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Elsevier Journal of Banking & Finance Contact information of
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2004, Volume 28, Issue 5
2004, Volume 28, Issue 4 721-725 Retail credit risk management and measurement: An introduction to the special issue by Berlin, Mitchell & Mester, Loretta J. [Downloadable! (restricted)]
727-752 Issues in the credit risk modeling of retail markets by Allen, Linda & DeLong, Gayle & Saunders, Anthony [Downloadable! (restricted)]
753-771 Default correlation: An empirical investigation of a subprime lender by Cowan, Adrian M. & Cowan, Charles D. [Downloadable! (restricted)]
773-788 Should SME exposures be treated as retail or corporate exposures? A comparative analysis of default probabilities and asset correlations in French and German SMEs by Dietsch, Michel & Petey, Joel [Downloadable! (restricted)]
789-809 Economic and regulatory capital allocation for revolving retail exposures by Perli, Roberto & Nayda, William I. [Downloadable! (restricted)]
811-833 Credit risk in the leasing industry by Schmit, Mathias [Downloadable! (restricted)]
835-856 Consumer credit scoring: Do situational circumstances matter? by Avery, Robert B. & Calem, Paul S. & Canner, Glenn B. [Downloadable! (restricted)]
857-874 Does reject inference really improve the performance of application scoring models? by Crook, Jonathan & Banasik, John [Downloadable! (restricted)]
875-899 What is the value of recourse to asset-backed securities? A clinical study of credit card banks by Higgins, Eric J. & Mason, Joseph R. [Downloadable! (restricted)]
2004, Volume 28, Issue 3 423-442 Stock markets, banks, and growth: Panel evidence by Beck, Thorsten & Levine, Ross [Downloadable! (restricted)]
443-474 Are all Central Bank interventions created equal? An empirical investigation by Sapp, Stephen [Downloadable! (restricted)]
475-498 The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing? by Thornton, Daniel L. [Downloadable! (restricted)]
499-521 Effective duration of callable corporate bonds: Theory and evidence by Sarkar, Sudipto & Hong, Gwangheon [Downloadable! (restricted)]
523-552 The determinants of positive long-term performance in strategic mergers: Corporate focus and cash by Megginson, William L. & Morgan, Angela & Nail, Lance [Downloadable! (restricted)]
553-568 The short-term effects of foreign bank entry on domestic bank behaviour: Does economic development matter? by Lensink, Robert & Hermes, Niels [Downloadable! (restricted)]
569-593 Return reversals in the bond market: Evidence and causes by Khang, Kenneth & Dolly King, Tao-Hsien [Downloadable! (restricted)]
595-614 Disequilibrium in the UK corporate loan market by Atanasova, Christina V. & Wilson, Nicholas [Downloadable! (restricted)]
615-632 A note on foreigners' trading and price effects across firms by Dahlquist, Magnus & Robertsson, Goran [Downloadable! (restricted)]
633-646 A model of the monetary sector with and without binding capital requirements by Kopecky, Kenneth J. & VanHoose, David [Downloadable! (restricted)]
647-672 Risk-based capital requirements for mortgage loans by Calem, Paul S. & LaCour-Little, Michael [Downloadable! (restricted)]
673-694 Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds by Deaves, Richard [Downloadable! (restricted)]
695-720 An anatomy of rating through the cycle by Loffler, Gunter [Downloadable! (restricted)]
2004, Volume 28, Issue 2 267-268 Editorial by Fariborz, Moshirian [Downloadable! (restricted)]
269-276 Financial services: Global perspectives by Moshirian, Fariborz [Downloadable! (restricted)]
277-298 Mutual holding companies: Evidence of conflicts of interest through disparate dividends by Carow, Kenneth A. & Cox, Steven R. & Roden, Dianne M. [Downloadable! (restricted)]
299-329 The integration of bank syndicated loan and junk bond markets by Thomas, Hugh & Wang, Zhiqiang [Downloadable! (restricted)]
331-352 Risk management strategies for banks by Bauer, Wolfgang & Ryser, Marc [Downloadable! (restricted)]
