Journal of Banking & Finance

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2004, Volume 28, Issue 1

• 2231-2248 Impact of deposit rate deregulation in Hong Kong on the market value of commercial banks
  by Kwan, Simon H. [Downloadable! (restricted)]
• 2249-2271 Development and efficiency of the banking sector in a transitional economy: Hungarian experience
  by Hasan, Iftekhar & Marton, Katherin [Downloadable! (restricted)]
• 2273-2296 The impacts of Hong Kong's Currency Board reforms on the interbank market
  by Tse, Y. K. & Yip, Paul S. L. [Downloadable! (restricted)]
• 2297-2321 Default- and call-adjusted duration for corporate bonds
  by Jacoby, Gady & Roberts, Gordon S. [Downloadable! (restricted)]
• 2323-2345 The effect of foreign entry and ownership structure on the Philippine domestic banking market
  by Unite, Angelo A. & Sullivan, Michael J. [Downloadable! (restricted)]
• 2347-2368 Common asset pricing factors in volatilities and returns in futures markets
  by Siddique, Akhtar R. [Downloadable! (restricted)]
• 2369-2392 The impact of foreign board membership on firm value
  by Oxelheim, Lars & Randoy, Trond [Downloadable! (restricted)]
• 2393-2393 Corrigendum to: Common asset pricing factors in volatilies and returns in futures markets
  by Siddique, Akhtar R. [Downloadable! (restricted)]

• 2087-2098 A note on banking efficiency in Portugal, New vs. Old banks
  by Canhoto, Ana & Dermine, Jean [Downloadable! (restricted)]
• 2099-2120 Bankruptcy risk and productive efficiency in manufacturing firms
  by Becchetti, Leonardo & Sierra, Jaime [Downloadable! (restricted)]
• 2121-2150 The performance of universal banks: Evidence from Switzerland
  by Rime, Bertrand & Stiroh, Kevin J. [Downloadable! (restricted)]
• 2151-2175 The predictive power of implied volatility: Evidence from 35 futures markets
  by Szakmary, Andrew & Ors, Evren & Kyoung Kim, Jin & Davidson, Wallace III [Downloadable! (restricted)]
• 2177-2202 Inferring market information from the price and quantity of S&L deposits
  by Guo, Lin [Downloadable! (restricted)]
• 2203-2230 International asset allocation: A new perspective
  by Lioui, Abraham & Poncet, Patrice [Downloadable! (restricted)]

• 1917-1934 Acquisition premiums when investment banks invest their own money in the deals they advise and when they do not: Evidence from acquisitions of assets in the UK
  by Stouraitis, Aris [Downloadable! (restricted)]
• 1935-1958 The effectiveness of bank capital adequacy regulation: A theoretical and empirical approach
  by Barrios, Victor E. & Blanco, Juan M. [Downloadable! (restricted)]
• 1959-1977 Short-term reaction of stock markets in stressful circumstances
  by Lasfer, M. Ameziane & Melnik, Arie & Thomas, Dylan C. [Downloadable! (restricted)]
• 1979-2001 Early warning models in real time
  by Gunther, Jeffery W. & Moore, Robert R. [Downloadable! (restricted)]
• 2003-2014 A note on savings and loan ownership structure and expense preference: A re-examination
  by Gropper, Daniel M. & Hudson, Carl D. [Downloadable! (restricted)]
• 2015-2034 Effects of venture capitalists' participation in listed companies
  by Wang, Clement K. & Wang, Kangmao & Lu, Qing [Downloadable! (restricted)]
• 2035-2043 Intraday trading volume and return volatility of the DJIA stocks: A note
  by Darrat, Ali F. & Rahman, Shafiqur & Zhong, Maosen [Downloadable! (restricted)]
• 2045-2083 The overnight interbank market: Evidence from the G-7 and the Euro zone
  by Prati, Alessandro & Bartolini, Leonardo & Bertola, Giuseppe [Downloadable! (restricted)]

