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Content
December 2001, Volume 25, Issue 12
- 2127-2167 The ability of banks to lend to informationally opaque small businesses
by Berger, Allen N. & Klapper, Leora F. & Udell, Gregory F.
- 2169-2208 Are scale economies in banking elusive or illusive?: Evidence obtained by incorporating capital structure and risk-taking into models of bank production
by Hughes, Joseph P. & Mester, Loretta J. & Moon, Choon-Geol
- 2209-2237 The changing structure of local credit markets: Are small businesses special?
by Bonaccorsi di Patti, Emilia & Gobbi, Giorgio
- 2239-2276 Do banks have a future?: A study on banking and finance as we move into the third millennium
by Bossone, Biagio
- 2277-2304 Can mergers ensure the survival of credit unions in the third millennium?
by Ralston, Deborah & Wright, April & Garden, Kaylee
- 2305-2337 The patterns of cross-border bank mergers and shareholdings in OECD countries
by Focarelli, Dario & Pozzolo, Alberto Franco
- 2339-2366 Are expansions cost effective for stock exchanges? A global perspective
by Hasan, Iftekhar & Malkamaki, Markku
- 2367-2392 Mixing and matching: Prospective financial sector mergers and market valuation
by Estrella, Arturo
November 2001, Volume 25, Issue 11
- 1957-1987 Reading PIBOR futures options smiles: The 1997 snap election
by Coutant, Sophie & Jondeau, Eric & Rockinger, Michael
- 1989-2014 Pricing Hang Seng Index options around the Asian financial crisis - A GARCH approach
by Duan, Jin-Chuan & Zhang, Hua
- 2015-2040 The term structure of credit spreads with jump risk
by Zhou, Chunsheng
- 2041-2067 Money and credit in liquidity provision
by Wang, Yong & Zhou, Hanqing
- 2069-2087 The link between bank monitoring and corporate dividend policy: The case of dividend omissions
by Low, Soo-Wah & Glorfeld, Louis & Hearth, Douglas & Rimbey, James N.
- 2089-2101 Interest rate and liquidity risk management and the European money supply process
by Mitusch, Kay & Nautz, Dieter
- 2103-2123 "Clicks and bricks":: e-Risk Management for banks in the age of the Internet
by Pennathur, Anita K.
October 2001, Volume 25, Issue 10
- 1805-1827 Returns synchronization and daily correlation dynamics between international stock markets
by Martens, Martin & Poon, Ser-Huang
- 1829-1855 Index arbitrage with heterogeneous investors: A smooth transition error correction analysis
by Tse, Yiuman
- 1857-1895 An empirical analysis of incremental capital structure decisions under managerial entrenchment
by de Jong, Abe & Veld, Chris
- 1897-1919 Investor heterogeneity, market segmentation, leverage and the equity premium puzzle
by Shahid Ebrahim, M. & Mathur, Ike
- 1921-1939 Crisis dynamics of implied default recovery ratios: Evidence from Russia and Argentina
by Merrick Jr., John J.
- 1941-1956 A note on information seasonality and the disappearance of the weekend effect in the UK stock market
by Steeley, James M.
September 2001, Volume 25, Issue 9
- 1607-1634 Efficiency in index options markets and trading in stock baskets
by Ackert, Lucy F. & Tian, Yisong S.
- 1635-1664 An analytic approach to credit risk of large corporate bond and loan portfolios
by Lucas, Andre & Klaassen, Pieter & Spreij, Peter & Straetmans, Stefan
- 1665-1679 Modelling S&P 100 volatility: The information content of stock returns
by Blair, Bevan J. & Poon, Ser-Huang & Taylor, Stephen J.
- 1681-1686 Investor tax rationality and the relationship between dividend yields and equity returns: An explanatory note
by Dempsey, Mike
- 1687-1716 Foreign and domestic investors and tax induced ex-dividend day trading
by Liljeblom, Eva & Loflund, Anders & Hedvall, Kaj
- 1717-1739 The Federal Reserve's operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect
by Thornton, Daniel L.
