Journal of Banking & Finance
January 2009, Volume 33, Issue 1
- 88-97 Marketability, control, and the pricing of block shares
by Huang, Zhangkai & Xu, Xingzhong
- 98-112 Effects of the volatility smile on exchange settlement practices: The Hong Kong case
by Chang, Eric C. & Ren, Jinjuan & Shi, Qi
- 113-130 Bank ownership and efficiency in China: What will happen in the world's largest nation?
by Berger, Allen N. & Hasan, Iftekhar & Zhou, Mingming
- 131-140 Are New Tigers supplanting Old Mammoths in China's banking system? Evidence from a sample of city commercial banks
by Ferri, Giovanni
- 141-156 Expropriation through loan guarantees to related parties: Evidence from China
by Berkman, Henk & Cole, Rebel A. & Fu, Lawrence J.
- 157-170 Institutional development, financial deepening and economic growth: Evidence from China
by Hasan, Iftekhar & Wachtel, Paul & Zhou, Mingming
- 171-181 Does the type of ownership control matter? Evidence from China's listed companies
by Chen, Gongmeng & Firth, Michael & Xu, Liping
December 2008, Volume 32, Issue 12
- 2501-2501 Editorial
by Geman, Helyette
- 2502-2519 Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity
by Cartea, Álvaro & Villaplana, Pablo
- 2520-2529 The price of power: The valuation of power and weather derivatives
by Pirrong, Craig & Jermakyan, Martin
- 2530-2540 Long term spread option valuation and hedging
by Dempster, M.A.H. & Medova, Elena & Tang, Ke
- 2541-2552 Computing the market price of volatility risk in the energy commodity markets
by Doran, James S. & Ronn, Ehud I.
- 2553-2559 WTI crude oil Futures in portfolio diversification: The time-to-maturity effect
by Geman, Hélyette & Kharoubi, Cécile
- 2560-2569 Credit derivatives and loan pricing
by Norden, Lars & Wagner, Wolf
- 2570-2580 Corporate governance in banking: The role of the board of directors
by Andres, Pablo de & Vallelado, Eleuterio
- 2581-2588 Liquidity in auction and specialist market structures: Evidence from the Italian bourse
by Frino, Alex & Gerace, Dionigi & Lepone, Andrew
- 2589-2596 Combining fair pricing and capital requirements for non-life insurance companies
by Gatzert, Nadine & Schmeiser, Hato
- 2597-2605 Determinants of yield spread dynamics: Euro versus US dollar corporate bonds
by Landschoot, Astrid Van
- 2606-2616 Macroeconomic cycles and the stock market's reaction to monetary policy
by Basistha, Arabinda & Kurov, Alexander
- 2617-2627 A first-passage-time model under regime-switching market environment
by Kim, Mi Ae & Jang, Bong-Gyu & Lee, Ho-Seok
- 2628-2635 Corporate restructuring in Japan: Who monitors the monitor?
by Inoue, Kotaro & Kato, Hideaki Kiyoshi & Bremer, Marc
- 2636-2645 Controlling-minority shareholder incentive conflicts and directors' and officers' liability insurance: Evidence from China
by Zou, Hong & Wong, Sonia & Shum, Clement & Xiong, Jun & Yan, Jun
- 2646-2654 The stocks at stake: Return and risk in socially responsible investment
by Galema, Rients & Plantinga, Auke & Scholtens, Bert
- 2655-2666 The dynamics of operational loss clustering
by Chernobai, Anna & Yildirim, Yildiray
- 2667-2673 Two-sided coherent risk measures and their application in realistic portfolio optimization
by Chen, Zhiping & Wang, Yi
- 2674-2683 Exploring the nexus between banking sector reform and performance: Evidence from newly acceded EU countries
by Brissimis, Sophocles N. & Delis, Manthos D. & Papanikolaou, Nikolaos I.