353-372 The propensity for local traders in futures markets to ride losses: Evidence of irrational or rational behavior? by Frino, Alex & Johnstone, David & Zheng, Hui [Downloadable! (restricted)]
373-398 Why markets should not necessarily reduce the tick size by Bourghelle, David & Declerck, Fany [Downloadable! (restricted)]
399-421 Can bank be a source of contagion during the 1997 Asian crisis? by Tai, Chu-Sheng [Downloadable! (restricted)]
2004, Volume 28, Issue 1 1-17 Hedging with forwards and puts in complete and incomplete markets by Benninga, Simon Z. & Oosterhof, Casper M. [Downloadable! (restricted)]
19-43 Risk management, capital structure and lending at banks by Cebenoyan, A. Sinan & Strahan, Philip E. [Downloadable! (restricted)]
45-62 Time-varying excess returns on UK government bonds: A non-linear approach by Lekkos, Ilias & Milas, Costas [Downloadable! (restricted)]
63-83 Trading costs, investor recognition and market response: An analysis of firms that move from the Amex (Nasdaq) to Nasdaq (Amex) by Tse, Yiuman & Devos, Erik [Downloadable! (restricted)]
85-105 Have trading rule profits in the currency markets declined over time? by Olson, Dennis [Downloadable! (restricted)]
107-128 Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis by Pascual, Roberto & Escribano, Alvaro & Tapia, Mikel [Downloadable! (restricted)]
129-156 An essay on financial innovation: The case of instalment receipts by Charupat, Narat & Prisman, Eliezer Z. [Downloadable! (restricted)]
157-178 The pricing of systematic liquidity risk: Empirical evidence from the US stock market by Gibson, Rajna & Mougeot, Nicolas [Downloadable! (restricted)]
179-201 Strategic entry and market leadership in a two-player real options game by Shackleton, Mark B. & Tsekrekos, Andrianos E. & Wojakowski, Rafal [Downloadable! (restricted)]
203-213 Empirical evidence on payment media costs and switch points by ten Raa, Thijs & Shestalova, Victoria [Downloadable! (restricted)]
215-232 Factors affecting bank risk taking: Evidence from Japan by Konishi, Masaru & Yasuda, Yukihiro [Downloadable! (restricted)]
233-250 The national market impact of sovereign rating changes by Brooks, Robert & Faff, Robert W. & Hillier, David & Hillier, Joseph [Downloadable! (restricted)]
251-264 Follow-on offerings by Harper, Joel T. & Johnston, Jarrod & Madura, Jeff [Downloadable! (restricted)]
265-266 International Finance and Open-Economy Macroeconomics: Gandolfo/Giancarlo. Springer-Verlag, New York, 2001. pp. xxiv + 613, $99 by Reynolds Allen, Polly [Downloadable! (restricted)]
2003, Volume 27, Issue 12 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)]
2003, Volume 27, Issue 11 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)]
2003, Volume 27, Issue 10 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)]
2003, Volume 27, Issue 9 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)]
2003, Volume 27, Issue 8 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)]
2003, Volume 27, Issue 7 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)]
2003, Volume 27, Issue 6 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)]
2003, Volume 27, Issue 5 793-816 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)]
2003, Volume 27, Issue 4 549-574 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)]
2003, Volume 27, Issue 3 377-381 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)]
2003, Volume 27, Issue 2 183-200 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)]
2003, Volume 27, Issue 1 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)]
2002, Volume 26, Issue 2-3 205-221 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)]
2002, Volume 26, Issue 12 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)]
2002, Volume 26, Issue 11 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)]
2002, Volume 26, Issue 10 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)]
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Did you know? You can create a compilation of all publications of a group of people, say alumni of a program, your students or memers of an association.
This page was last updated on 2009-12-30.
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 .