Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

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Volume 10, issue 2, 1986

Introduction pp. 169-172

Arie Melnik, Yair E. Orgler and Steven Plaut

In memory of Daniel Recanati pp. 173-174

Meir Heth

Appearance and reality in deposit insurance: The case for reform pp. 175-188

Edward Kane

Capital regulation and deposit insurance pp. 189-201

David H. Pyle

Variable-rate deposit insurance: A re-examination pp. 203-218

Laurie S. Goodman and Anthony M. Santomero

The large-small bank dichotomy in the federal funds market pp. 219-230

Linda Allen and Anthony Saunders

An economic assessment of capital requirements in the banking industry pp. 231-241

Michel Crouhy and Dan Galai

Information reusability, competition and bank asset quality pp. 243-253

Yuk-Shee Chan, Stuart I. Greenbaum and Anjan Thakor

Optimal borrowing and bank lending policies: An interactive approach pp. 255-265

Zvi Lieber and Yair E. Orgler

The economics of loan commitment contracts: Credit pricing and utilization pp. 267-280

Arie Melnik and Steven Plaut

Lending with costly enforcement of repayment and potential fraud pp. 281-293

Jonathan Eaton

Bank asset management and financial insurance pp. 295-307

Giorgio P. Szego

Term structure intermediation by depository institutions pp. 309-325

Dwight M. Jaffee

Volume 10, issue 1, 1986

Swaps, expectations, and exchange rates pp. 7-20

Arvind Mahajan and Dileep Mehta

Market structure: The specialist as dealer and broker pp. 21-36

Robert M. Conroy and Robert L. Winkler

A model of the financial firm with imperfect asset and deposit elasticities pp. 37-54

Diana Hancock

The reaction of bank stock prices to the international debt crisis pp. 55-73

Bradford Cornell and Alan C. Shapiro

Disclosure policy and international banking pp. 75-97

Jack Guttentag and Richard Herring

Deposit rates, credit rates and bank capital: The Klein-Monti Model Revisited pp. 99-114

Jean Dermine

Systematic risk, total risk and size as determinants of stock market returns pp. 115-132

Josef Lakonishok and Alan C. Shapiro

Another look at implied tax rates pp. 133-141

Lee Dymits and Michael L. Murray

A multiple discriminant analysis of BHC commercial paper ratings pp. 143-144

James M. Murphy and Allen Rappaport

A multiple discriminant analysis of BHC commercial paper ratings: A reply pp. 145-146

John Peavy and S. Michael Edgar

A note on interest on required reserves as an instrument of monetary control pp. 147-156

David D. Van Hoose

Option pricing: Robert Jarrow and Andrew Rudd, (Irwin, Homewood, IL, 1983) pp. xxii + 235, $25.00 pp. 157-161

Richard Lord

Thrifts in crisis: Structural transformation of the savings and loan industry: Fredriick E. Balderston, (Bellinger, Cambridge, MA, 1985) pp. 191, $29.95 pp. 161-163

Edwin H. Duett

Euronotes: Lloyd Bankson and Michael Lee, eds., (Euromoney Publications, London, 1985) pp. 183 pp. 164-165

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Trade policy issues and developments: Shailendra J. Anjaria, Naheed Kirmani and Arne B. Petersen, IMF Occasional Paper No. 38 (International Monetary Fund, Washington, DC, 1985) pp. 161 pp. 164-164

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German bond markets: Uta Kempf, (Euromoney Publications, London, 1985) pp. 178 pp. 165-166

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Volume 9, issue 4, 1985

Portfolio separation for stockholder owned depository financial intermediaries pp. 477-490

C. Sealey

Expected inflation and the real rate of interest: A Note pp. 491-498

Theodore E. Day

On the precautionary demand for assets pp. 499-515

Case M. Sprenkle

On syndicate sharing rules for unanimous project rankings pp. 517-534

Devinder K. Gandhi, Robert Hausmann and Anthony Saunders

Commercial bank refinancing and economic stability: An analysis of european features pp. 535-552

Herwig Langohr and Anthony M. Santomero

New evidence on beta stationarity and forecast for belgian common stocks pp. 553-560

