Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 17, issue 6, 1993

The analysis and valuation of interest rate options pp. 1079-1095

R. C. Stapleton and M. G. Subrahmanyam

Comparative study of complete tender offers and partial acquisitions pp. 1097-1110

Ben Amoako-Adu and Brian Smith

The private placement of bank equity pp. 1111-1131

Raj Varma and Samuel H. Szewczyk

On flexibility, capital structure and investment decisions for the insured bank pp. 1133-1146

Peter Ritchken, James Thomson, Ramon Degennaro and Anlong Li

Designing an immunized portfolio: Is M-squared the key? pp. 1147-1170

Gerald O. Bierwag, Iraj Fooladi and Gordon Roberts

Non-marketable assets and households' portfolio choices: A case study of Italy pp. 1171-1190

Claudio Giraldi, Rony Hamaui and Nicola Rossi

Erratum pp. 1207-1207

G. P. Szego

Recent developments in international banking and finance: Sarkis J. Khoury, editor volume VI (Blackwell Publishers, Cambridge, MA, 1992), US $84.95 pp. 1209-1214

Adam Schwartz

Financial regulation: Changing the rules of the game: Dimitri Vittas, editor (The World Bank, Washington, DC, 1992) pp. 1214-1219

Lee Warren

Finance and the international economy: Richard O'Brien, editor, (Oxford University Press, New York, 1993) US$18.95 pp. 1220-1224

C. Weis

Books received pp. 1225-1228

Joseph Sinkey

Volume 17, issue 5, 1993

Preface pp. 771-771

G. Szego

Introduction pp. 773-783

Giorgio Szego

Financial structure and reforms in Central and Eastern Europe in the 1980s pp. 785-817

Pietro Catte and Cristina Mastropasqua

Creation of financial markets in (previously) centrally planned economies pp. 819-847

Daniele Checchi

Payment system reform in formerly centrally planned economics pp. 849-868

David Folkerts-Landau, Peter Garber and Timothy Lane

Futures and options markets: Their new role in Eastern Europe pp. 869-881

T. Eric Kilcollin and Michael E. S. Frankel

The financial reforms in central and Eastern European countries and in China pp. 883-911

Paolo Miurin and Andrea Sommariva

Equity markets in economies in transition pp. 913-929

Morris Mendelson and Junius W. Peake

Banking sector and restructuring in Eastern Europe pp. 931-957

Anthony Saunders and Andrea Sommariva

Eastern Europe's experience with banking reform: Is there a role for banks in the transition? pp. 959-1000

Alfredo Thorne

Reconstruction of the financial system in East Germany: Description and comparison with Eastern Europe pp. 1001-1019

Helmut Wagner

Bank lending in transition economies pp. 1021-1032

Enrico Perotti

An innovatory package for financial sector reforms in Eastern European countries pp. 1033-1057

A. Steinherr

The role of banks in financial restructuring in countries of the former Soviet Union pp. 1059-1072

Henry N. Schiffman

Volume 17, issue 4, 1993

Risk premia and the ex-dividend stock price behavior: Empirical evidence pp. 575-589

Mark Fedenia and Theoharry Grammatikos

Market reaction to the thrift bailout pp. 591-608

Jeff Madura, Alan L. Tucker and Emilio R. Zarruk

Measuring global money market interrelationships: An investigation of five major world currencies pp. 609-628

Antsong Lin and Peggy E. Swanson

Forbearance and valuation of deposit insurance as a callable put pp. 629-643

Linda Allen and Anthony Saunders

Loan commitments, investment decisions and the signalling equilibrium pp. 645-661

Jin-Chuan Duan and Suk Heun Yoon

Duration measures, immunization, and utility maximization pp. 689-707

Eliezer Z. Prisman and Yisong Tian

The multibank holding company effect on cost efficiency in banking pp. 709-732

Joseph A. Newman and Ronald E. Shrieves

The 1990 Mexico and Venezuela recapture clauses: An application of average price options pp. 733-745

Stijn Claessens and Sweder van Wijnbergen

Market discipline, bank subordinated debt, and interest rate uncertainty pp. 747-762

Nusret Cakici and Sris Chatterjee

The twilight of sovereignty: How the information revolution is transforming our world: Walter B. Wriston, (Charles Scribner's Sons, New York, NY, 1992) pp. 192, $25 pp. 764-766

Joseph Sinkey

Volume 17, issue 2-3, 1993

The efficiency of financial institutions: A review and preview of research past, present and future pp. 221-249

