Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

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

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 24, issue 12, 2000

Is there a tradeoff between bank competition and financial fragility? pp. 1853-1873

Erkki Koskela and Rune Stenbacka

The effect of market segmentation on stock prices: The China syndrome pp. 1875-1902

Qian Sun and Wilson H. S. Tong

A synthetic factor approach to the estimation of value-at-risk of a portfolio of interest rate swaps pp. 1903-1932

Cindy I. Niffikeer, Robin D. Hewins and Richard B. Flavell

Equity markets and growth: Cross-country evidence on timing and outcomes, 1980-1995 pp. 1933-1957

Peter Rousseau and Paul Wachtel

Ownership, managerial control and the governance of companies listed on the Brussels stock exchange pp. 1959-1995

Luc Renneboog

Capital Markets in Central and Eastern Europe, Christian Helmenstein; Edward Elgar Publishing Ltd., Cheltenham, UK and Northampton, MA, USA, 1999 ($100) pp. 1997-1999

Matej Blasko

Volume 24, issue 11, 2000

How did bank holding companies prosper in the 1990s? pp. 1703-1745

Kevin J. Stiroh

Investment opportunities, free cash flow and market reaction to international joint ventures pp. 1747-1765

Sheng-Syan Chen, Kim Wai Ho, Cheng Few Lee and Gillian H. H. Yeo

The components of bid-ask spreads on the London Stock Exchange pp. 1767-1785

Kojo Menyah and Krishna Paudyal

The effect of captive insurer formation on stock returns: An empirical test from the UK pp. 1787-1807

Mike Adams and David Hillier

Valuation of adjustable rate mortgages with automatic stretching maturity pp. 1809-1829

Ying-Foon Chow, Charles Huang and Ming Liu

Asymmetric information, dividend reductions, and contagion effects in bank stock returns pp. 1831-1848

Wolfgang Bessler and Tom Nohel

Erratum to "Default risk and optimal debt management" [Journal of Banking and Finance 24 (6) 861-891] pp. 1849-1852

Francesco Drudi and Raffaela Giordano

Volume 24, issue 10, 2000

A word of caution on calculating market-based minimum capital risk requirements pp. 1557-1574

Chris Brooks, A. D. Clare and G. Persand

Political elections and the resolution of uncertainty: The international evidence pp. 1575-1604

Christos Pantzalis, David A. Stangeland and Harry J. Turtle

Efficiency and risk in Japanese banking pp. 1605-1628

Yener Altunbas, Ming-Hua Liu, Philip Molyneux and Rama Seth

Effects of the affiliation of banking and commerce on the firm's investment and the bank's risk pp. 1629-1650

Sangkyun Park

An examination of herd behavior in equity markets: An international perspective pp. 1651-1679

Eric C. Chang, Joseph W. Cheng and Ajay Khorana

Valuing the strategic option to sell life insurance business: Theory and evidence pp. 1681-1702

Paul J. M. Klumpes and Mark B. Shackleton

Volume 24, issue 9, 2000

The risk of foreign currency contingent claims at US commercial banks pp. 1399-1417

Mukesh K. Chaudhry, Rohan Christie-David, Timothy W. Koch and Alan K. Reichert

An empirical test of agency cost reduction using interest rate swaps pp. 1419-1431

Joel T. Harper and John R. Wingender

After-tax term structures of real interest rates: Inferences from the UK linked and non-linked gilt markets pp. 1433-1455

Andrew R. Aziz and Eliezer Z. Prisman

Diversification and the value of internal capital markets: The case of tracking stock pp. 1457-1490

Matthew T. Billett and David C. Mauer

Changes in systematic risk following global equity issuance pp. 1491-1514

Latha Ramchand and Pricha Sethapakdi

The impact of deregulation on price and non-price competition in the Portuguese deposits market pp. 1515-1533

Paulo Soares de Pinho

Expectations and learning in Iowa pp. 1535-1555

Oleg Bondarenko and Peter Bossaerts

Volume 24, issue 8, 2000

A critique on the theory of financial intermediation pp. 1243-1251

Bert Scholtens and Dick van Wensveen

Do constraints improve portfolio performance? pp. 1253-1274

Robert R. Grauer and Frederick C. Shen

Trading volume and autocorrelation: Empirical evidence from the Stockholm Stock Exchange pp. 1275-1287

Patrik Safvenblad

SETS, arbitrage activity, and stock price dynamics pp. 1289-1306

Nick Taylor, Dick van Dijk, Philip Hans Franses and Andre Lucas

Information-signaling and competitive effects of foreign acquisitions in the US pp. 1307-1321

Aigbe Akhigbe and Anna D. Martin

An exploratory analysis of the order book, and order flow and execution on the Saudi stock market pp. 1323-1357

Mohammad Al-Suhaibani and Lawrence Kryzanowski

Price transmission dynamics between ADRs and their underlying foreign securities pp. 1359-1382

Minho Kim, Andrew C. Szakmary and Ike Mathur

Corporate control, bank risk taking, and the health of the banking industry pp. 1383-1398

Ronald C. Anderson and Donald R. Fraser

Volume 24, issue 7, 2000

From value at risk to stress testing: The extreme value approach pp. 1097-1130

Francois M. Longin

Value at risk models for Dutch bond portfolios pp. 1131-1154

Peter Vlaar

Compensation vouchers and equity markets: Evidence from Hungary pp. 1155-1178

Rodney M. Chun

Why are bank profits so persistent? The roles of product market competition, informational opacity, and regional/macroeconomic shocks pp. 1203-1235

