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Elsevier Journal of Banking & Finance Contact information of
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2002, Volume 26, Issue 5
905-907 Comments on "The macroeconomic impact of bank capital requirements in emerging economies: Past evidence to assess the future" by Saunders, Anthony [Downloadable! (restricted)]
909-921 Credit ratings and the BIS capital adequacy reform agenda by Altman, Edward I. & Bharath, Sreedhar T. & Saunders, Anthony [Downloadable! (restricted)]
923-928 Comments on "Credit ratings and the BIS capital adequacy reform agenda" by Bliss, Robert [Downloadable! (restricted)]
929-951 A guide to choosing absolute bank capital requirements by Carey, Mark [Downloadable! (restricted)]
953-976 Regulatory and "economic" solvency standards for internationally active banks by Jackson, Patricia & Perraudin, William & Saporta, Victoria [Downloadable! (restricted)]
977-987 Market discipline and financial stability by Crockett, Andrew [Downloadable! (restricted)]
989-1009 Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings by Evanoff, Douglas D. & Wall, Larry D. [Downloadable! (restricted)]
1011-1028 How good is the market at assessing bank fragility? A horse race between different indicators by Bongini, Paola & Laeven, Luc & Majnoni, Giovanni [Downloadable! (restricted)]
1029-1031 Comments on "How good is the market at assessing bank fragility? A horse race between different indicators" by Shin, Hyun Song [Downloadable! (restricted)]
1033-1057 Information about bank risk in options prices by Swidler, Steve & Wilcox, James A. [Downloadable! (restricted)]
1059-1064 Comments on "Information about bank risk in options prices" by Crouhy, Michel [Downloadable! (restricted)]
1065-1091 Strengthening banks' market discipline and leveling the playing field: Are the two compatible? by Sironi, Andrea [Downloadable! (restricted)]
2002, Volume 26, Issue 4 621-649 The performance of privatized firms in the Czech Republic by Harper, Joel T. [Downloadable! (restricted)]
651-669 Regulatory learning in failed thrift auctions by Gupta, Atul & Misra, Lalatendu [Downloadable! (restricted)]
671-688 The significance of sell-off profitability in explaining the market reaction to divestiture announcements by Clubb, Colin & Stouraitis, Aris [Downloadable! (restricted)]
689-718 Debt underwriting by commercial bank-affiliated firms and investment banks: More evidence by Roten, Ivan C. & Mullineaux, Donald J. [Downloadable! (restricted)]
719-766 Technical, scale and allocative efficiencies of Turkish banking industry by Isik, Ihsan & Hassan, M. Kabir [Downloadable! (restricted)]
767-793 Bond underwriting by banks and conflicts of interest: Evidence from Japan during the pre-war period by Konishi, Masaru [Downloadable! (restricted)]
795-818 The economic and statistical significance of spread forecasts: Evidence from the London Stock Exchange by Taylor, Nicholas [Downloadable! (restricted)]
2002, Volume 26, Issue 1 1-23 Bank capital regulation as an incentive mechanism: Implications for portfolio choice by Milne, Alistair [Downloadable! (restricted)]
25-49 Managerial compensation contract and bank bailout policy by Osano, Hiroshi [Downloadable! (restricted)]
51-78 The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence by Lee, Bong-Soo & Rui, Oliver M. [Downloadable! (restricted)]
79-98 An examination of cost structure and production performance of commercial banks in Singapore by Rezvanian, Rasoul & Mehdian, Seyed [Downloadable! (restricted)]
99-126 The performance of Italian equity funds by Cesari, Riccardo & Panetta, Fabio [Downloadable! (restricted)]
127-152 Trends in relationship lending and factors affecting relationship lending efficiency by Stanton, Kenneth R. [Downloadable! (restricted)]
153-177 Rational expectations, analysts' forecasts of earnings and sources of value gains for takeover targets by Sudarsanam, Sudi & Salami, Ayo & Alexandrou, George [Downloadable! (restricted)]
179-199 Bounds tests of the theory of purchasing power parity by Coe, Patrick J. & Serletis, Apostolos [Downloadable! (restricted)]
201-202 Erratum to "An analytic approach to credit risk of large corporate bond and loan portfolios" [Journal of Banking and Finance 25, no. 9, pp. 1635-1664] by Lucas, Andre & Klaassens, Pieter & Spreij, Peter & Straetmans, Stefan [Downloadable! (restricted)]