• 1605-1609 An overview of the conference sessions
  by Halpern, Paul & Jennings, Robert & Gregg, T. & Summerville, Judith A. [Downloadable! (restricted)]
• 1611-1623 Valuation effects of seasoned global equity offerings
  by Errunza, Vihang R. & Miller, Darius P. [Downloadable! (restricted)]
• 1625-1627 Discussion of "Valuation effects of seasoned global equity offerings" by Errunza and Miller
  by Foerster, Stephen R. [Downloadable! (restricted)]
• 1629-1661 Globalization and the value of US listing: Revisiting Canadian evidence
  by Mittoo, Usha R. [Downloadable! (restricted)]
• 1663-1665 Discussion of "Globalization and the value of US listing: Revisting Canadian evidence" by Mittoo
  by Heidle, Hans G. [Downloadable! (restricted)]
• 1667-1703 Trading your neighbor's ETFs: Competition or fragmentation?
  by Boehmer, Beatrice & Boehmer, Ekkehart [Downloadable! (restricted)]
• 1705-1709 Discussion of "Trading your neighbor's ETFs: Competition or fragmentation?" by Boehmer and Boehmer
  by Peterson, Mark [Downloadable! (restricted)]
• 1711-1736 Competition among markets: The repeal of Rule 390
  by Kam, Tai-Kong & Panchapagesan, Venkatesh & Weaver, Daniel G. [Downloadable! (restricted)]
• 1737-1741 Discussion of "Competition among markets: The repeal of Rule 390" by Kam, Panchapagesan and Weaver
  by Edwards, Amy K. [Downloadable! (restricted)]
• 1743-1773 Technology, automation, and productivity of stock exchanges: International evidence
  by Hasan, Iftekhar & Malkamaki, Markku & Schmiedel, Heiko [Downloadable! (restricted)]
• 1775-1778 Discussion of "Technology, automation and productivity of stock exchanges: International evidence" by Hasan, Malkamaki & Schmiedel
  by Neave, Edwin H. [Downloadable! (restricted)]
• 1779-1817 Equity trading by institutional investors: Evidence on order submission strategies
  by Naes, Randi & Skjeltorp, Johannes A. [Downloadable! (restricted)]
• 1819-1821 Discussion of "Equity trading by institutional investors: Evidence on order submission strategies" by Naes and Skjeltorp
  by Jain, Pankaj [Downloadable! (restricted)]
• 1823-1854 Do 'thinly-traded' stocks benefit from specialist intervention?
  by Nimalendran, M. & Petrella, Giovanni [Downloadable! (restricted)]
• 1855-1857 Discussion of "Do 'thinly-traded' stocks benefit from specialist intervention?" by Nimalendran and Petrella
  by Battalio, Robert [Downloadable! (restricted)]
• 1859-1878 Stock exchange governance and market quality
  by Krishnamurti, Chandrasekhar & Sequeira, John M. & Fangjian, Fu [Downloadable! (restricted)]
• 1879-1881 Discussion of "Stock exchange governance and market quality" by Krishnamurti, Sequeira, and Fangjian
  by Angel, James J. [Downloadable! (restricted)]
• 1883-1910 The competitive effects of US decimalization: Evidence from the US-listed Canadian stocks
  by Oppenheimer, Henry R. & Sabherwal, Sanjiv [Downloadable! (restricted)]
• 1911-1916 Discussion of "The competitive effects of US decimalization: Evidence from the US-listed Canadian stocks" by Oppenheimer and Sabherwal
  by Werner, Ingrid M. [Downloadable! (restricted)]

• 1411-1425 Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore
  by Lau, Sie Ting & McInish, Thomas H. [Downloadable! (restricted)]
• 1427-1453 The effects of estimation error on measures of portfolio credit risk
  by Loffler, Gunter [Downloadable! (restricted)]
• 1455-1485 Financial deregulation and total factor productivity change: An empirical study of Turkish commercial banks
  by Isik, Ihsan & Kabir Hassan, M. [Downloadable! (restricted)]
• 1487-1509 Term structure estimation from on-the-run Treasuries
  by Jordan, James V. & Mansi, Sattar A. [Downloadable! (restricted)]
• 1511-1538 Corporate use of interest rate swaps: Theory and evidence
  by Li, Haitao & Mao, Connie X. [Downloadable! (restricted)]
• 1539-1560 The fiscal cost implications of an accommodating approach to banking crises
  by Honohan, Patrick & Klingebiel, Daniela [Downloadable! (restricted)]
• 1561-1579 Lender certification premiums
  by Cook, Douglas O. & Schellhorn, Carolin D. & Spellman, Lewis J. [Downloadable! (restricted)]
• 1581-1604 Generalized M-vector models for hedging interest rate risk
  by Nawalkha, Sanjay K. & Soto, Gloria M. & Zhang, Jun [Downloadable! (restricted)]