Gabriel A. Hawawini, Pierre A. Michel and Albert Corhay

The behavior of stock prices on LDC markets pp. 561-575

Vihang R. Errunza and Etienne Losq

The dynamic behavior of business loans and the prime rate: A comment pp. 577-580

Ignazio Angeloni

The dynamic behavior of business loans and the prime rate: Reply pp. 581-584

John Kling

A note on deposit rate deregulation, Super NOWs, and bank security returns pp. 585-595

Donald R. Fraser, R. Malcolm Richards and Richard H. Fosberg

The Saudi financial system/in the context of Western and Islamic finance: Adnan M. Abdeen and Dale N. Shook, (John Wiley & Sons, 1984) pp. 287, $34.95 pp. 597-600

Mohammad Hosein Abghari

Bond portfolio immunization: Michael R. Granito, (Lexington Books, Lexington, MA, 1984) pp. 245, $25.00 pp. 600-603

R. M. Robinson

Banking and electronic fund transfers: J.R.S. Revell, (OECD, Paris, 1983) pp. 190 pp. 603-605

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Volume 9, issue 3, 1985

The characteristics of takeover targets and other measures pp. 351-362

Joel Hasbrouck

Differential taxation and the equilibrium structure of interest rates pp. 363-385

Walter N. Torous

Ex post stockholder unanimity: A Complete and Simplified Treatment pp. 387-399

James Ohlson

The theory of collateral pp. 401-419

Steven Plaut

The dynamic behavior of business loans and the prime rate pp. 421-442

John Kling

Adjusting for the intervalling effect bias in beta: A Test using Paris Bourse Data pp. 443-460

William K. H. Fung, Robert A. Schwartz and David K. Whitcomb

Financial market trends, no. 27, special feature on `The obstacles to international exchanges of banking services': Organization for Economic Cooperation and Development, (OECD, Paris, 1984) pp. 201 pp. 461-461

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Financial market trends, no. 28, special feature on `The impact of the new financial instruments and intermediation techniques on financial market': Organization for Economic Cooperation and Development, (OECD, Paris, 1984) pp. 148 pp. 461-461

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Financial market trends no. 29, special feature on `Banking and monetary policy': Organization for Economic Cooperation and Development, (OECD, Paris, 1984) pp. 251 pp. 463-463

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Financial market trends no. 30, special feature on `Recent trends in the international financial situation of eastern Europe': Organization for Economic Cooperation and Development, (OECD, Paris, 1985) pp. 176 pp. 463-463

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Costs and margins in banking, statistical 1, Supplement978-1982: J.R.S. Revell, (OECD, Paris, 1985) pp. 111 pp. 463-464

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Emerging securities market: Investment banking opportunities in the developing world: Antoine W. van Agtamael, (Euromoney Publications, London, 1984) pp. 308 pp. 464-465

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The wardley guide to world money and securities markets: Lynette J. Kemp, (Euromoney Publications, London, 1984) pp. 472 pp. 465-466

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Sovereign lending: Managing legal risk: Michael Gruson and R. Reisner, eds., (Euromoney Publications, London, 1984) pp. 257 pp. 466-468

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Banking on the act of state: International lending and the act of state doctrine: Carsten-Thomas Ebenroth, (Universitatsverlag Konstanz, Konstanz, 1985) pp. 116 pp. 468-469

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Portfolio theory with application to bank asset management: Giorgio P. Szego, (Academic Press, New York, 1980) pp. 215 pp. 469-472

John Jahera

Italian credit structures: Efficiency, competition and controls: Banca d'Italia, (Euromoney Publications, London, 1984) pp. 280 pp. 469-469

Giorgio Szego

Costs and margins in banking: J.R.S. Revell, (OECD, Paris, 1980) pp. 307 pp. 472-472

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Volume 9, issue 2, 1985

Branching, scale economies, and banking costs pp. 177-191

Richard W. Nelson

Asymmetric information and a theory of compensating balances pp. 193-205

C. Sealey and Robert Heinkel

The early exercise of American puts pp. 207-219

Robert Geske and Kuldeep Shastri

Optimal hedging of uncertain and long-term foreign exchange exposure pp. 221-231

Mark R. Eaker and Dwight Grant

The effect of stock-for-debt swaps on bank holding companies pp. 233-251

Jonathan A. Scott, George H. Hempel and John Peavy

A factor-analytic approach to bank condition pp. 253-266

Robert Craig West

Performance measurement of early warning models: Comments on west and other weakness/failure prediction models pp. 267-273