203-203 Erratum to "Money and credit in liquidity provision" [Journal of Banking and Finance 25, no. 11, pp. 2041-2067] by Wang, Yong & Zhou, Hanquing [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
2209-2237 The changing structure of local credit markets: Are small businesses special? by Bonaccorsi di Patti, Emilia & Gobbi, Giorgio [Downloadable! (restricted)]
2239-2276 Do banks have a future?: A study on banking and finance as we move into the third millennium by Bossone, Biagio [Downloadable! (restricted)]
2277-2304 Can mergers ensure the survival of credit unions in the third millennium? by Ralston, Deborah & Wright, April & Garden, Kaylee [Downloadable! (restricted)]
2305-2337 The patterns of cross-border bank mergers and shareholdings in OECD countries by Focarelli, Dario & Pozzolo, Alberto Franco [Downloadable! (restricted)]
2339-2366 Are expansions cost effective for stock exchanges? A global perspective by Hasan, Iftekhar & Malkamaki, Markku [Downloadable! (restricted)]
2367-2392 Mixing and matching: Prospective financial sector mergers and market valuation by Estrella, Arturo [Downloadable! (restricted)]
2001, Volume 25, Issue 11 1957-1987 Reading PIBOR futures options smiles: The 1997 snap election by Coutant, Sophie & Jondeau, Eric & Rockinger, Michael [Downloadable! (restricted)]
1989-2014 Pricing Hang Seng Index options around the Asian financial crisis - A GARCH approach by Duan, Jin-Chuan & Zhang, Hua [Downloadable! (restricted)]
2015-2040 The term structure of credit spreads with jump risk by Zhou, Chunsheng [Downloadable! (restricted)]
2041-2067 Money and credit in liquidity provision by Wang, Yong & Zhou, Hanqing [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
2089-2101 Interest rate and liquidity risk management and the European money supply process by Mitusch, Kay & Nautz, Dieter [Downloadable! (restricted)]
2103-2123 "Clicks and bricks":: e-Risk Management for banks in the age of the Internet by Pennathur, Anita K. [Downloadable! (restricted)]
2001, Volume 25, Issue 10 1805-1827 Returns synchronization and daily correlation dynamics between international stock markets by Martens, Martin & Poon, Ser-Huang [Downloadable! (restricted)]
1829-1855 Index arbitrage with heterogeneous investors: A smooth transition error correction analysis by Tse, Yiuman [Downloadable! (restricted)]
1857-1895 An empirical analysis of incremental capital structure decisions under managerial entrenchment by de Jong, Abe & Veld, Chris [Downloadable! (restricted)]
1897-1919 Investor heterogeneity, market segmentation, leverage and the equity premium puzzle by Shahid Ebrahim, M. & Mathur, Ike [Downloadable! (restricted)]
1921-1939 Crisis dynamics of implied default recovery ratios: Evidence from Russia and Argentina by Merrick Jr., John J. [Downloadable! (restricted)]
1941-1956 A note on information seasonality and the disappearance of the weekend effect in the UK stock market by Steeley, James M. [Downloadable! (restricted)]
2001, Volume 25, Issue 9 1607-1634 Efficiency in index options markets and trading in stock baskets by Ackert, Lucy F. & Tian, Yisong S. [Downloadable! (restricted)]
1635-1664 An analytic approach to credit risk of large corporate bond and loan portfolios by Lucas, Andre & Klaassen, Pieter & Spreij, Peter & Straetmans, Stefan [Downloadable! (restricted)]
1665-1679 Modelling S&P 100 volatility: The information content of stock returns by Blair, Bevan J. & Poon, Ser-Huang & Taylor, Stephen J. [Downloadable! (restricted)]
1681-1686 Investor tax rationality and the relationship between dividend yields and equity returns: An explanatory note by Dempsey, Mike [Downloadable! (restricted)]
1687-1716 Foreign and domestic investors and tax induced ex-dividend day trading by Liljeblom, Eva & Loflund, Anders & Hedvall, Kaj [Downloadable! (restricted)]
1717-1739 The Federal Reserve's operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect by Thornton, Daniel L. [Downloadable! (restricted)]
1741-1767 Measuring performance of international closed-end funds by Patro, Dilip Kumar [Downloadable! (restricted)]
1769-1788 Evolution of market uncertainty around earnings announcements by Isakov, Dusan & Perignon, Christophe [Downloadable! (restricted)]