• 1219-1243 Discretionary accounting and the behavior of Japanese banks under financial duress
  by Shrieves, Ronald E. & Dahl, Drew [Downloadable! (restricted)]
• 1245-1271 Should you carry the load? A comprehensive analysis of load and no-load mutual fund out-of-sample performance
  by Morey, Matthew R. [Downloadable! (restricted)]
• 1273-1296 Is the performance of firms following seasoned equity issues anomalous?
  by Bayless, Mark & Jay, Nancy R. [Downloadable! (restricted)]
• 1297-1321 Corporate governance, dividend payout policy, and the interrelation between dividends, R&D, and capital investment
  by Gugler, Klaus [Downloadable! (restricted)]
• 1323-1348 An empirical examination of the role of the CEO and the compensation committee in structuring executive pay
  by Anderson, Ronald C. & Bizjak, John M. [Downloadable! (restricted)]
• 1349-1374 Early and late calls of convertible bonds: Theory and evidence
  by Sarkar, Sudipto [Downloadable! (restricted)]
• 1375-1390 Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets
  by Prakash, Arun J. & Chang, Chun-Hao & Pactwa, Therese E. [Downloadable! (restricted)]
• 1391-1410 Executive compensation and agency costs in Germany
  by Elston, Julie Ann & Goldberg, Lawrence G. [Downloadable! (restricted)]

• 1001-1025 Pricing the risk of recovery in default with absolute priority rule violation
  by Unal, Haluk & Madan, Dilip & Guntay, Levent [Downloadable! (restricted)]
• 1027-1051 CEO turnover in insider-dominated boards: The Italian case
  by Brunello, Giorgio & Graziano, Clara & Parigi, Bruno M. [Downloadable! (restricted)]
• 1053-1078 Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market
  by Lafuente, Juan A. & Novales, Alfonso [Downloadable! (restricted)]
• 1079-1110 The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation
  by Sarno, Lucio & Thornton, Daniel L. [Downloadable! (restricted)]
• 1111-1121 Skewness persistence with optimal portfolio selection
  by Sun, Qian & Yan, Yuxing [Downloadable! (restricted)]
• 1123-1138 Risk, returns, and values in the presence of differential taxation
  by Benninga, Simon & Sarig, Oded [Downloadable! (restricted)]
• 1139-1165 Is there discrimination in mortgage pricing? The case of overages
  by Black, Harold A. & Boehm, Thomas P. & DeGennaro, Ramon P. [Downloadable! (restricted)]
• 1167-1184 The pricing of global and domestic initial public offerings by US companies
  by Wu, Congsheng & Kwok, Chuck C. Y. [Downloadable! (restricted)]
• 1185-1210 Domestic and international determinants of bank profits: Foreign banks in Australia
  by Williams, Barry [Downloadable! (restricted)]
• 1213-1218 Markets and institutions: Global perspectives
  by Moshirian, Fariborz & Szego, Giorgio [Downloadable! (restricted)]

• 793-816 Agency costs, ownership structure and corporate governance mechanisms
  by Singh, Manohar & Davidson III, Wallace N. [Downloadable! (restricted)]
• 817-850 Evidence of predictability in the cross-section of bank stock returns
  by Cooper, Michael J. & Jackson, William III & Patterson, Gary A. [Downloadable! (restricted)]
• 851-865 Exchange rate exposures of US banks: A cash flow-based methodology
  by Martin, Anna D. & Mauer, Laurence J. [Downloadable! (restricted)]
• 867-889 Stock auction bidding behavior and information asymmetries: An empirical analysis using the discriminatory auction model framework
  by Chen, An-Sing & Liaw, Gwohorng & Leung, Mark T. [Downloadable! (restricted)]
• 891-917 Efficiency in Japanese banking: An empirical analysis
  by Drake, Leigh & Hall, Maximilian J. B. [Downloadable! (restricted)]
• 919-947 Underpricing, stock allocation, ownership structure and post-listing liquidity of newly listed firms
  by Pham, Peter K. & Kalev, Petko S. & Steen, Adam B. [Downloadable! (restricted)]
• 949-975 Intra-industry effects of bank privatization: A clinical analysis of the privatization of the Commonwealth Bank of Australia
  by Otchere, Isaac & Chan, Janus [Downloadable! (restricted)]
• 977-1000 Should bank runs be prevented?
  by Samartin, Margarita [Downloadable! (restricted)]
• iii-v Editorial
  by Szego, Giorgio [Downloadable! (restricted)]