Allen Berger, William C. Hunter and Stephen G. Timme

Evaluating the performance of US credit unions pp. 251-265

Harold O. Fried, C. Lovell and Philippe Vanden Eeckaut

Efficiency in the savings and loan industry pp. 267-286

Loretta Mester

The efficiency of the Federal Reserve in providing check processing services pp. 287-311

Paul Bauer and Diana Hancock

Discussants' comments on Fried et al., Mester and Bauer and Hancock pp. 313-315

Lawrence White

Bank efficiency derived from the profit function pp. 317-347

Allen Berger, Diana Hancock and David B. Humphrey

Output allocative and technical efficiency of banks pp. 349-366

M. English, Shawna Grosskopf, K. Hayes and S. Yaisawarng

Discussants' comments on Berger et al. and English et al pp. 367-370

C. Lovell

Banking efficiency in the Nordic countries pp. 371-388

Sigbjorn Atle Berg, Finn Førsund, Lennart Hjalmarsson and Matti Suominen

Resolving the scale efficiency puzzle in banking pp. 389-405

Patrick H. McAllister and Douglas McManus

Discussants' comments on Berg. and McAllister and McManus pp. 407-410

Loretta Mester

Efficiency effects of horizontal (in-market) bank mergers pp. 411-422

Stephen A. Rhoades

Can megamergers improve bank efficiency? pp. 423-436

Sherrill Shaffer

Discussants' comments on Rhoades, Shaffer, and Fixler and Zieschang pp. 451-455

Larry Wall

Measuring cost efficiency in the property-liability insurance industry pp. 463-481

John Cummins and Mary Weiss

The measurement of efficiency in life insurance: Estimates of a mixed normal-gamma error model pp. 483-496

Andrew M. Yuengert

X-Efficiency in the US life insurance industry pp. 497-510

Lisa A. Gardner and Martin Grace

Discussants' comments on Cummins and Weiss, Yuengert and Grace and Gardner pp. 511-513

Shawna Grosskopf

Corporate control and bank efficiency pp. 515-530

Lynn Pi and Stephen G. Timme

Organizational forms in banking: An empirical investigation of cost efficiency pp. 531-538

Richard Grabowski, Nanda Rangan and Rasoul Rezvanian

Measuring the efficiency of multiunit banking: An activity analysis approach pp. 539-544

Rolf Fare and Daniel Primont

Discussants' comments on Pi and Timme, Grabowski et al. and Fare and Primont pp. 545-549

Gary Ferrier

Volume 17, issue 1, 1993

Determinants of international financial services pp. 7-18

Fariborz Moshirian

Did regulatory actions discourage consumer demand for treasury bills? pp. 19-26

Harold A. Black and Robert L. Schweitzer

The valuation of options on coupon bonds pp. 27-42

Francis Longstaff

Bank holding company mergers with nonbank financial firms: Effects on the risk of failure pp. 43-63

John H. Boyd, Stanley L. Graham and R. Shawn Hewitt

Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors pp. 65-89

Su-Jane Chen and Bradford Jordan

The impact of international cross listings on risk and return: The evidence from American depository receipts pp. 91-103

Narayanan Jayaraman, Kuldeep Shastri and Kishore Tandon

A note on market expectations of risk-free rates and volatilities before and after October 1987 pp. 105-116

Simon Benninga, Uri Loewenstein and Oded Sarig

Asymmetric information, investment banking contracts and the certification hypothesis pp. 117-129

P. C. Kumar and George P. Tsetsekos

New evidence on the impact of tax-loss selling on the turn of the year effect pp. 131-144

Timothy J. Brailsford and Stephen A. Easton

Conducting event studies with thinly traded stocks pp. 145-157

Elizabeth Maynes and John Rumsey

Bank capital regulation and the valuation effects of Latin American debt moratoriums pp. 159-174

Myron B. Slovin and Subbarao V. Jayanti

Testing the random walk hypothesis on Swedish stock prices: 1919-1990 pp. 175-191

Per Frennberg and Bjorn Hansson

International stock market linkages: Evidence from the pre- and post-October 1987 period pp. 193-208

Bala Arshanapalli and John Doukas

Cases on financial policy and banking deregulation in Indonesia: David C. Cole and Ross H. McLeod, editors. (Gadjah Mada University Press, Yogyakarta, Indonesia, 1991) Rp 20,000 (approx US$10) pp. 211-213

Mark Flannery