1789-1804 Optimal portfolio selection in a Value-at-Risk framework by Campbell, Rachel & Huisman, Ronald & Koedijk, Kees [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
1427-1445 Factor models and the correlation structure of interest rates: Some evidence for USD, GBP, DEM and JPY by Lekkos, Ilias [Downloadable! (restricted)]
1447-1473 Strategic choices of quality, differentiation and pricing in financial services by Mahajan, Sandeep & Sweeney, Richard J. [Downloadable! (restricted)]
1475-1502 Margin exceedences for European stock index futures using extreme value theory by Cotter, John [Downloadable! (restricted)]
1503-1541 Sensitivity analyses of anomalies in developed stock markets by Durham, J. Benson [Downloadable! (restricted)]
1543-1551 Do investors prefer round stock prices? Evidence from Israeli IPO auctions by Kandel, Shmuel & Sarig, Oded & Wohl, Avi [Downloadable! (restricted)]
1553-1571 Citicorp-Travelers Group merger: Challenging barriers between banking and insurance by Carow, Kenneth A. [Downloadable! (restricted)]
1573-1587 Patterns of behavior of professionally managed and independent investors by Shapira, Zur & Venezia, Itzhak [Downloadable! (restricted)]
1589-1603 The use of undisclosed limit orders on the Australian Stock Exchange by Aitken, Michael J. & Berkman, Henk & Mak, Derek [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
1271-1286 Time-varying persistence in expected returns by Priestley, Richard [Downloadable! (restricted)]
1287-1317 Banks' reserve management, transaction costs, and the timing of Federal Reserve intervention by Bartolini, Leonardo & Bertola, Giuseppe & Prati, Alessandro [Downloadable! (restricted)]
1319-1337 Intraday futures market behaviour around major scheduled macroeconomic announcements: Australian evidence by Frino, Alex & Hill, Amelia [Downloadable! (restricted)]
1339-1366 The impact of public information on investors by Nofsinger, John R. [Downloadable! (restricted)]
1367-1400 Comparable firms and the precision of equity valuations by Eberhart, Allan C. [Downloadable! (restricted)]
2001, Volume 25, Issue 6 1013-1036 Near integration, bank reluctance, and discount window borrowing by Dutkowsky, Donald H. & McCoskey, Suzanne K. [Downloadable! (restricted)]
1037-1057 Immunization derived from a polynomial duration vector in the Spanish bond market by Soto, Gloria M. [Downloadable! (restricted)]
1059-1082 Repricing and employee stock option valuation by Corrado, Charles J. & Jordan, Bradford D. & Miller, Thomas Jr. & Stansfield, John J. [Downloadable! (restricted)]
1083-1111 Dual class firms: Capitalization, ownership structure and recapitalization back into single class by Amoako-Adu, Ben & Smith, Brian F. [Downloadable! (restricted)]
1113-1138 Are cash acquisitions associated with better postcombination operating performance than stock acquisitions? by Linn, Scott C. & Switzer, Jeannette A. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
1161-1186 Interdependence and dynamics in currency futures markets: A multivariate analysis of intraday data by Elyasiani, Elyas & Kocagil, Ahmet E. [Downloadable! (restricted)]
1187-1208 Forecasting correlation among equity mutual funds by Ahmed, Parvez [Downloadable! (restricted)]
2001, Volume 25, Issue 5 829-855 Decimalization, adverse selection, and market maker rents by Bacidore, Jeffrey M. [Downloadable! (restricted)]
857-890 Circuit theory of banking and finance by Bossone, Biagio [Downloadable! (restricted)]
891-911 How does foreign entry affect domestic banking markets? by Claessens, Stijn & Demirguc-Kunt, Asl[iota] & Huizinga, Harry [Downloadable! (restricted)]
913-939 Productivity growth in large US commercial banks: The initial post-deregulation experience by Mukherjee, Kankana & Ray, Subhash C. & Miller, Stephen M. [Downloadable! (restricted)]
941-964 The determinants of cost efficiency in cooperative financial institutions: Australian evidence by Esho, Neil [Downloadable! (restricted)]
965-991 Intertemporal diversification in financial intermediation by Niinimaki, J. -P. [Downloadable! (restricted)]
993-1012 Pricing vulnerable European options when the option's payoff can increase the risk of financial distress by Klein, Peter & Inglis, Michael [Downloadable! (restricted)]