• 549-574 Binary choice models and corporate takeover
  by Espahbodi, Hassan & Espahbodi, Pouran [Downloadable! (restricted)]
• 575-592 Random walk versus breaking trend in stock prices: Evidence from emerging markets
  by Chaudhuri, Kausik & Wu, Yangru [Downloadable! (restricted)]
• 593-614 Are unsolicited credit ratings biased downward?
  by Poon, Winnie P. H. [Downloadable! (restricted)]
• 615-633 Bank lending policy, credit scoring and value-at-risk
  by Jacobson, Tor & Roszbach, Kasper [Downloadable! (restricted)]
• 635-653 Are convertible bonds underpriced? An analysis of the French market
  by Ammann, Manuel & Kind, Axel & Wilde, Christian [Downloadable! (restricted)]
• 655-671 Long- and short-run non-parametric cost frontier efficiency: An application to Spanish savings banks
  by Prior, Diego [Downloadable! (restricted)]
• 673-697 Do US stock prices deviate from their fundamental values? Some new evidence
  by Zhong, Maosen & Darrat, Ali F. & Anderson, Dwight C. [Downloadable! (restricted)]
• 699-717 Deposit insurance and the risk premium in bank deposit rates
  by Bartholdy, Jan & Boyle, Glenn W. & Stover, Roger D. [Downloadable! (restricted)]
• 719-748 Do investors prefer even-eighth prices? Evidence from NYSE limit orders
  by Cooney, John Jr. & Van Ness, Bonnie & Van Ness, Robert [Downloadable! (restricted)]
• 749-771 The Federal funds market and the overnight Eurodollar market
  by Lee, Young-Sook [Downloadable! (restricted)]
• 773-773 Erratum to "On trust as a commodity and on the grammar of trust" [Journal of Banking and Finance 26, no. 9, pp. 1719-1766]
  by Ali Khan, M. [Downloadable! (restricted)]
• 775-775 Erratum to "The impact of the manager-shareholder conflict on acquiring bank returns" [Journal of Banking and Finance 27(1), pp. 103-131]
  by Cornett, Marcia Millon & Hovakimian, Gayane & Palia, Darius & Tehranian, Hassan [Downloadable! (restricted)]
• 777-778 Challenges for Central Banking; Anthony M. Santomero, Staffan Viotti, and Anders Vredin (Editors), Kluwer Academic Publishers, Boston, 2001, 274 pp
  by Steigerwalt, Gregory M. [Downloadable! (restricted)]
• 779-782 'Irrational Exuberance' Robert J. Shiller, Princeton University Press, Princeton, NJ, 2000, 296 pages, $35
  by Edenfield, Kristie A. [Downloadable! (restricted)]
• 783-786 Maestro: Greenspan's and the American Boom; Woodward Bob, Simon & Schuster, New York, 2000, 230 pp., $25
  by Davis, John W. [Downloadable! (restricted)]
• 787-792 Regionalism in Europe geometries and strategies after 2000;: Jurgen von Hagen, Mika Widren, Kluwer Academic Publishers, Boston, 2001, 263 pp., $129.95, EURO 145, GBP 91
  by Luikert, Katherine [Downloadable! (restricted)]

• 377-381 Markets and institutions: Global perspectives
  by Moshirian, Fariborz & Szego, Giorgio [Downloadable! (restricted)]
• 383-415 To what extent will the banking industry be globalized? A study of bank nationality and reach in 20 European nations
  by Berger, Allen N. & Dai, Qinglei & Ongena, Steven & Smith, David C. [Downloadable! (restricted)]
• 417-447 Do bankers sacrifice value to build empires? Managerial incentives, industry consolidation, and financial performance
  by Hughes, Joseph P. & Lang, William W. & Mester, Loretta J. & Moon, Choon-Geol & Pagano, Michael S. [Downloadable! (restricted)]
• 449-469 The value of private sector business credit information sharing: The US case
  by Kallberg, Jarl G. & Udell, Gregory F. [Downloadable! (restricted)]
• 471-489 Operating performance of banks among Asian economies: An international and time series comparison
  by Kwan, Simon H. [Downloadable! (restricted)]
• 491-510 Evidence of a bank lending channel in the UK
  by Huang, Zhangkai [Downloadable! (restricted)]
• 511-548 A cross-country comparison of full and partial venture capital exits
  by Cumming, Douglas J. & MacIntosh, Jeffrey G. [Downloadable! (restricted)]
• v-vi Our changed constituency
  by Szego, Giorgio [Downloadable! (restricted)]

• 183-200 Cross-currency, cross-maturity forward exchange premiums as predictors of spot rate changes: Theory and evidence
  by Nucci, Francesco [Downloadable! (restricted)]
• 201-228 Modeling the stochastic behavior of short-term interest rates: Pricing implications for discount bonds
  by Bali, Turan G. [Downloadable! (restricted)]
• 229-249 Privatization, competition, and supercompetition in the Mexican commercial banking system
  by Gruben, William C. & McComb, Robert P. [Downloadable! (restricted)]
• 251-273 The costs (and benefits?) of diversified business groups: The case of Korean chaebols
  by Ferris, Stephen P. & Kim, Kenneth A. & Kitsabunnarat, Pattanaporn [Downloadable! (restricted)]
• 275-305 Post-IPO capital expenditures and market feedback
  by van Bommel, Jos & Vermaelen, Theo [Downloadable! (restricted)]
• 307-325 The profit efficiency of small US commercial banks
  by Akhigbe, Aigbe & McNulty, James E. [Downloadable! (restricted)]
• 327-349 Currency hedging for international stock portfolios: The usefulness of mean-variance analysis
  by de Roon, Frans A. & Nijman, Theo E. & Werker, Bas J. M. [Downloadable! (restricted)]
• 351-375 Value creation in corporate asset sales: The role of managerial performance and lender monitoring
  by Datta, Sudip & Iskandar-Datta, Mai & Raman, Kartik [Downloadable! (restricted)]

• 1-26 A comparison of yield curve estimation techniques using UK data
  by Ioannides, Michalis [Downloadable! (restricted)]
• 27-57 Local bank office ownership, deposit control, market structure, and economic growth
  by Collender, Robert N. & Shaffer, Sherrill [Downloadable! (restricted)]
• 59-86 Insider trading, abnormal return and preferential information: Supervising through a probabilistic model
  by Minenna, Marcello [Downloadable! (restricted)]
• 87-102 Changes in market assessments of bank risk following the Riegle-Neal Act of 1994
  by Akhigbe, Aigbe & Whyte, Ann Marie [Downloadable! (restricted)]
• 103-131 The impact of the manager-shareholder conflict on acquiring bank returns
  by Cornett, Marcia Millon & Hovakimian, Gayane & Palia, Darius & Tehranian, Hassan [Downloadable! (restricted)]
• 133-151 Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market
  by Bomfim, Antulio N. [Downloadable! (restricted)]
• 153-181 Industry conditions, growth opportunities and market reactions to convertible debt financing decisions
  by Lewis, Craig M. & Rogalski, Richard J. & Seward, James K. [Downloadable! (restricted)]