- 1741-1767 Measuring performance of international closed-end funds
by Patro, Dilip Kumar
- 1769-1788 Evolution of market uncertainty around earnings announcements
by Isakov, Dusan & Perignon, Christophe
- 1789-1804 Optimal portfolio selection in a Value-at-Risk framework
by Campbell, Rachel & Huisman, Ronald & Koedijk, Kees
August 2001, Volume 25, Issue 8
- 1401-1426 Price and volume effects associated with derivative warrant issuance on the Stock Exchange of Hong Kong
by Chan, Yue-cheong & Wei, K. C. John
- 1427-1445 Factor models and the correlation structure of interest rates: Some evidence for USD, GBP, DEM and JPY
by Lekkos, Ilias
- 1447-1473 Strategic choices of quality, differentiation and pricing in financial services
by Mahajan, Sandeep & Sweeney, Richard J.
- 1475-1502 Margin exceedences for European stock index futures using extreme value theory
by Cotter, John
- 1503-1541 Sensitivity analyses of anomalies in developed stock markets
by Durham, J. Benson
- 1543-1551 Do investors prefer round stock prices? Evidence from Israeli IPO auctions
by Kandel, Shmuel & Sarig, Oded & Wohl, Avi
- 1553-1571 Citicorp-Travelers Group merger: Challenging barriers between banking and insurance
by Carow, Kenneth A.
- 1573-1587 Patterns of behavior of professionally managed and independent investors
by Shapira, Zur & Venezia, Itzhak
- 1589-1603 The use of undisclosed limit orders on the Australian Stock Exchange
by Aitken, Michael J. & Berkman, Henk & Mak, Derek
July 2001, Volume 25, Issue 7
- 1209-1243 Who's minding the store? Motivating and monitoring hired managers at small, closely held commercial banks
by DeYoung, Robert & Spong, Kenneth & Sullivan, Richard J.
- 1245-1269 Using implied volatility on options to measure the relation between asset returns and variability
by Davidson, Wallace N. & Kim, Jin Kyoung & Ors, Evren & Szakmary, Andrew
- 1271-1286 Time-varying persistence in expected returns
by Priestley, Richard
- 1287-1317 Banks' reserve management, transaction costs, and the timing of Federal Reserve intervention
by Bartolini, Leonardo & Bertola, Giuseppe & Prati, Alessandro
- 1319-1337 Intraday futures market behaviour around major scheduled macroeconomic announcements: Australian evidence
by Frino, Alex & Hill, Amelia
- 1339-1366 The impact of public information on investors
by Nofsinger, John R.
- 1367-1400 Comparable firms and the precision of equity valuations
by Eberhart, Allan C.
June 2001, Volume 25, Issue 6
- 1013-1036 Near integration, bank reluctance, and discount window borrowing
by Dutkowsky, Donald H. & McCoskey, Suzanne K.
- 1037-1057 Immunization derived from a polynomial duration vector in the Spanish bond market
by Soto, Gloria M.
- 1059-1082 Repricing and employee stock option valuation
by Corrado, Charles J. & Jordan, Bradford D. & Miller, Thomas Jr. & Stansfield, John J.
- 1083-1111 Dual class firms: Capitalization, ownership structure and recapitalization back into single class
by Amoako-Adu, Ben & Smith, Brian F.
- 1113-1138 Are cash acquisitions associated with better postcombination operating performance than stock acquisitions?
by Linn, Scott C. & Switzer, Jeannette A.
- 1139-1160 The impact of FDICIA and prompt corrective action on bank capital and risk: Estimates using a simultaneous equations model
by Aggarwal, Raj & Jacques, Kevin T.
- 1161-1186 Interdependence and dynamics in currency futures markets: A multivariate analysis of intraday data
by Elyasiani, Elyas & Kocagil, Ahmet E.
- 1187-1208 Forecasting correlation among equity mutual funds
by Ahmed, Parvez
May 2001, Volume 25, Issue 5
- 829-855 Decimalization, adverse selection, and market maker rents
by Bacidore, Jeffrey M.
- 857-890 Circuit theory of banking and finance
by Bossone, Biagio
- 891-911 How does foreign entry affect domestic banking markets?
by Claessens, Stijn & Demirguc-Kunt, Asl[iota] & Huizinga, Harry
- 913-939 Productivity growth in large US commercial banks: The initial post-deregulation experience
by Mukherjee, Kankana & Ray, Subhash C. & Miller, Stephen M.
- 941-964 The determinants of cost efficiency in cooperative financial institutions: Australian evidence
by Esho, Neil
- 965-991 Intertemporal diversification in financial intermediation
by Niinimaki, J. -P.