2001, Volume 25, Issue 4 631-656 Return predictability following large price changes and information releases by Pritamani, Mahesh & Singal, Vijay [Downloadable! (restricted)]
657-680 Why do contagion effects vary among bank failures? by Akhigbe, Aigbe & Madura, Jeff [Downloadable! (restricted)]
681-716 Insider trading and managerial incentives by Hu, Jie & Noe, Thomas H. [Downloadable! (restricted)]
717-739 Dormancy risk and expected profits of consumer loans by Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
767-788 Yield curves and international equity returns by Ross McCown, James [Downloadable! (restricted)]
789-805 Capital requirements and bank behaviour: Empirical evidence for Switzerland by Rime, Bertrand [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
2001, Volume 25, Issue 3 445-478 Share repurchase tender offers and bid-ask spreads by Ahn, Hee-Joon & Cao, Charles & Choe, Hyuk [Downloadable! (restricted)]
479-503 Price volatility, welfare, and trading hours in asset markets by Todd Smith, R. [Downloadable! (restricted)]
505-533 Probability of call and likelihood of the call feature in a corporate bond by Sarkar, Sudipto [Downloadable! (restricted)]
535-554 Efficiency of the Dojima rice futures market in Tokugawa-period Japan by Wakita, Shigeru [Downloadable! (restricted)]
555-572 Vagabond shoes longing to stray: Why foreign firms list in the United States by Blass, Asher & Yafeh, Yishay [Downloadable! (restricted)]
573-596 Did amakudari undermine the effectiveness of regulator monitoring in Japan? by Horiuchi, Akiyoshi & Shimizu, Katsutoshi [Downloadable! (restricted)]
597-612 A note on price noises and their correction process: Evidence from two equal-payoff government bonds by Lauterbach, B. & Wohl, A. [Downloadable! (restricted)]
613-630 X-efficiency in Australian banking: An empirical investigation by Sathye, Milind [Downloadable! (restricted)]
2001, Volume 25, Issue 2 271-294 What do financial intermediaries do? by Allen, Franklin & Santomero, Anthony M. [Downloadable! (restricted)]
295-316 The analytic pricing of asymmetric defaultable swaps by Hubner, Georges [Downloadable! (restricted)]
317-337 International investment in financial services by Moshirian, Fariborz [Downloadable! (restricted)]
339-354 A note on fair value pricing of mutual funds by Bhargava, Rahul & Dubofsky, David A. [Downloadable! (restricted)]
355-375 Relative informational efficiency of cash, futures, and options markets: The case of an emerging market by Chiang, Raymond & Fong, Wai-Ming [Downloadable! (restricted)]
377-391 Testing for long horizon UIP using PPP-based exchange rate expectations by Berk, Jan Marc & Knot, Klaas H. W. [Downloadable! (restricted)]
393-417 The impact of FDICIA on bank returns and risk: Evidence from the capital markets by Akhigbe, Aigbe & Whyte, Ann Marie [Downloadable! (restricted)]
419-430 A note on trading mechanism and securities' value: The analysis of rejects from continuous trade by Lauterbach, Beni [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
2001, Volume 25, Issue 1 1-2 Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets by Altman, Edward I. [Downloadable! (restricted)]
3-23 Generally accepted rating principles: A primer by Krahnen, Jan Pieter & Weber, Martin [Downloadable! (restricted)]
25-46 An analysis and critique of the BIS proposal on capital adequacy and ratings by Altman, Edward I. & Saunders, Anthony [Downloadable! (restricted)]
47-95 Prototype risk rating system by Crouhy, Michel & Galai, Dan & Mark, Robert [Downloadable! (restricted)]
97-114 The implications of the new capital adequacy rules for portfolio management of credit assets by Hammes, Wolfgang & Shapiro, Mark [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
149-169 Standard & Poor's official response to the Basel Committee's proposal by Griep, Clifford & De Stefano, Michael [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
197-270 Parameterizing credit risk models with rating data by Carey, Mark & Hrycay, Mark [Downloadable! (restricted)]
v-vi Editorial by Altman, E. L. & Sarnat, Marshall & Saunders, Tony & Szego, Giorgio [Downloadable! (restricted)]
2000, Volume 24, Issue 12 1853-1873 Is there a tradeoff between bank competition and financial fragility? by Koskela, Erkki & Stenbacka, Rune [Downloadable! (restricted)]