- 2684-2694 Bank concentration and financial constraints on firm-level investment in Europe
by Ratti, Ronald A. & Lee, Sunglyong & Seol, Youn
- 2695-2705 The role of no-arbitrage on forecasting: Lessons from a parametric term structure model
by Almeida, Caio & Vicente, José
- 2706-2715 Individual stock-option prices and credit spreads
by Cremers, Martijn & Driessen, Joost & Maenhout, Pascal & Weinbaum, David
- 2716-2724 Does corporate international diversification destroy value? Evidence from cross-border mergers and acquisitions
by Dos Santos, Marcelo B. & Errunza, Vihang R. & Miller, Darius P.
- 2725-2733 Loan pricing under Basel II in an imperfectly competitive banking market
by Ruthenberg, David & Landskroner, Yoram
November 2008, Volume 32, Issue 11
- 2287-2287 Editorial
by Moshirian, Fariborz
- 2288-2292 Financial services in an increasingly integrated global financial market
by Moshirian, Fariborz
- 2293-2306 Inflation-indexed swaps and swaptions
by Hinnerich, Mia
- 2307-2324 Effective fair pricing of international mutual funds
by Chua, Choong Tze & Lai, Sandy & Wu, Yangru
- 2325-2335 The expansion of services in European banking: Implications for loan pricing and interest margins
by Lepetit, Laetitia & Nys, Emmanuelle & Rous, Philippe & Tarazi, Amine
- 2336-2345 The contribution of product mix versus efficiency and technical change in US banking
by Asaftei, Gabriel
- 2346-2360 Characteristics determining the efficiency of foreign banks in Australia
by Sturm, Jan-Egbert & Williams, Barry
- 2361-2375 Pre-IPO ownership structure and its impact on the IPO process
by Alavi, Arash & Pham, Peter Kien & Pham, Toan My
- 2376-2389 Foreign versus local investors: Who knows more? Who makes more?
by Kalev, Petko S. & Nguyen, Anh H. & Oh, Natalie Y.
- 2390-2400 The dynamics of quote adjustments
by Chung, Kee H. & Chuwonganant, Chairat & Jiang, Jing
- 2401-2411 Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices
by Konstantinidi, Eirini & Skiadopoulos, George & Tzagkaraki, Emilia
- 2412-2422 Rating agencies and the role of rating publication rights
by Mählmann, Thomas
- 2423-2432 Family values: Ownership structure, performance and capital structure of Canadian firms
by King, Michael R. & Santor, Eric
- 2433-2443 The determinants of the voting premium in Italy: The evidence from 1974 to 2003
by Caprio, Lorenzo & Croci, Ettore
- 2444-2452 Portfolio choice and mortality-contingent claims: The general HARA case
by Huang, Huaxiong & Milevsky, Moshe A.
- 2453-2461 Ex-dividend returns: The Mexican puzzle
by Kadapakkam, Palani-Rajan & Martinez, Valeria
- 2462-2470 Deviations from optimal CEO ownership and firm value
by Tong, Zhenxu
- 2471-2481 Detecting structural breaks and identifying risk factors in hedge fund returns: A Bayesian approach
by Meligkotsidou, Loukia & Vrontos, Ioannis D.
- 2482-2492 Accurate minimum capital risk requirements: A comparison of several approaches
by Grané, A. & Veiga, H.
- 2493-2500 Cross-country variation in household access to financial services
by Honohan, Patrick
October 2008, Volume 32, Issue 10
- 1989-1990 Risk management in commodity and financial markets
by D'Ecclesia, Rita L.
- 1991-2005 Time-consistency in managing a commodity portfolio: A dynamic risk measure approach
by Geman, Hélyette & Ohana, Steve
- 2006-2021 Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium
by Benth, Fred Espen & Cartea, Álvaro & Kiesel, Rüdiger
- 2022-2032 An econometric analysis of emission allowance prices
by Paolella, Marc S. & Taschini, Luca
- 2033-2045 Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets
by Fusai, Gianluca & Marena, Marina & Roncoroni, Andrea
- 2046-2056 Robust optimization of conditional value at risk and portfolio selection
by Quaranta, Anna Grazia & Zaffaroni, Alberto
- 2057-2063 Beyond Sharpe ratio: Optimal asset allocation using different performance ratios
by Farinelli, Simone & Ferreira, Manuel & Rossello, Damiano & Thoeny, Markus & Tibiletti, Luisa
- 2064-2075 A revisited and stable Fourier transform method for affine jump diffusion models
by Minenna, Marcello & Verzella, Paolo
- 2076-2088 Pricing discretely monitored Asian options under Levy processes
by Fusai, Gianluca & Meucci, Attilio
- 2089-2098 On real interest rate dynamics and regime switching
by Kanas, Angelos
- 2099-2110 The performance effect of managerial ownership: Evidence from China
by Hu, Yifan & Zhou, Xianming
- 2111-2123 An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility
by Cao, Charles & Chang, Eric C. & Wang, Ying
- 2124-2135 Influence of disclosure and governance on risk of US financial services firms following Sarbanes-Oxley
by Akhigbe, Aigbe & Martin, Anna D.
- 2136-2147 Information acquisition and financial contagion
by Hasman, Augusto & Samartín, Margarita
- 2148-2177 A century of corporate takeovers: What have we learned and where do we stand?
by Martynova, Marina & Renneboog, Luc
- 2178-2187 Tunneling and propping: A justification for pyramidal ownership
by Riyanto, Yohanes E. & Toolsema, Linda A.
- 2188-2204 Financial distress, corporate control, and management turnover
by Jostarndt, Philipp & Sautner, Zacharias
- 2205-2219 How does the call market method affect price efficiency? Evidence from the Singapore Stock Market
by Chang, Rosita P. & Rhee, S. Ghon & Stone, Gregory R. & Tang, Ning
- 2220-2236 Developing a stress testing framework based on market risk models
by Alexander, Carol & Sheedy, Elizabeth
- 2237-2247 Bank shareholding and lending: Complementarity or substitution? Some evidence from a panel of large Italian firms
by Barucci, Emilio & Mattesini, Fabrizio
- 2248-2253 Market quality changes in the London Stock Market
by Chelley-Steeley, Patricia L.
- 2254-2266 A behavioral explanation for the negative asymmetric return-volatility relation
by Hibbert, Ann Marie & Daigler, Robert T. & Dupoyet, Brice
- 2267-2274 Bayesian inference for issuer heterogeneity in credit ratings migration
by Kadam, Ashay & Lenk, Peter
- 2275-2286 The optimal structure of PD buckets
by Krink, Thiemo & Paterlini, Sandra & Resti, Andrea
September 2008, Volume 32, Issue 9
- 1709-1722 Improving VWAP strategies: A dynamic volume approach
by Bialkowski, Jedrzej & Darolles, Serge & Le Fol, Gaëlle
- 1723-1742 Socially responsible investments: Institutional aspects, performance, and investor behavior
by Renneboog, Luc & Ter Horst, Jenke & Zhang, Chendi
- 1743-1753 Diversification and ownership concentration
by Parigi, Bruno M. & Pelizzon, Loriana
- 1754-1766 Weather and intraday patterns in stock returns and trading activity
by Chang, Shao-Chi & Chen, Sheng-Syan & Chou, Robin K. & Lin, Yueh-Hsiang
- 1767-1781 Institutional ownership stability and BHC performance
by Elyasiani, Elyas & Jia, Jingyi Jane
- 1782-1794 Reference point formation by market investors
by Kliger, Doron & Kudryavtsev, Andrey
- 1795-1809 Internal financial constraints, external financial constraints, and investment choice: Evidence from a panel of UK firms
by Guariglia, Alessandra
- 1810-1819 Can commodity futures be profitably traded with quantitative market timing strategies?
by Marshall, Ben R. & Cahan, Rochester H. & Cahan, Jared M.
- 1820-1835 Competition versus efficiency: What drives franchise values in European banking?
by De Jonghe, Olivier & Vennet, Rudi Vander
- 1836-1849 The diversification and financial performance of US credit unions
by Goddard, John & McKillop, Donal & Wilson, John O.S.