- 993-1012 Pricing vulnerable European options when the option's payoff can increase the risk of financial distress
by Klein, Peter & Inglis, Michael
April 2001, Volume 25, Issue 4
- 631-656 Return predictability following large price changes and information releases
by Pritamani, Mahesh & Singal, Vijay
- 657-680 Why do contagion effects vary among bank failures?
by Akhigbe, Aigbe & Madura, Jeff
- 681-716 Insider trading and managerial incentives
by Hu, Jie & Noe, Thomas H.
- 717-739 Dormancy risk and expected profits of consumer loans
by Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper
- 741-765 Interacting biases, non-normal return distributions and the performance of tests for long-horizon event studies
by Cowan, Arnold R. & Sergeant, Anne M. A.
- 767-788 Yield curves and international equity returns
by Ross McCown, James
- 789-805 Capital requirements and bank behaviour: Empirical evidence for Switzerland
by Rime, Bertrand
- 807-824 Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction
by Nam, Kiseok & Pyun, Chong Soo & Avard, Stephen L.
March 2001, Volume 25, Issue 3
- 445-478 Share repurchase tender offers and bid-ask spreads
by Ahn, Hee-Joon & Cao, Charles & Choe, Hyuk
- 479-503 Price volatility, welfare, and trading hours in asset markets
by Todd Smith, R.
- 505-533 Probability of call and likelihood of the call feature in a corporate bond
by Sarkar, Sudipto
- 535-554 Efficiency of the Dojima rice futures market in Tokugawa-period Japan
by Wakita, Shigeru
- 555-572 Vagabond shoes longing to stray: Why foreign firms list in the United States
by Blass, Asher & Yafeh, Yishay
- 573-596 Did amakudari undermine the effectiveness of regulator monitoring in Japan?
by Horiuchi, Akiyoshi & Shimizu, Katsutoshi
- 597-612 A note on price noises and their correction process: Evidence from two equal-payoff government bonds
by Lauterbach, B. & Wohl, A.
- 613-630 X-efficiency in Australian banking: An empirical investigation
by Sathye, Milind
February 2001, Volume 25, Issue 2
- 271-294 What do financial intermediaries do?
by Allen, Franklin & Santomero, Anthony M.
- 295-316 The analytic pricing of asymmetric defaultable swaps
by Hubner, Georges
- 317-337 International investment in financial services
by Moshirian, Fariborz
- 339-354 A note on fair value pricing of mutual funds
by Bhargava, Rahul & Dubofsky, David A.
- 355-375 Relative informational efficiency of cash, futures, and options markets: The case of an emerging market
by Chiang, Raymond & Fong, Wai-Ming
- 377-391 Testing for long horizon UIP using PPP-based exchange rate expectations
by Berk, Jan Marc & Knot, Klaas H. W.
- 393-417 The impact of FDICIA on bank returns and risk: Evidence from the capital markets
by Akhigbe, Aigbe & Whyte, Ann Marie
- 419-430 A note on trading mechanism and securities' value: The analysis of rejects from continuous trade
by Lauterbach, Beni
- 431-444 A note on: Capital adequacy and the information content of term loans and lines of credit
by Andre, P. & Mathieu, R. & Zhang, P.
January 2001, Volume 25, Issue 1
- 1-1 Editorial
by Altman, E. L. & Sarnat, Marshall & Saunders, Tony & Szego, Giorgio
- 1-2 Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets
by Altman, Edward I.
- 3-23 Generally accepted rating principles: A primer
by Krahnen, Jan Pieter & Weber, Martin
- 25-46 An analysis and critique of the BIS proposal on capital adequacy and ratings
by Altman, Edward I. & Saunders, Anthony
- 47-95 Prototype risk rating system
by Crouhy, Michel & Galai, Dan & Mark, Robert
- 97-114 The implications of the new capital adequacy rules for portfolio management of credit assets
by Hammes, Wolfgang & Shapiro, Mark
- 115-148 The role of rating agency assessments in less developed countries: Impact of the proposed Basel guidelines
by Ferri, Giovanni & Liu, Li-Gang & Majnoni, Giovanni
- 149-169 Standard & Poor's official response to the Basel Committee's proposal
by Griep, Clifford & De Stefano, Michael
- 171-185 Moody's investors service response to the consultative paper issued by the Basel Committee on Bank Supervision "A new capital adequacy framework"
by Cantor, Richard
- 187-196 A critical review of the new capital adequacy framework paper issued by the Basle Committee on Banking Supervision and its implications for the rating agency industry
by Linnell, Ian
- 197-270 Parameterizing credit risk models with rating data
by Carey, Mark & Hrycay, Mark
December 2000, Volume 24, Issue 12
- 1853-1873 Is there a tradeoff between bank competition and financial fragility?
by Koskela, Erkki & Stenbacka, Rune
- 1875-1902 The effect of market segmentation on stock prices: The China syndrome
by Sun, Qian & Tong, Wilson H. S.