1875-1902 The effect of market segmentation on stock prices: The China syndrome by Sun, Qian & Tong, Wilson H. S. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
1933-1957 Equity markets and growth: Cross-country evidence on timing and outcomes, 1980-1995 by Rousseau, P. L. & Wachtel, P. [Downloadable! (restricted)]
1959-1995 Ownership, managerial control and the governance of companies listed on the Brussels stock exchange by Renneboog, Luc [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
2000, Volume 24, Issue 11 1703-1745 How did bank holding companies prosper in the 1990s? by Stiroh, Kevin J. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
1767-1785 The components of bid-ask spreads on the London Stock Exchange by Menyah, Kojo & Paudyal, Krishna [Downloadable! (restricted)]
1787-1807 The effect of captive insurer formation on stock returns: An empirical test from the UK by Adams, Mike & Hillier, David [Downloadable! (restricted)]
1809-1829 Valuation of adjustable rate mortgages with automatic stretching maturity by Chow, Ying-Foon & Huang, Charles & Liu, Ming [Downloadable! (restricted)]
1831-1848 Asymmetric information, dividend reductions, and contagion effects in bank stock returns by Bessler, Wolfgang & Nohel, Tom [Downloadable! (restricted)]
1849-1852 Erratum to "Default risk and optimal debt management" [Journal of Banking and Finance 24 (6) 861-891] by Drudi, Francesco & Giordano, Raffaela [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
1575-1604 Political elections and the resolution of uncertainty: The international evidence by Pantzalis, Christos & Stangeland, David A. & Turtle, Harry J. [Downloadable! (restricted)]
1605-1628 Efficiency and risk in Japanese banking by Altunbas, Yener & Liu, Ming-Hau & Molyneux, Philip & Seth, Rama [Downloadable! (restricted)]
1629-1650 Effects of the affiliation of banking and commerce on the firm's investment and the bank's risk by Park, Sangkyun [Downloadable! (restricted)]
1651-1679 An examination of herd behavior in equity markets: An international perspective by Chang, Eric C. & Cheng, Joseph W. & Khorana, Ajay [Downloadable! (restricted)]
1681-1702 Valuing the strategic option to sell life insurance business: Theory and evidence by Klumpes, Paul J. M. & Shackleton, Mark B. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
1419-1431 An empirical test of agency cost reduction using interest rate swaps by Harper, Joel T. & Wingender, John R. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
1457-1490 Diversification and the value of internal capital markets: The case of tracking stock by Billett, Matthew T. & Mauer, David C. [Downloadable! (restricted)]
1491-1514 Changes in systematic risk following global equity issuance by Ramchand, Latha & Sethapakdi, Pricha [Downloadable! (restricted)]
1515-1533 The impact of deregulation on price and non-price competition in the Portuguese deposits market by Pinho, Paulo Soares de [Downloadable! (restricted)]
1535-1555 Expectations and learning in Iowa by Bondarenko, Oleg & Bossaerts, Peter [Downloadable! (restricted)]
2000, Volume 24, Issue 8 1243-1251 A critique on the theory of financial intermediation by Scholtens, Bert & van Wensveen, Dick [Downloadable! (restricted)]
1253-1274 Do constraints improve portfolio performance? by Grauer, Robert R. & Shen, Frederick C. [Downloadable! (restricted)]
1275-1287 Trading volume and autocorrelation: Empirical evidence from the Stockholm Stock Exchange by Safvenblad, Patrik [Downloadable! (restricted)]
1289-1306 SETS, arbitrage activity, and stock price dynamics by Taylor, Nick & Dijk, Dick van & Franses, Philip Hans & Lucas, Andre [Downloadable! (restricted)]
1307-1321 Information-signaling and competitive effects of foreign acquisitions in the US by Akhigbe, Aigbe & Martin, Anna D. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
1359-1382 Price transmission dynamics between ADRs and their underlying foreign securities by Kim, Minho & Szakmary, Andrew C. & Mathur, Ike [Downloadable! (restricted)]
1383-1398 Corporate control, bank risk taking, and the health of the banking industry by Anderson, Ronald C. & Fraser, Donald R. [Downloadable! (restricted)]