• 205-221 Risk management in the global economy: A review essay
  by Hunter, William C. & Smith, Stephen D. [Downloadable! (restricted)]
• 223-242 Measuring off-balance-sheet leverage
  by Breuer, Peter [Downloadable! (restricted)]
• 243-269 Risk management and the credit risk premium
  by Adam, Tim Rene [Downloadable! (restricted)]
• 271-295 Does executive portfolio structure affect risk management? CEO risk-taking incentives and corporate derivatives usage
  by Rogers, Daniel A. [Downloadable! (restricted)]
• 297-301 Value and risk
  by MacMinn, Richard D. [Downloadable! (restricted)]
• 303-322 The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements
  by Dietsch, Michel & Petey, Joel [Downloadable! (restricted)]
• 323-345 GARCH vs. stochastic volatility: Option pricing and risk management
  by Lehar, Alfred & Scheicher, Martin & Schittenkopf, Christian [Downloadable! (restricted)]
• 347-374 Modeling correlated market and credit risk in fixed income portfolios
  by Barnhill Jr., Theodore M. & Maxwell, William F. [Downloadable! (restricted)]
• 375-380 Innovations in testing the stability of risk measures over time and across models
  by Vlaar, Peter J. G. [Downloadable! (restricted)]
• 381-422 Testing the stability of implied probability density functions
  by Bliss, Robert R. & Panigirtzoglou, Nikolaos [Downloadable! (restricted)]
• 423-444 Analyzing rating transitions and rating drift with continuous observations
  by Lando, David & Skodeberg, Torben M. [Downloadable! (restricted)]
• 445-474 Ratings migration and the business cycle, with application to credit portfolio stress testing
  by Bangia, Anil & Diebold, Francis X. & Kronimus, Andre & Schagen, Christian & Schuermann, Til [Downloadable! (restricted)]
• 475-489 Trade, credit and systemic fragility
  by Bryant, John [Downloadable! (restricted)]
• 491-517 Optimal capacity in the banking sector and economic growth
  by Amable, Bruno & Chatelain, Jean-Bernard & De Bandt, Olivier [Downloadable! (restricted)]
• 519-546 Sovereign liquidity crises: Analytics and implications for public policy
  by Chui, Michael & Gai, Prasanna & Haldane, Andrew G. [Downloadable! (restricted)]
• 547-555 Financial crises and coordination failure: A comment
  by Marshall, David A. [Downloadable! (restricted)]
• 557-583 Can insurers pay for the "big one"? Measuring the capacity of the insurance market to respond to catastrophic losses
  by Cummins, J. David & Doherty, Neil & Lo, Anita [Downloadable! (restricted)]
• 585-596 The allocation of catastrophe risk
  by Niehaus, Greg [Downloadable! (restricted)]
• 597-620 Labor income and risky assets under market incompleteness: Evidence from Italian data
  by Grande, Giuseppe & Ventura, Luigi [Downloadable! (restricted)]

• 2231-2247 Mergers and technical efficiency in Spanish savings banks: A stochastic distance function approach
  by Cuesta, Rafael A. & Orea, Luis [Downloadable! (restricted)]
• 2249-2276 Monitoring by the financial press and forced CEO turnover
  by Farrell, Kathleen A. & Whidbee, David A. [Downloadable! (restricted)]
• 2277-2299 Stock market volatility, excess returns, and the role of investor sentiment
  by Lee, Wayne Y. & Jiang, Christine X. & Indro, Daniel C. [Downloadable! (restricted)]
• 2301-2325 Using Bayesian variable selection methods to choose style factors in global stock return models
  by Hall, Anthony D. & Hwang, Soosung & Satchell, Stephen E. [Downloadable! (restricted)]
• 2327-2356 The growth of US credit unions
  by Goddard, John A. & McKillop, Donal G. & Wilson, John O. S. [Downloadable! (restricted)]
• 2357-2363 A note on the integrability of partial-equilibrium measures of the welfare costs of inflation
  by Cysne, Rubens Penha [Downloadable! (restricted)]
• 2365-2382 Economies of scale in UK building societies: A re-appraisal using an entry/exit model
  by Drake, Leigh & Simper, Richard [Downloadable! (restricted)]

• 2065-2075 Monetary transmission and bank competition in the EMU
  by Lensink, Robert & Sterken, Elmer [Downloadable! (restricted)]
• 2077-2092 Monetary policy and bank lending:: Evidence from German banking groups
  by Kakes, Jan & Sturm, Jan-Egbert [Downloadable! (restricted)]
• 2093-2110 Evidence on the bank lending channel in Europe
  by Altunbas, Yener & Fazylov, Otabek & Molyneux, Philip [Downloadable! (restricted)]
• 2111-2129 Investment and monetary policy in the euro area
  by Mojon, Benoit & Smets, Frank & Vermeulen, Philip [Downloadable! (restricted)]
• 2131-2154 Modelling credit in the transmission mechanism of the United Kingdom
  by Chrystal, Alec & Mizen, Paul [Downloadable! (restricted)]
• 2155-2189 Bank concentration and retail interest rates
  by Corvoisier, Sandrine & Gropp, Reint [Downloadable! (restricted)]
• 2191-2214 Competition, concentration and their relationship: An empirical analysis of the banking industry
  by Bikker, Jacob A. & Haaf, Katharina [Downloadable! (restricted)]
• 2215-2229 Competition in the Dutch consumer credit market
  by Toolsema, Linda A. [Downloadable! (restricted)]