- 1903-1932 A synthetic factor approach to the estimation of value-at-risk of a portfolio of interest rate swaps
by Niffikeer, Cindy I. & Hewins, Robin D. & Flavell, Richard B.
- 1933-1957 Equity markets and growth: Cross-country evidence on timing and outcomes, 1980-1995
by Rousseau, P. L. & Wachtel, P.
- 1959-1995 Ownership, managerial control and the governance of companies listed on the Brussels stock exchange
by Renneboog, Luc
- 1997-1999 Capital Markets in Central and Eastern Europe, Christian Helmenstein; Edward Elgar Publishing Ltd., Cheltenham, UK and Northampton, MA, USA, 1999 ($100)
by Blasko, Matej
November 2000, Volume 24, Issue 11
- 1703-1745 How did bank holding companies prosper in the 1990s?
by Stiroh, Kevin J.
- 1747-1765 Investment opportunities, free cash flow and market reaction to international joint ventures
by Chen, Sheng-Syan & Ho, Kim Wai & Lee, Cheng-few & Yeo, Gillian H. H.
- 1767-1785 The components of bid-ask spreads on the London Stock Exchange
by Menyah, Kojo & Paudyal, Krishna
- 1787-1807 The effect of captive insurer formation on stock returns: An empirical test from the UK
by Adams, Mike & Hillier, David
- 1809-1829 Valuation of adjustable rate mortgages with automatic stretching maturity
by Chow, Ying-Foon & Huang, Charles & Liu, Ming
- 1831-1848 Asymmetric information, dividend reductions, and contagion effects in bank stock returns
by Bessler, Wolfgang & Nohel, Tom
- 1849-1852 Erratum to "Default risk and optimal debt management" [Journal of Banking and Finance 24 (6) 861-891]
by Drudi, Francesco & Giordano, Raffaela
October 2000, Volume 24, Issue 10
- 1557-1574 A word of caution on calculating market-based minimum capital risk requirements
by Brooks, C. & Clare, A. D. & Persand, G.
- 1575-1604 Political elections and the resolution of uncertainty: The international evidence
by Pantzalis, Christos & Stangeland, David A. & Turtle, Harry J.
- 1605-1628 Efficiency and risk in Japanese banking
by Altunbas, Yener & Liu, Ming-Hau & Molyneux, Philip & Seth, Rama
- 1629-1650 Effects of the affiliation of banking and commerce on the firm's investment and the bank's risk
by Park, Sangkyun
- 1651-1679 An examination of herd behavior in equity markets: An international perspective
by Chang, Eric C. & Cheng, Joseph W. & Khorana, Ajay
- 1681-1702 Valuing the strategic option to sell life insurance business: Theory and evidence
by Klumpes, Paul J. M. & Shackleton, Mark B.
September 2000, Volume 24, Issue 9
- 1399-1417 The risk of foreign currency contingent claims at US commercial banks
by Chaudhry, Mukesh K. & Christie-David, Rohan & Koch, Timothy W. & Reichert, Alan K.
- 1419-1431 An empirical test of agency cost reduction using interest rate swaps
by Harper, Joel T. & Wingender, John R.
- 1433-1455 After-tax term structures of real interest rates: Inferences from the UK linked and non-linked gilt markets
by Aziz, Andrew R. & Prisman, Eliezer Z.
- 1457-1490 Diversification and the value of internal capital markets: The case of tracking stock
by Billett, Matthew T. & Mauer, David C.
