in explaining the market reaction to divestiture announcements pp. 671-688

Colin Clubb and Aris Stouraitis

Debt underwriting by commercial bank-affiliated firms and investment banks: More evidence pp. 689-718

Ivan C. Roten and Donald J. Mullineaux

Technical, scale and allocative efficiencies of Turkish banking industry pp. 719-766

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

Masaru Konishi

The economic and statistical significance of spread forecasts: Evidence from the London Stock Exchange pp. 795-818

Nick Taylor

Volume 26, issue 2-3, 2002

Risk management in the global economy: A review essay pp. 205-221

William C. Hunter and Stephen D. Smith

Measuring off-balance-sheet leverage pp. 223-242

Peter Breuer

Risk management and the credit risk premium pp. 243-269

Tim Rene Adam

Does executive portfolio structure affect risk management? CEO risk-taking incentives and corporate derivatives usage pp. 271-295

Daniel A. Rogers

Value and risk pp. 297-301

Richard D. MacMinn

The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements pp. 303-322

Michel Dietsch and Joël Petey

GARCH vs. stochastic volatility: Option pricing and risk management pp. 323-345

Alfred Lehar, Martin Scheicher and Christian Schittenkopf

Modeling correlated market and credit risk in fixed income portfolios pp. 347-374

Theodore M. Barnhill and William F. Maxwell

Innovations in testing the stability of risk measures over time and across models pp. 375-380

Peter Vlaar

Testing the stability of implied probability density functions pp. 381-422

Robert R. Bliss and Nikolaos Panigirtzoglou

Analyzing rating transitions and rating drift with continuous observations pp. 423-444

David Lando and Torben M. Skodeberg

Ratings migration and the business cycle, with application to credit portfolio stress testing pp. 445-474

Anil Bangia, Francis Diebold, Andre Kronimus, Christian Schagen and Til Schuermann

Trade, credit and systemic fragility pp. 475-489

John Bryant

Optimal capacity in the banking sector and economic growth pp. 491-517

Bruno Amable, Jean-Bernard Chatelain and Olivier de Bandt

Sovereign liquidity crises: Analytics and implications for public policy pp. 519-546

Michael Chui, Prasanna Gai and Andrew G. Haldane

Financial crises and coordination failure: A comment pp. 547-555

David Marshall

Can insurers pay for the "big one"? Measuring the capacity of the insurance market to respond to catastrophic losses pp. 557-583

John Cummins, Neil Doherty and Anita Lo

The allocation of catastrophe risk pp. 585-596

Greg Niehaus

Labor income and risky assets under market incompleteness: Evidence from Italian data pp. 597-620

Giuseppe Grande and Luigi Ventura

Volume 26, issue 1, 2002

Bank capital regulation as an incentive mechanism: Implications for portfolio choice pp. 1-23

Alistair Milne

Managerial compensation contract and bank bailout policy pp. 25-49

Hiroshi Osano

The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence pp. 51-78

Bong-Soo Lee and Oliver Rui

An examination of cost structure and production performance of commercial banks in Singapore pp. 79-98

Rasoul Rezvanian and Seyed Mehdian

The performance of Italian equity funds pp. 99-126

Riccardo Cesari and Fabio Panetta

Trends in relationship lending and factors affecting relationship lending efficiency pp. 127-152

Kenneth R. Stanton

Rational expectations, analysts' forecasts of earnings and sources of value gains for takeover targets pp. 153-177

Sudi Sudarsanam, Ayo Salami and George Alexandrou

Bounds tests of the theory of purchasing power parity pp. 179-199

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

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

Yong Wang and Hanquing Zhou