Journal of Banking & Finance
1998, Volume 22, Issue 10-11
- 1283-1316 Is relationship lending special? Evidence from credit-file data in Germany
by Elsas, Ralf & Krahnen, Jan Pieter
- 1317-1353 Lending relationships in Germany - Empirical evidence from survey data
by Harhoff, Dietmar & Korting, Timm
- 1355-1383 Bank behavior based on internal credit ratings of borrowers
by Machauer, Achim & Weber, Martin
- 1385-1403 Bank control, takeovers and corporate governance in Germany
by Franks, Julian & Mayer, Colin
- 1405-1419 Detecting the risk of company failure at the Banque de France
by Bardos, Mireille
- 1421-1439 Genetic algorithms applications in the analysis of insolvency risk
by Varetto, Franco
- 1441-1456 Multiple banking relationships and the fragility of corporate borrowers
by Foglia, A. & Laviola, S. & Marullo Reedtz, P.
- 1457-1480 A discrete Markov chain model for valuing loan portfolios. The case of Mexican loan sales
by del Angel, Gabriela F. & Diez-Canedo, Javier Marquez & Gorbea, Estela Patino
1998, Volume 22, Issue 9
- 1117-1137 Corporate groups, dual-class shares and the value of voting rights
by Nicodano, Giovanna
- 1139-1156 State-contingent regulatory mechanisms and fairly priced deposit insurance
by Nagarajan, S. & Sealey, C. W.
- 1157-1180 Capital markets, financial intermediaries, and liquidity supply
by Fulghieri, Paolo & Rovelli, Riccardo
- 1181-1191 A note on the impact of options on stock return volatility1
by Bollen, Nicolas P. B.
- 1207-1229 Reports of beta's death are premature: Evidence from the UK
by Clare, A. D. & Priestley, R. & Thomas, S. H.
1998, Volume 22, Issue 6-8
- 613-673 The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle
by N. Berger, Allen & F. Udell, Gregory
- 675-699 Venture capital contracting under asymmetric information
by Trester, Jeffrey J.
- 700-701 Comment on Trester
by Thakor, Anjan V.
- 703-735 Venture capital financing, moral hazard, and learning
by Bergemann, Dirk & Hege, Ulrich
- 736-740 Comment on Bergemann and Hege
by Lerner, Joshua
- 741-767 Who benefits from secondary market price stabilization of IOPs?
by Benveniste, Lawrence M. & M. Erdal, Sina & Wilhelm Jr., William J.
- 768-772 Comment on Benveniste, Erdal and Wilhelm, Jr
by Flannery, Mark J.
- 773-783 "Angel" financing and public policy: An overview
by Lerner, Joshua
- 785-792 Angel investors and the market for angel investments
by Prowse, Stephen
- 793-797 The angel capital electronic network (ACE-Net)1
by Acs, Zoltan J. & Tarpley Jr., Fred A.
- 799-819 Bank consolidation and small business lending: It's not just bank size that matters
by Peek, Joe & Rosengren, Eric S.
- 821-845 Small business lending and the changing structure of the banking industry1
by Strahan, Philip E. & Weston, James P.
- 846-849 Comment on Peek and Rosengrew and Strahan and Westow
by Rosen, Richard J.
- 851-867 De novo banks and lending to small businesses: An empirical analysis
by Goldberg, Lawrence G. & White, Lawrence J.
- 868-872 Comment on Goldberg and White
by DeYoung, Robert
- 873-897 On the profitability and cost of relationship lending
by Berlin, Mitchell & Mester, Loretta J.
- 899-918 Do bank internal capital markets promote lending?
by Houston, Joel F. & James, Christopher
- 919-923 Comment on Berlin and Mester, and Houston and James
by Pagano, Marco
- 925-954 Availability and cost of credit for small businesses: Customer relationships and credit cooperatives
by Angelini, P. & Di Salvo, R. & Ferri, G.
- 955-957 Comment on Angelini, Di Salvo and Ferri
by Kashyap, Anil K
- 959-977 The importance of relationships to the availability of credit
by Cole, Rebel A.
- 978-981 Comment on Cole
by Duca, John V.
- 983-1014 The "credit crunch" and the availability of credit to small business
by Hancock, Diana & Wilcox, James A.
- 1019-1061 The role of personal wealth in small business finance
by Avery, Robert B. & Bostic, Raphael W. & Samolyk, Katherine A.
- 1062-1066 Comment on Avery, Bostic and Samolyk
by Mann, Ronald J.