Leon Korobow and David Stuhr

Direct price controls as a source of instability in the interest rate/inflation rate relationship pp. 275-288

Markus J. Granziol

A Clower constraint model of unbacked money pp. 289-295

John Bryant

Bank branch operating efficiency: Evaluation with Data Envelopment Analysis pp. 297-315

H. David Sherman and Franklin Gold

A note on factor analysis and arbitrage pricing theory pp. 317-321

Adi Raveh

A note on managing deposit flows with cash and futures market decisions pp. 323-331

G. D. Koppenhaver

International capital markets: Developments and prospects 1984: Maxwell Watson, Peter Keller and Donald Mathieson, occasional paper no. 31 (IMF, Washington, DC, 1984) pp. 112 pp. 333-333

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The exchange rate system: John Williamson, study no. 4, Institute for International Economics, Washington, DC (MIT Press, Cambridge, MA, 1983) pp. 85 pp. 333-333

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Exchange rate volatility and world trade: International Monetary Fund, occasional paper no. 28 (IMF, Washington, DC, 1984) pp. 62 pp. 336-337

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Issues in the assessment of the exchange rates of industrial countries: International Monetary Fund, occasional paper no. 29 (IMF, Washington, DC, 1984) pp. 30 pp. 336-336

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The exchange rate system: Lessons of the past and options for the future: International Monetary Fund, occasional paper no. 30 (IMF, Washington, DC, 1984) pp. 64 pp. 338-338

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International debt and the stability of the world economy: William R. Cline, study no. 5, Institute for International Economics, Washington, DC (MIT Press, Cambridge, MA, 1983) pp. 134 pp. 339-340

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International debt banks and the LDCs: American Express International Banking Corporation, The Amex Bank review special paper no. 10 (AEIBC, London, 1984) pp. 222 pp. 341-342

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International financial law: Lending, capital transfers and institutions: Robert S. Rendell, ed., second ed. (Euromoney Publications, London, 1983) vol. 1, pp. 200; vol. 2, pp. 287 pp. 342-343

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Default and rescheduling: Corporate and sovereign borrowers: David Suratgar, ed., (Euromoney Publications, London, 1984) pp. 163 pp. 343-343

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Country risk: Pancras J. Nagy, (Euromoney Publications, London, 1984) pp. 195 pp. 343-344

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The Mexican rescue: Joseph Kraft, (Group of Thirty, New York, 1984) pp. 66 pp. 344-345

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Volume 9, issue 1, 1985

Equilibrium traits of durable commodity money pp. 5-34

Bart Taub

Using linear and goal programming to immunize bond portfolios pp. 35-54

Gordon Alexander and Bruce Resnick

The behavior of intra-daily exchange rates pp. 55-72

Walter Wasserfallen and Heinz Zimmermann

An empirical examination of the implications of arbitrage pricing theory pp. 73-99

Phoebus J. Dhrymes, Irwin Friend, N. Bulent Gultekin and Mustafa N. Gultekin

An empirical investigation of the EOE gold options market pp. 101-113

Clifford A. Ball, Walter N. Torous and Adrian Tschoegl

A time series/cross section analysis of the determinants of Australian trading bank loan/deposit interest margins: 1962-1981 pp. 115-136

R. W. McShane and I. G. Sharpe

Interest-risk sensitive deposit insurance premia: Stable ACH estimates pp. 137-156

J. Huston McCulloch

Cyclical variability of bond risk premia: A note pp. 157-165

William V. Gehrlein and Thomas McInish

Guide to computer-assisted investment analysis: W.B. Riley, Jr. and A.H. Montgomery, Jr., [McGraw-Hill, New York, 1982 (Finance Guide Series)] pp. 170-170

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Option pricing: Theory and applications: M. Brenner, ed., (Lexington Books, Lexington, MA, 1983) pp. 171-171

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The political economy of monetary policy: National and international aspects: Donald R. Hodgman, ed., Proceedings of a conference held in Perugia, Italy in July 1983 (Conference series, no. 26, Federal Reserve Bank of Boston, Boston, MA, 1983) pp. 358 pp. 171-172

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The fund, commercial banks, and member countries: Paul Mentre, (Occasional paper, no. 26, IMF, Washington, DC, 1984) pp. 172-173

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