- 1491-1514 Changes in systematic risk following global equity issuance
by Ramchand, Latha & Sethapakdi, Pricha
- 1515-1533 The impact of deregulation on price and non-price competition in the Portuguese deposits market
by Pinho, Paulo Soares de
- 1535-1555 Expectations and learning in Iowa
by Bondarenko, Oleg & Bossaerts, Peter
August 2000, Volume 24, Issue 8
- 1243-1251 A critique on the theory of financial intermediation
by Scholtens, Bert & van Wensveen, Dick
- 1253-1274 Do constraints improve portfolio performance?
by Grauer, Robert R. & Shen, Frederick C.
- 1275-1287 Trading volume and autocorrelation: Empirical evidence from the Stockholm Stock Exchange
by Safvenblad, Patrik
- 1289-1306 SETS, arbitrage activity, and stock price dynamics
by Taylor, Nick & Dijk, Dick van & Franses, Philip Hans & Lucas, Andre
- 1307-1321 Information-signaling and competitive effects of foreign acquisitions in the US
by Akhigbe, Aigbe & Martin, Anna D.
- 1323-1357 An exploratory analysis of the order book, and order flow and execution on the Saudi stock market
by Al-Suhaibani, Mohammad & Kryzanowski, Lawrence
- 1359-1382 Price transmission dynamics between ADRs and their underlying foreign securities
by Kim, Minho & Szakmary, Andrew C. & Mathur, Ike
- 1383-1398 Corporate control, bank risk taking, and the health of the banking industry
by Anderson, Ronald C. & Fraser, Donald R.
July 2000, Volume 24, Issue 7
June 2000, Volume 24, Issue 6
- 831-859 Mergers and shareholder wealth in European banking
by Cybo-Ottone, Alberto & Murgia, Maurizio
- 861-891 Default risk and optimal debt management
by Drudi, Francesco & Giordano, Raffaela
- 893-919 "The first shall be last". Size and value strategy premia at the London Stock Exchange
by Bagella, Michele & Becchetti, Leonardo & Carpentieri, Andrea
- 921-943 Fiscal policy, debt management and exchange rate credibility: Lessons from the recent Italian experience
by Amato, Amedeo & Tronzano, Marco
- 945-965 Is there an optimal size for the financial sector?
by Santomero, Anthony M. & Seater, John J.
- 967-983 Bank competition and ECB's monetary policy
by Bagliano, Fabio C. & Dalmazzo, Alberto & Marini, Giancarlo
- 985-1004 How the environment determines banking efficiency: A comparison between French and Spanish industries
by Dietsch, Michel & Lozano-Vivas, Ana
- 1005-1043 Regionalisation versus globalisation in European financial market integration: Evidence from co-integration analyses
by Kleimeier, Stefanie & Sander, Harald
- 1045-1066 Competition, contestability and market structure in European banking sectors on the eve of EMU
by De Bandt, Olivier & Davis, E. Philip
- 1067-1095 Bank-firm relationships and allocative efficiency in Northeastern and Central Italy and in the South
by Ferri, Giovanni & Messori, Marcello
May 2000, Volume 24, Issue 5
- 665-694 Does the Fed beat the foreign-exchange market?
by Sweeney, R. J.
- 695-707 A note on nonstationarity, structural breaks, and the Fisher effect
by Malliaropulos, Dimitrios
- 709-734 Determinants of bank growth choice
by Cyree, Ken B. & Wansley, James W. & Boehm, Thomas P.
- 735-757 Cross- and delta-hedges: Regression- versus price-based hedge ratios
by Sercu, Piet & Wu, Xueping
- 759-785 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
by Hwang, Soosung & Satchell, Stephen E.
- 787-807 Efficiency tests in the French derivatives market
by Lee, Chun I. & Gleason, Kimberly C. & Mathur, Ike
- 809-824 Strategic competition in retail banking under expense preference behavior
by Purroy, Pedro & Salas, Vicente
- 825-827 Corporate Governance and Financial Performance: A Study of German and UK Initial Public Offerings; Marc Goergen; Edward Elgar; Cheltenham; 1998; 183 pages ($80)
by Morgan, Angela
- 828-829 Real Options: Managing Strategic Investment in an Uncertain World; Martha Amram, Nalin Kulatilaka; Harvard Business School Press, Boston, MA; 1999; 246 pages ($35.00)
by Arnold, Tom
April 2000, Volume 24, Issue 4
- 507-524 Financial system development in transition economies
by Hermes, Niels & Lensink, Robert
- 525-553 Financial regulation and financial system architecture in Central Europe
by Scholtens, Bert
- 555-576 Regulation of the Warsaw Stock Exchange: The portfolio allocation problem
by Charemza, Wojciech W. & Majerowska, Ewa
- 577-601 Regulatory lessons for emerging stock markets from a century of evidence on transactions costs and share price volatility in the London Stock Exchange
by Green, Christopher J. & Maggioni, Paolo & Murinde, Victor
- 603-624 Winners and losers from the introduction of continuous variable price trading: Evidence from the Riga Stock Exchange
by Kairys, Joseph Jr. & Kruza, Raimonds & Kumpins, Ritvars
- 625-642 Avoiding bank runs in transition economies: The role of risk neutral capital
by Gangopadhyay, Shubhashis & Singh, Gurbachan
- 643-664 Does central bank independence really matter?: New evidence for developing countries using a new indicator
by Haan, Jakob de & Kooi, Willem J.