- 1850-1859 Socially responsible investment funds: Investor reaction to current and past returns
by Benson, Karen L. & Humphrey, Jacquelyn E.
- 1860-1869 Inside shareholders' effective tax rates and dividends
by Holmen, Martin & Knopf, John D. & Peterson, Stefan
- 1870-1882 Spectral risk measures and portfolio selection
by Adam, Alexandre & Houkari, Mohamed & Laurent, Jean-Paul
- 1883-1893 Offsetting the implicit incentives: Benefits of benchmarking in money management
by Basak, Suleyman & Pavlova, Anna & Shapiro, Alexander
- 1894-1906 Cash flow, investment, and investment opportunities: New tests using UK panel data
by Carpenter, Robert E. & Guariglia, Alessandra
- 1907-1915 Nonparametric, conditional pricing of higher order multivariate contingent claims
by Giannopoulos, Kostas
- 1916-1927 US ADR and Hong Kong H-share discounts of Shanghai-listed firms
by Arquette, Gregory C. & Brown Jr., William O. & Burdekin, Richard C.K.
- 1928-1940 The decision to first enter the public bond market: The role of firm reputation, funding choices, and bank relationships
by Hale, Galina & Santos, João A.C.
- 1941-1953 Stock market volatility around national elections
by Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr
- 1954-1969 Capital structure around the world: The roles of firm- and country-specific determinants
by de Jong, Abe & Kabir, Rezaul & Nguyen, Thuy Thu
- 1970-1983 A Markov regime switching approach for hedging energy commodities
by Alizadeh, Amir H. & Nomikos, Nikos K. & Pouliasis, Panos K.
- 1984-1987 A note on "Inflation and Welfare"
by Cysne, Rubens Penha
August 2008, Volume 32, Issue 8
- 1431-1431 Editorial
by Moshirian, Fariborz
- 1432-1439 The significance of a world government in the process of globalization in the 21st century
by Moshirian, Fariborz
- 1440-1451 The cyclical behaviour of European bank capital buffers
by Jokipii, Terhi & Milne, Alistair
- 1452-1467 Bank income structure and risk: An empirical analysis of European banks
by Lepetit, Laetitia & Nys, Emmanuelle & Rous, Philippe & Tarazi, Amine
- 1468-1483 The economics of credit cards, debit cards and ATMs: A survey and some new evidence
by Scholnick, Barry & Massoud, Nadia & Saunders, Anthony & Carbo-Valverde, Santiago & Rodríguez-Fernández, Francisco
- 1484-1498 Investment decisions and internal capital markets: Evidence from acquisitions
by Doukas, John A. & Kan, Ozgur B.
- 1499-1507 Credit to government and banking sector performance
by Hauner, David
- 1508-1521 What lies beneath: Foreign exchange rate exposure, hedging and cash flows
by Bartram, Söhnke M.
- 1522-1540 Financial market integration and the value of global diversification: Evidence for US acquirers in cross-border mergers and acquisitions
by Francis, Bill B. & Hasan, Iftekhar & Sun, Xian
- 1541-1551 Comparing the performance of market-based and accounting-based bankruptcy prediction models
by Agarwal, Vineet & Taffler, Richard
- 1552-1565 Mutual funds' ownership and firm performance: Evidence from China
by Yuan, Rongli & Xiao, Jason Zezhong & Zou, Hong
- 1566-1582 Hedging, financing, and investment decisions: Theory and empirical tests
by Lin, Chen-Miao & Phillips, Richard D. & Smith, Stephen D.