2000, Volume 24, Issue 7 2000, Volume 24, Issue 6 831-859 Mergers and shareholder wealth in European banking by Cybo-Ottone, Alberto & Murgia, Maurizio [Downloadable! (restricted)]
861-891 Default risk and optimal debt management by Drudi, Francesco & Giordano, Raffaela [Downloadable! (restricted)]
893-919 "The first shall be last". Size and value strategy premia at the London Stock Exchange by Bagella, Michele & Becchetti, Leonardo & Carpentieri, Andrea [Downloadable! (restricted)]
921-943 Fiscal policy, debt management and exchange rate credibility: Lessons from the recent Italian experience by Amato, Amedeo & Tronzano, Marco [Downloadable! (restricted)]
945-965 Is there an optimal size for the financial sector? by Santomero, Anthony M. & Seater, John J. [Downloadable! (restricted)]
967-983 Bank competition and ECB's monetary policy by Bagliano, Fabio C. & Dalmazzo, Alberto & Marini, Giancarlo [Downloadable! (restricted)]
985-1004 How the environment determines banking efficiency: A comparison between French and Spanish industries by Dietsch, Michel & Lozano-Vivas, Ana [Downloadable! (restricted)]
1005-1043 Regionalisation versus globalisation in European financial market integration: Evidence from co-integration analyses by Kleimeier, Stefanie & Sander, Harald [Downloadable! (restricted)]
1045-1066 Competition, contestability and market structure in European banking sectors on the eve of EMU by De Bandt, Olivier & Davis, E. Philip [Downloadable! (restricted)]
1067-1095 Bank-firm relationships and allocative efficiency in Northeastern and Central Italy and in the South by Ferri, Giovanni & Messori, Marcello [Downloadable! (restricted)]
2000, Volume 24, Issue 5 665-694 Does the Fed beat the foreign-exchange market? by Sweeney, R. J. [Downloadable! (restricted)]
695-707 A note on nonstationarity, structural breaks, and the Fisher effect by Malliaropulos, Dimitrios [Downloadable! (restricted)]
709-734 Determinants of bank growth choice by Cyree, Ken B. & Wansley, James W. & Boehm, Thomas P. [Downloadable! (restricted)]
735-757 Cross- and delta-hedges: Regression- versus price-based hedge ratios by Sercu, Piet & Wu, Xueping [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
787-807 Efficiency tests in the French derivatives market by Lee, Chun I. & Gleason, Kimberly C. & Mathur, Ike [Downloadable! (restricted)]
809-824 Strategic competition in retail banking under expense preference behavior by Purroy, Pedro & Salas, Vicente [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
2000, Volume 24, Issue 4 507-524 Financial system development in transition economies by Hermes, Niels & Lensink, Robert [Downloadable! (restricted)]
525-553 Financial regulation and financial system architecture in Central Europe by Scholtens, Bert [Downloadable! (restricted)]
555-576 Regulation of the Warsaw Stock Exchange: The portfolio allocation problem by Charemza, Wojciech W. & Majerowska, Ewa [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
625-642 Avoiding bank runs in transition economies: The role of risk neutral capital by Gangopadhyay, Shubhashis & Singh, Gurbachan [Downloadable! (restricted)]
643-664 Does central bank independence really matter?: New evidence for developing countries using a new indicator by Haan, Jakob de & Kooi, Willem J. [Downloadable! (restricted)]
2000, Volume 24, Issue 3 2000, Volume 24, Issue 1-2 1-14 Regulatory implications of credit risk modelling by Jackson, Patricia & Perraudin, William [Downloadable! (restricted)]
15-33 Policy implications of the Federal Reserve study of credit risk models at major US banking institutions by Mingo, John J. [Downloadable! (restricted)]
35-58 Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues by Jones, David [Downloadable! (restricted)]
59-117 A comparative analysis of current credit risk models by Crouhy, Michel & Galai, Dan & Mark, Robert [Downloadable! (restricted)]
119-149 A comparative anatomy of credit risk models by Gordy, Michael B. [Downloadable! (restricted)]
151-165 Evaluating credit risk models by Lopez, Jose A. & Saidenberg, Marc R. [Downloadable! (restricted)]
167-201 Credit risk rating systems at large US banks by Treacy, William F. & Carey, Mark [Downloadable! (restricted)]
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This page was last updated on 2008-11-27.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .