Economics at your fingertips  

Journal of Banking & Finance

1977 - 2018

Current editor(s): Ike Mathur

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

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 69, issue S1, 2016

How capital regulation and other factors drive the role of shadow banking in funding short-term business credit pp. S10-S24 Downloads
John Duca
Bank size, capital, and systemic risk: Some international evidence pp. S25-S34 Downloads
Luc Laeven, Lev Ratnovski and Hui Tong
Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model pp. S35-S55 Downloads
Beverly Hirtle, Anna Kovner, James Vickery and Meru Bhanot
Banks and capital requirements: Channels of adjustment pp. S56-S69 Downloads
Benjamin H. Cohen and Michela Scatigna

Volume 69, issue C, 2016

National culture and the cost of debt pp. 1-19 Downloads
Andy C.W. Chui, Chuck C.Y. Kwok and (Stephen) Zhou, Gaoguang
Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests pp. 20-36 Downloads
Wenjun Zhu, Chou-Wen Wang and Ken Seng Tan
Local bank competition and small business lending after the onset of the financial crisis pp. 37-51 Downloads
Jaakko Sääskilahti
Stock ownership guidelines for CEOs: Do they (not) meet expectations? pp. 52-71 Downloads
Bradley W. Benson, Qin Lian and Qiming Wang
Jump and variance risk premia in the S&P 500 pp. 72-83 Downloads
Maximilian Neumann, Marcel Prokopczuk and Chardin Wese Simen
Information stages in efficient markets pp. 84-94 Downloads
Farid AitSahlia and Joon-Hui Yoon
Do corporate policies follow a life-cycle? pp. 95-107 Downloads
Robert Faff, Wing Chun Kwok, Edward Podolski and George Wong
Multiperiod portfolio optimization with multiple risky assets and general transaction costs pp. 108-120 Downloads
Xiaoling Mei, Victor DeMiguel and Francisco J. Nogales

Volume 68, issue C, 2016

Financial development and the effectiveness of monetary policy pp. 1-11 Downloads
Yong Ma and Xingkai Lin
Why do traders choose dark markets? pp. 12-28 Downloads
Ryan Garvey, Tao Huang and Fei Wu
Credit and liquidity in interbank rates: A quadratic approach pp. 29-46 Downloads
Simon Dubecq, Alain Monfort, Jean-Paul Renne and Guillaume Roussellet
Out of sight, out of mind? On the risk of sub-custodian structures pp. 47-56 Downloads
Thomas Droll, Natalia Podlich and Michael Wedow
Profit shifting and tax response of multinational banks pp. 57-68 Downloads
Julia Merz and Michael Overesch
Voluntary disclosure of corporate venture capital investments pp. 69-83 Downloads
Abdulkadir Mohamed and Armin Schwienbacher
Pricing effects when competitors arrive: The case of discount certificates in Germany pp. 84-99 Downloads
Andrea Schertler
The impact of news articles and corporate disclosure on credit risk valuation pp. 100-116 Downloads
Feng-Tse Tsai, Hsin-Min Lu and Mao-Wei Hung
Foster–Hart optimal portfolios pp. 117-130 Downloads
Abhinav Anand, Tiantian Li, Tetsuo Kurosaki and Young Shin Kim
Earnings management, capital structure, and the role of institutional environments pp. 131-152 Downloads
Zhe An, Donghui Li and Jin Yu
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality? pp. 153-161 Downloads
Zangina Isshaq and Robert Faff
An index-based measure of liquidity pp. 162-178 Downloads
George Chacko, Sanjiv Das and Rong Fan
Financial constraints and international trade with endogenous mode of competition pp. 179-194 Downloads
Antoine Bouët and Anne-Gaël Vaubourg
How does pricing affect investors’ product choice? Evidence from the market for discount certificates pp. 195-215 Downloads
Oliver Entrop, Georg Fischer, Michael McKenzie, Marco Wilkens and Christoph Winkler
TARP and the long-term perception of risk pp. 216-235 Downloads
Elias Semaan and Pamela Peterson Drake
Long-term industry reversals pp. 236-250 Downloads
Yuliang Wu and Khelifa Mazouz
The social costs and benefits of too-big-to-fail banks: A “bounding” exercise pp. 251-265 Downloads
John H. Boyd and Amanda Heitz
On stability of operational risk estimates by LDA: From causes to approaches pp. 266-278 Downloads
Xiaoping Zhou, Antonina V. Durfee and Frank J. Fabozzi

Volume 67, issue C, 2016

Currency momentum, carry trade, and market illiquidity pp. 1-11 Downloads
Vitaly Orlov
Early-stage entrepreneurial financing: A signaling perspective pp. 12-22 Downloads
Jin-Hyuk Kim and Liad Wagman
Effect of the Basel Accord capital requirements on the loan-loss provisioning practices of Australian banks pp. 23-36 Downloads
James R. Cummings and Kassim J. Durrani
Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession pp. 37-52 Downloads
Hylton Hollander and Guangling Liu
Family control and loan collateral: Evidence from China pp. 53-68 Downloads
Xiaofei Pan and Gary Gang Tian
The effect of social screening on bond mutual fund performance pp. 69-84 Downloads
Hans-Martin Henke
Evaluating the robustness of UK term structure decompositions using linear regression methods pp. 85-102 Downloads
Sheheryar Malik and Andrew Meldrum
What do asset prices have to say about risk appetite and uncertainty? pp. 103-118 Downloads
Geert Bekaert and Marie Hoerova
Systematic multi-period stress scenarios with an application to CCP risk management pp. 119-134 Downloads
Alan De Genaro
Estimating the risk-return trade-off with overlapping data inference pp. 135-145 Downloads
Esben Hedegaard and Robert Hodrick

Volume 66, issue C, 2016

Financial distress and the Malaysian dual baking system: A dynamic slacks approach pp. 1-18 Downloads
Peter Wanke, Md. Abul Kalam Azad and Carlos Barros
Pricing and hedging of derivatives in contagious markets pp. 19-34 Downloads
Thomas Kokholm
The determinants of global bank lending: Evidence from bilateral cross-country data pp. 35-52 Downloads
Uluc Aysun and Ralf Hepp
Seasonal Stochastic Volatility: Implications for the pricing of commodity options pp. 53-65 Downloads
Juan Arismendi Zambrano, Janis Back, Marcel Prokopczuk, Raphael Paschke and Markus Rudolf
Multiple blockholders, power, and firm value pp. 66-78 Downloads
Nilanjan Basu, Imants Paeglis and Mohammad Rahnamaei
The level effect of bank lending standards on business lending pp. 79-88 Downloads
Koen van der Veer and Marco Hoeberichts
Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests pp. 89-101 Downloads
Taufiq Choudhry, Fotios I. Papadimitriou and Sarosh Shabi
Does deposit insurance retard the development of non-bank financial markets? pp. 102-125 Downloads
Mikael C. Bergbrant, Kaysia T. Campbell, Delroy M. Hunter and James E. Owers
Does the buck stop here? A comparison of withdrawals from money market mutual funds with floating and constant share prices pp. 126-142 Downloads
Jonathan Witmer
Do banks actively manage their liquidity? pp. 143-161 Downloads
Robert DeYoung and Karen Y. Jang
Page updated 2018-12-16