- 1583-1597 An empirical analysis of aggregate household portfolios
by Normandin, Michel & St-Amour, Pascal
- 1598-1612 Bank consolidation and new business formation
by Francis, Bill & Hasan, Iftekhar & Wang, Haizhi
- 1613-1624 Split bond ratings and rating migration
by Livingston, Miles & Naranjo, Andy & Zhou, Lei
- 1625-1635 Common liquidity shocks and market collapse: Lessons from the market for perps
by Fernando, Chitru S. & Herring, Richard J. & Subrahmanyam, Avanidhar
- 1636-1647 How important is asymmetric covariance for the risk premium of international assets?
by Mazzotta, Stefano
- 1648-1660 Utilitarianism and fairness in portfolio positioning
by de Palma, André & Prigent, Jean-Luc
- 1661-1676 Demand estimation and consumer welfare in the banking industry
by Dick, Astrid A.
- 1677-1686 Bank capital regulation in a barrier option framework
by Episcopos, Athanasios
- 1687-1698 Decomposing liquidity along the limit order book
by Rakowski, David & Wang Beardsley, Xiaoxin
- 1699-1707 Why 'Basel II' may need a leverage ratio restriction
by Blum, Jürg M.
July 2008, Volume 32, Issue 7
- 1177-1177 Francesco Paris, the power of the will
by Szego, Giorgio
- 1178-1187 Risk aversion and skewness preference
by Post, Thierry & van Vliet, Pim & Levy, Haim
- 1188-1197 A comparison of MAD and CVaR models with real features
by Angelelli, Enrico & Mansini, Renata & Speranza, M. Grazia
- 1198-1208 Implicit recourse and credit card securitizations: What do fraud losses reveal?
by Vermilyea, Todd A. & Webb, Elizabeth R. & Kish, Andrew A.
- 1209-1220 Determinants of corporate cash holdings: Evidence from spin-offs
by D'Mello, Ranjan & Krishnaswami, Sudha & Larkin, Patrick J.
- 1221-1233 Information shares in the US Treasury market
by Mizrach, Bruce & Neely, Christopher J.
- 1234-1241 Opacity of young businesses: Evidence from rating disagreements
by Hyytinen, Ari & Pajarinen, Mika
- 1242-1254 Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?
by Akram, Q. Farooq & Eitrheim, Øyvind
- 1255-1268 Volume and skewness in international equity markets
by Hutson, Elaine & Kearney, Colm & Lynch, Margaret
- 1269-1285 The delivery option in credit default swaps
by Jankowitsch, Rainer & Pullirsch, Rainer & Veza, Tanja
- 1286-1296 Commodity betas with mean reverting output prices
by Hong, Gwangheon & Sarkar, Sudipto
- 1297-1309 Is there cyclical bias in bank holding company risk ratings?
by Curry, Timothy J. & Fissel, Gary S. & Hanweck, Gerald A.
- 1310-1321 Can tax convexity be ignored in corporate financing decisions?
by Sarkar, Sudipto
- 1322-1332 Forecasting foreign exchange rates using idiosyncratic volatility
by Guo, Hui & Savickas, Robert
- 1333-1348 Investor protection and the value effects of bank merger announcements in Europe and the US
by Hagendorff, Jens & Collins, Michael & Keasey, Kevin
- 1349-1362 Emerging market exchange rate exposure
by Chue, Timothy K. & Cook, David
- 1363-1378 Financial market models with Lévy processes and time-varying volatility
by Kim, Young Shin & Rachev, Svetlozar T. & Bianchi, Michele Leonardo & Fabozzi, Frank J.
- 1379-1392 Legal insider trading and market efficiency
by Aktas, Nihat & de Bodt, Eric & Van Oppens, Hervé
- 1393-1403 Interest rate clustering in UK financial services markets
by Ashton, John K. & Hudson, Robert S.
- 1404-1415 Backtesting trading risk of commercial banks using expected shortfall
by Wong, Woon K.
- 1416-1429 A flight to Q? Firm investment and financing in Korea before and after the 1997 financial crisis
by Rousseau, Peter L. & Kim, Jong Hun
June 2008, Volume 32, Issue 6
- 907-914 Information acquisition, coordination, and fundamentals in a financial crisis
by Nikitin, Maxim & Smith, R. Todd
- 915-929 Bank incentives and suboptimal lending decisions: Evidence from the valuation effect of bank loan announcements in Japan
by Kang, Jun-Koo & Liu, Wei-Lin
- 930-946 The information content of stock split announcements: Do options matter?
by Chern, Keh-Yiing & Tandon, Kishore & Yu, Susana & Webb, Gwendolyn
- 947-960 A tale of two prices: Liquidity and asset prices in multiple markets
by Chan, Justin S.P. & Hong, Dong & Subrahmanyam, Marti G.