March 2000, Volume 24, Issue 3
January 2000, Volume 24, Issue 1-2
- 1-14 Regulatory implications of credit risk modelling
by Jackson, Patricia & Perraudin, William
- 15-33 Policy implications of the Federal Reserve study of credit risk models at major US banking institutions
by Mingo, John J.
- 35-58 Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues
by Jones, David
- 59-117 A comparative analysis of current credit risk models
by Crouhy, Michel & Galai, Dan & Mark, Robert
- 119-149 A comparative anatomy of credit risk models
by Gordy, Michael B.
- 151-165 Evaluating credit risk models
by Lopez, Jose A. & Saidenberg, Marc R.
- 167-201 Credit risk rating systems at large US banks
by Treacy, William F. & Carey, Mark
- 203-227 Stability of rating transitions
by Nickell, Pamela & Perraudin, William & Varotto, Simone
- 229-253 Default rates in the syndicated bank loan market: A mortality analysis
by Altman, Edward I. & Suggitt, Heather J.
- 255-269 A comparative study of structural models of corporate bond yields: An exploratory investigation
by Anderson, Ronald & Sundaresan, Suresh
- 271-299 The intersection of market and credit risk
by Jarrow, Robert A. & Turnbull, Stuart M.
- 301-327 Default risk in a market model
by Lotz, Christopher & Schlogl, Lutz
- 329-352 Determination of the adequate capital for default protection under the one-factor Gaussian term structure model
by Nakazato, Daisuke
December 1999, Volume 23, Issue 12
- 1725-1743 The reaction of bank stock prices to news of derivatives losses by corporate clients
by Sinkey, Joseph Jr. & Carter, David A.
- 1745-1769 Three centuries of asset pricing
by Dimson, Elroy & Mussavian, Massoud
- 1771-1792 Does the stock market predict real activity? Time series evidence from the G-7 countries
by Jay Choi, Jongmoo & Hauser, Shmuel & Kopecky, Kenneth J.
- 1793-1829 Galton's Error and the under-representation of systematic risk
by Los, Cornelis A.
- 1831-1860 Round-the-clock market efficiency and home bias: Evidence from the international Japanese government bonds futures markets
by Tse, Yiuman
- 1861-1886 An analysis of depth behavior in an electronic, order-driven environment
by Brockman, Paul & Chung, Dennis Y.
- 1887-1905 Tests of technical trading strategies in the emerging equity markets of Latin America and Asia
by Ratner, Mitchell & Leal, Ricardo P. C.
November 1999, Volume 23, Issue 11
- 1557-1577 Personal taxes and the time variation of stock returns - evidence from the UK
by Brealey, Richard A. & Kwan, Sabrina
- 1579-1603 The effect of bank monitoring on the investment behavior of Spanish firms
by Garcia-Marco, Teresa & Ocana, Carlos
- 1605-1635 Methodological issues in asset pricing: Random walk or chaotic dynamics
by Malliaris, A. G. & Stein, Jerome L.
- 1655-1666 On the optimal selection of portfolios under limited diversification
by Sankaran, Jayaram K. & Patil, Ajay A.
- 1667-1690 Establishing banking market definitions through estimation of residual deposit supply equations
by Amel, Dean F. & Hannan, Timothy H.
- 1691-1706 Capital standard, forbearance and deposit insurance pricing under GARCH
by Duan, Jin-Chuan & Yu, Min-Teh
- 1707-1723 Market response to banks granting lines of credit
by Mosebach, Michael
October 1999, Volume 23, Issue 10
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