• 1935-1949 Conflict of interest in commercial bank security underwritings: Canadian evidence
  by Hebb, Gregory M. & Fraser, Donald R. [Downloadable! (restricted)]
• 1951-1972 Explaining exchange rate risk in world stock markets: A panel approach
  by Patro, Dilip K. & Wald, John K. & Wu, Yangru [Downloadable! (restricted)]
• 1973-1996 Boards of directors, ownership, and regulation
  by Booth, James R. & Cornett, Marcia Millon & Tehranian, Hassan [Downloadable! (restricted)]
• 1997-2016 How do UK financial institutions really price their banking products?
  by Heffernan, Shelagh A. [Downloadable! (restricted)]
• 2017-2045 Information sharing, lending and defaults: Cross-country evidence
  by Jappelli, Tullio & Pagano, Marco [Downloadable! (restricted)]
• 2047-2064 The effects of the introduction of the euro on the volatility of European stock markets
  by Morana, Claudio & Beltratti, Andrea [Downloadable! (restricted)]

• 1697-1718 Managing ethical risk: How investing in ethics adds value
  by Chami, Ralph & Cosimano, Thomas F. & Fullenkamp, Connel [Downloadable! (restricted)]
• 1719-1766 On trust as a commodity and on the grammar of trust
  by Khan, M. Ali [Downloadable! (restricted)]
• 1767-1783 Trustworthiness and self-interest
  by Hausman, Daniel M. [Downloadable! (restricted)]
• 1785-1809 Trust and efficiency
  by Chami, Ralph & Fullenkamp, Connel [Downloadable! (restricted)]
• 1811-1820 Is a moral disposition rewarded?
  by Grossman, Herschel I. & Kim, Minseong [Downloadable! (restricted)]
• 1821-1835 Business ethics and organizational architecture
  by Brickley, James A. & Smith Jr., Clifford W. & Zimmerman, Jerold L. [Downloadable! (restricted)]
• 1837-1852 Contractors as stakeholders: Reconciling stakeholder theory with the nexus-of-contracts firm
  by Boatright, John R. [Downloadable! (restricted)]
• 1853-1865 Ties that bind in business ethics: Social contracts and why they matter
  by Donaldson, Thomas & Dunfee, Thomas W. [Downloadable! (restricted)]
• 1867-1888 The securities industry and the law
  by Bear, Larry Alan & Maldonado-Bear, Rita [Downloadable! (restricted)]
• 1889-1918 "Grand" corruption and the ethics of global business
  by Rose-Ackerman, Susan [Downloadable! (restricted)]
• 1919-1933 Using deferred compensation to strengthen the ethics of financial regulation
  by Kane, Edward J. [Downloadable! (restricted)]

• 1563-1591 Investigating the cost performance of UK credit unions using radial and non-radial efficiency measures
  by McKillop, D. G. & Glass, J. C. & Ferguson, C. [Downloadable! (restricted)]
• 1593-1613 Simultaneity bias in mortgage lending: A test of simultaneous equations models on bank-specific data
  by Dawkins, Mark C. [Downloadable! (restricted)]
• 1615-1643 The dynamic behavior of closed-end funds and its implication for pricing, forecasting, and trading
  by Philipp Kellerhals, B. & Schobel, Rainer [Downloadable! (restricted)]
• 1645-1673 Global and local information asymmetries, illiquidity and SEC Rule 144A/Regulation S: The case of Indian GDRs
  by Michael Pinegar, J. & Ravichandran, R. [Downloadable! (restricted)]
• 1675-1696 A conditional multifactor analysis of return momentum
  by Wu, Xueping [Downloadable! (restricted)]