- 961-976 Ownership structure, corporate governance and analyst following: A study of French listed firms
by Boubaker, Sabri & Labégorre, Florence
- 977-985 Optimal delegated portfolio management with background risk
by Baptista, Alexandre M.
- 986-994 On Haezendonck risk measures
by Bellini, Fabio & Rosazza Gianin, Emanuela
- 995-1007 Bank stock returns and economic growth
by Cole, Rebel A. & Moshirian, Fariborz & Wu, Qiongbing
- 1008-1021 Regime dependent determinants of credit default swap spreads
by Alexander, Carol & Kaeck, Andreas
- 1022-1035 On measuring synchronization of bulls and bears: The case of East Asia
by Candelon, Bertrand & Piplack, Jan & Straetmans, Stefan
- 1036-1048 Information asymmetry and investment-cash flow sensitivity
by Ascioglu, Asli & Hegde, Shantaram P. & McDermott, John B.
- 1049-1061 Practical methods for measuring and managing operational risk in the financial sector: A clinical study
by Chapelle, Ariane & Crama, Yves & Hübner, Georges & Peters, Jean-Philippe
- 1062-1075 Credit rating dynamics and Markov mixture models
by Frydman, Halina & Schuermann, Til
- 1076-1086 Monetary policy news and exchange rate responses: Do only surprises matter?
by Fatum, Rasmus & Scholnick, Barry
- 1087-1097 Optimal portfolios when volatility can jump
by Branger, Nicole & Schlag, Christian & Schneider, Eva
- 1098-1109 The causal effect of board size in the performance of small and medium-sized firms
by Bennedsen, Morten & Kongsted, Hans Christian & Nielsen, Kasper Meisner
- 1110-1119 Can subordinated debt constrain banks' risk taking?
by Niu, Jijun
- 1120-1132 Are there long-run implications of analyst coverage for IPOs?
by Bradley, Daniel & Chan, Konan & Kim, Joonghyuk & Singh, Ajai
- 1133-1149 Liquidity, default, taxes, and yields on municipal bonds
by Wang, Junbo & Wu, Chunchi & Zhang, Frank X.
- 1150-1160 Unraveling the complex interrelationships between exchange rates and fundamentals
by Murphy, Austin & Zhu, Yun (Ellen)
- 1161-1175 Finance and development: Is Schumpeter's analysis still relevant?
by Bertocco, Giancarlo
May 2008, Volume 32, Issue 5
- 631-642 Bounds and prices of currency cross-rate options
by Chung, San-Lin & Wang, Yaw-Huei
- 643-653 Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits
by Hwang, Soosung & Keswani, Aneel & Shackleton, Mark B.
- 654-663 Minimum variance hedging when spot price changes are partially predictable
by Ederington, Louis H. & Salas, Jesus M.
- 664-679 The behaviour of the real exchange rate: Evidence from regression quantiles
by Nikolaou, Kleopatra
- 680-698 Do Federal Home Loan Bank membership and advances increase bank risk-taking?
by Stojanovic, Dusan & Vaughan, Mark D. & Yeager, Timothy J.
- 699-713 Asset restructuring strategies in bank acquisitions: Does distance between dealing partners matter?
by Alessandrini, Pietro & Calcagnini, Giorgio & Zazzaro, Alberto
- 714-728 The economic determinants of interest rate option smiles
by Deuskar, Prachi & Gupta, Anurag & Subrahmanyam, Marti G.
- 729-740 Do Euro exchange rates follow a martingale? Some out-of-sample evidence
by Yang, Jian & Su, Xiaojing & Kolari, James W.