Allen Berger, Seth D. Bonime, Daniel M. Covitz and Diana Hancock

Volume 24, issue 6, 2000

Mergers and shareholder wealth in European banking pp. 831-859

Alberto Cybo-Ottone and Maurizio Murgia

Default risk and optimal debt management pp. 861-891

Francesco Drudi and Raffaela Giordano

"The first shall be last". Size and value strategy premia at the London Stock Exchange pp. 893-919

Michele Bagella, Leonardo Becchetti and Andrea Carpentieri

Fiscal policy, debt management and exchange rate credibility: Lessons from the recent Italian experience pp. 921-943

Amedeo Amato and Marco Tronzano

Is there an optimal size for the financial sector? pp. 945-965

Anthony M. Santomero and John J. Seater

Bank competition and ECB's monetary policy pp. 967-983

Fabio Bagliano, Alberto Dalmazzo and Giancarlo Marini

How the environment determines banking efficiency: A comparison between French and Spanish industries pp. 985-1004

Michel Dietsch and Ana Lozano-Vivas

Regionalisation versus globalisation in European financial market integration: Evidence from co-integration analyses pp. 1005-1043

Stefanie Kleimeier and Harald Sander

Competition, contestability and market structure in European banking sectors on the eve of EMU pp. 1045-1066

Olivier de Bandt and E Davis

Bank-firm relationships and allocative efficiency in Northeastern and Central Italy and in the South pp. 1067-1095

Giovanni Ferri and Marcello Messori

Volume 24, issue 5, 2000

Does the Fed beat the foreign-exchange market? pp. 665-694

R. J. Sweeney

A note on nonstationarity, structural breaks, and the Fisher effect pp. 695-707

Dimitrios Malliaropulos

Determinants of bank growth choice pp. 709-734

Ken B. Cyree, James W. Wansley and Thomas P. Boehm

Cross- and delta-hedges: Regression- versus price-based hedge ratios pp. 735-757

Piet Sercu and Xueping Wu

Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets pp. 759-785

Soosung Hwang and Stephen E. Satchell

Efficiency tests in the French derivatives market pp. 787-807

Chun I. Lee, Kimberly C. Gleason and Ike Mathur

Strategic competition in retail banking under expense preference behavior pp. 809-824

Pedro Purroy and Vicente Salas

Corporate Governance and Financial Performance: A Study of German and UK Initial Public Offerings; Marc Goergen; Edward Elgar; Cheltenham; 1998; 183 pages ($80) pp. 825-827

Angela Morgan

Real Options: Managing Strategic Investment in an Uncertain World; Martha Amram, Nalin Kulatilaka; Harvard Business School Press, Boston, MA; 1999; 246 pages ($35.00) pp. 828-829

Tom Arnold

Volume 24, issue 4, 2000

Financial system development in transition economies pp. 507-524

Niels Hermes and Robert Lensink

Financial regulation and financial system architecture in Central Europe pp. 525-553

Bert Scholtens

Regulation of the Warsaw Stock Exchange: The portfolio allocation problem pp. 555-576

Wojciech Charemza and Ewa Majerowska

Regulatory lessons for emerging stock markets from a century of evidence on transactions costs and share price volatility in the London Stock Exchange pp. 577-601

Christopher Green, Paolo Maggioni and Victor Murinde

Winners and losers from the introduction of continuous variable price trading: Evidence from the Riga Stock Exchange pp. 603-624

Joseph Kairys, Raimonds Kruza and Ritvars Kumpins

Avoiding bank runs in transition economies: The role of risk neutral capital pp. 625-642

Shubhashis Gangopadhyay and Gurbachan Singh

Does central bank independence really matter?: New evidence for developing countries using a new indicator pp. 643-664

Jakob de Haan and Willem J. Kooi

Volume 24, issue 3, 2000

Interest-rate derivatives and bank lending pp. 353-379

Elijah Brewer , Bernadette A. Minton and James Moser

Insider trading and the voluntary disclosure of information by firms pp. 395-425

Ranga Narayanan

Operating leases and the assessment of lease-debt substitutability pp. 427-470

Vivien Beattie, Alan Goodacre and Sarah Thomson

Volume 24, issue 1-2, 2000

Regulatory implications of credit risk modelling pp. 1-14

Patricia Jackson and William Perraudin

Policy implications of the Federal Reserve study of credit risk models at major US banking institutions pp. 15-33

John J. Mingo

Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues pp. 35-58

David Jones

A comparative analysis of current credit risk models pp. 59-117

Michel Crouhy, Dan Galai and Robert Mark

A comparative anatomy of credit risk models pp. 119-149

Michael Gordy

Evaluating credit risk models pp. 151-165

Jose Lopez and Marc R. Saidenberg

Credit risk rating systems at large US banks pp. 167-201

William F. Treacy and Mark Carey

Stability of rating transitions pp. 203-227

Pamela Nickell, William Perraudin and Simone Varotto

Default rates in the syndicated bank loan market: A mortality analysis pp. 229-253

Edward Altman and Heather J. Suggitt

A comparative study of structural models of corporate bond yields: An exploratory investigation pp. 255-269

Ronald Anderson and Suresh Sundaresan

The intersection of market and credit risk pp. 271-299

Robert Jarrow and Stuart M. Turnbull

Default risk in a market model pp. 301-327

Christopher Lotz and Lutz Schlogl

Determination of the adequate capital for default protection under the one-factor Gaussian term structure model pp. 329-352

Daisuke Nakazato