• 1247-1251 No more VaR (this is not a typo)
  by Szego, Giorgio P. [Downloadable! (restricted)]
• 1253-1272 Measures of risk
  by Szego, Giorgio [Downloadable! (restricted)]
• 1273-1296 The emperor has no clothes: Limits to risk modelling
  by Danielsson, Jon [Downloadable! (restricted)]
• 1297-1316 Pure jump Levy processes for asset price modelling
  by Geman, Helyette [Downloadable! (restricted)]
• 1317-1334 VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights
  by Frey, Rudiger & McNeil, Alexander J. [Downloadable! (restricted)]
• 1335-1353 Saddlepoint approximation of CreditRisk+
  by Gordy, Michael B. [Downloadable! (restricted)]
• 1355-1382 Tail estimation and mean-VaR portfolio selection in markets subject to financial instability
  by Consigli, Giorgio [Downloadable! (restricted)]
• 1383-1406 The estimation of transition matrices for sovereign credit ratings
  by Hu, Yen-Ting & Kiesel, Rudiger & Perraudin, William [Downloadable! (restricted)]
• 1407-1425 Incentives for effective risk management
  by Danielsson, Jon & Jorgensen, Bjorn N. & de Vries, Casper G. [Downloadable! (restricted)]
• 1427-1441 Subordinated debt, market discipline, and banks' risk taking
  by Blum, Jurg M. [Downloadable! (restricted)]
• 1443-1471 Conditional value-at-risk for general loss distributions
  by Rockafellar, R. Tyrrell & Uryasev, Stanislav [Downloadable! (restricted)]
• 1473-1486 Putting order in risk measures
  by Frittelli, Marco & Rosazza Gianin, Emanuela [Downloadable! (restricted)]
• 1487-1503 On the coherence of expected shortfall
  by Acerbi, Carlo & Tasche, Dirk [Downloadable! (restricted)]
• 1505-1518 Spectral measures of risk: A coherent representation of subjective risk aversion
  by Acerbi, Carlo [Downloadable! (restricted)]
• 1519-1533 Expected shortfall and beyond
  by Tasche, Dirk [Downloadable! (restricted)]
• 1535-1561 CVaR models with selective hedging for international asset allocation
  by Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A. [Downloadable! (restricted)]

• 1093-1097 Rational infinitely lived asset prices must be non-stationary
  by Roll, Richard [Downloadable! (restricted)]
• 1099-1111 Visibility of the compass rose in financial asset returns: A quantitative study
  by Wang, Huaiqing & Wang, Chen [Downloadable! (restricted)]
• 1113-1141 Stock market linkages: Evidence from Latin America
  by Chen, Gong-meng & Firth, Michael & Meng Rui, Oliver [Downloadable! (restricted)]
• 1143-1163 Pay at the executive suite: How do US banks compensate their top management teams?
  by Ang, James & Lauterbach, Beni & Schreiber, Ben Z. [Downloadable! (restricted)]
• 1165-1179 The Canadian treasury bill auction and the term structure of interest rates
  by Godbout, Lise & Storer, Paul & Zimmermann, Christian [Downloadable! (restricted)]
• 1181-1197 The relations among asset risk, product risk, and capital in the life insurance industry
  by Baranoff, Etti G. & Sager, Thomas W. [Downloadable! (restricted)]
• 1199-1228 Arbitrage bounds in markets with noisy prices and the puzzle of negative option prices implicit in bonds
  by Ioffe, Ioulia D. [Downloadable! (restricted)]
• 1229-1244 Dispersion measures as immunization risk measures
  by Balbas, Alejandro & Ibanez, Alfredo & Lopez, Susana [Downloadable! (restricted)]

• 819-823 Introduction: Banks and systemic risk
  by Jackson, Patricia & Perraudin, William R. M. [Downloadable! (restricted)]
• 825-855 Costs of banking system instability: Some empirical evidence
  by Hoggarth, Glenn & Reis, Ricardo & Saporta, Victoria [Downloadable! (restricted)]
• 857-860 Comment on "Costs of banking system instability: Some empirical evidence"
  by Honohan, Patrick [Downloadable! (restricted)]
• 861-880 Systemic risk and financial consolidation: Are they related?
  by De Nicolo, Gianni & Kwast, Myron L. [Downloadable! (restricted)]
• 881-904 The macroeconomic impact of bank capital requirements in emerging economies: Past evidence to assess the future
  by Concetta Chiuri, Maria & Ferri, Giovanni & Majnoni, Giovanni [Downloadable! (restricted)]

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This page was last updated on 2008-11-27.