- 741-753 Hedge fund pricing and model uncertainty
by Vrontos, Spyridon D. & Vrontos, Ioannis D. & Giamouridis, Daniel
- 754-766 Equity market timing and capital structure: International evidence
by Mahajan, Arvind & Tartaroglu, Semih
- 767-782 Nonlinear mean reversion in stock prices
by Bali, Turan G. & Demirtas, K. Ozgur & Levy, Haim
- 783-794 Do banks overstate their Value-at-Risk?
by Pérignon, Christophe & Deng, Zi Yin & Wang, Zhi Jun
- 795-806 Share reacquisitions, surplus cash, and agency problems
by Oswald, Dennis & Young, Steven
- 807-819 Equity market information, bank holding company risk, and market discipline
by Curry, Timothy J. & Fissel, Gary S. & Hanweck, Gerald A.
- 820-833 An examination of Value Line's long-term projections
by Szakmary, Andrew C. & Conover, C. Mitchell & Lancaster, Carol
- 834-844 Bank efficiency and foreign ownership: Do good institutions matter?
by Lensink, Robert & Meesters, Aljar & Naaborg, Ilko
- 845-857 Executive option exercises and financial misreporting
by Burns, Natasha & Kedia, Simi
- 858-869 What drives credit dollarization in transition economies?
by Luca, Alina & Petrova, Iva
- 870-879 Operational risk
by Jarrow, Robert A.
- 880-891 The value of shorting
by Nilsson, Roland
- 892-905 An analysis of the implications of uncertainty and agency problems on the wealth effects to acquirers of private firms
by Mantecon, Tomas
April 2008, Volume 32, Issue 4
- 471-471 Financial globalization and growth
by Moshirian, Fariborz
- 472-479 Globalisation, growth and institutions
by Moshirian, Fariborz
- 480-488 Accounting and capital market measures of risk: Evidence from Asian banks during 1998-2003
by Agusman, Agusman & Monroe, Gary S. & Gasbarro, Dominic & Zumwalt, J.K.
- 489-500 The Samuelson hypothesis in futures markets: An analysis using intraday data
by Duong, Huu Nhan & Kalev, Petko S.
- 501-511 Monetary policy transparency and pass-through of retail interest rates
by Liu, Ming-Hua & Margaritis, Dimitri & Tourani-Rad, Alireza
- 512-525 Stock exchange demutualization, self-listing and performance: The case of the Australian Stock Exchange
by Otchere, Isaac & Abou-Zied, Khaled
- 526-540 Is it the weather?
by Jacobsen, Ben & Marquering, Wessel
- 541-558 Momentum profits and time-varying unsystematic risk
by Li, Xiafei & Miffre, Joëlle & Brooks, Chris & O'Sullivan, Niall
- 559-572 "Hot Hands" in bond funds
by Huij, Joop & Derwall, Jeroen
- 573-586 Detecting abnormal credit union performance
by Bauer, Keldon
- 587-599 The informational content of unsolicited ratings
by Behr, Patrick & Güttler, André
- 600-613 Further analysis of the expectations hypothesis using very short-term rates
by Brown, Craig R. & Cyree, Ken B. & Griffiths, Mark D. & Winters, Drew B.
- 614-623 Modelling the term structure of interest rates: An efficient nonparametric approach
by Gómez-Valle, Lourdes & Martinez-Rodriguez, Julia
- 624-629 A note on Chui, Gai and Haldane's "Sovereign liquidity crisis: Analytics and implications for public policy"
by Dreisbach, Dina & Kindermann, Fabian
March 2008, Volume 32, Issue 3
- 347-359 How do policy and information shocks impact co-movements of China's T-bond and stock markets?
by Li, Xiao-Ming & Zou, Li-Ping
- 360-373 Do improvements in government quality necessarily reduce the incidence of costly sudden stops?
by Honig, Adam
- 374-381 On the empirics of international smoothing
by Asdrubali, Pierfederico & Kim, Soyoung
- 382-392 Optimal pension insurance design
by Døskeland, Trond M. & Nordahl, Helge A.