- 1067-1076 "New" data sources for research on small business finance
by Wolken, John D.
- 1077-1084 New resources and new ideas: Private equity for small businesses1
by Fenn, George W. & Liang, Nellie
- 1085-1088 Credit, banks and small business in America
by Dunkelberg, William C.
- 1089-1104 Venture capital growing pains: Should the market diet?
by Gompers, Paul A.
- 1105-1107 The future of entrepreneurial finance
by Rosen, Harvey S.
- 1109-1116 The present and future roles of banks in small business finance
by Meyer, Laurence H.
1998, Volume 22, Issue 5
- 489-512 Trading structure and overnight information: A natural experiment from the Tel-Aviv Stock Exchange
by Ronen, Tavy
- 513-534 US day-of-the-week effects and asymmetric responses to macroeconomic news
by Chang, Eric C. & Michael Pinegar, J. & Ravichandran, R.
- 535-563 Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model
by Elyasiani, Elyas & Mansur, Iqbal
- 565-587 The performance of de novo commercial banks: A profit efficiency approach
by DeYoung, Robert & Hasan, Iftekhar
- 611-612 Erratum to "Currency risk hedging: Futures vs. forward" [J. Banking and Finance 22 (1) (1998) 61-81]1
by Lioui, Abraham
1998, Volume 22, Issue 4
- 371-403 Corporate governance and board effectiveness1
by John, Kose & Senbet, Lemma W.
- 405-423 Taxes, dividend yields and returns in the UK equity market
by Morgan, Gareth & Thomas, Stephen
- 425-445 Impact of partial control on policies enacted by partial targets
by Spencer, Carolyn & Akhigbe, Aigbe & Madura, Jeff
- 447-465 On the wealth and risk effects of commercial bank expansion into securities underwriting: An analysis of Section 20 subsidiaries1
by Bhargava, Rahul & Fraser, Donald R.
- 467-482 Nontraditional activities and the efficiency of US commercial banks
by Rogers, Kevin E.
- 483-485 Book Review
1998, Volume 22, Issue 3
- 249-272 The arbitrage-free valuation and hedging of demand deposits and credit card loans
by Jarrow, Robert A. & van Deventer, Donald R.
- 273-291 The efficiency effects of bank mergers: An overview of case studies of nine mergers
by Rhoades, Stephen A.
- 293-320 The impact of cash flows and firm size on investment: The international evidence
by Kadapakkam, Palani-Rajan & Kumar, P. C. & Riddick, Leigh A.
- 321-345 Hedging bonds subject to credit risk1
by Skinner, Frank S.
- 347-366 The inefficiency of Reuters foreign exchange quotes
by Martens, Martin & Kofman, Paul
- 367-369 Book Review
1998, Volume 22, Issue 2
- 129-159 Divestments and financial distress in leveraged buyouts
by Easterwood, John C.
- 161-174 Risk averse bank managers: Exogenous shocks, portfolio reallocations and market spillovers
by Pecchenino, Rowena A.
- 175-196 The interstate banking and branching efficiency act of 1994: A wealth event for acquisition targets
by Carow, Kenneth A. & Heron, Randall A.
- 197-219 Factors affecting the performance of foreign-owned banks in Australia: A cross-sectional study
by Williams, Barry
- 221-243 Measuring cash-futures temporal effects in the UK using partial adjustment factors
by Theobald, Michael & Yallup, Peter
- 245-248 Book Review
1998, Volume 22, Issue 1
- 1-18 An analysis of competitive externalities in gross settlement systems
by Angelini, Paolo
- 19-40 Convertible calls and corporate taxes under asymmetric information
by Kim, Yong O. & Kallberg, Jarl
- 41-60 Investment opportunities and market reaction to capital expenditure decisions
by Chung, Kee H. & Wright, Peter & Charoenwong, Charlie
- 61-81 Currency risk hedging: Futures vs. forward
by Lioui, Abraham
- 109-120 A note on the location choice of multinational banks: The case of Japanese financial institutions
by Yamori, Nobuyoshi
- 121-124 Book Review
- 125-127 Book Review
1997, Volume 21, Issue 11-12
- 1461-1485 The theory of financial intermediation
by Allen, Franklin & Santomero, Anthony M.
- 1487-1513 The valuation of American options on bonds1
by Ho, T. S. & Stapleton, Richard C. & Subrahmanyam, Marti G.
- 1515-1546 Stress tests of capital requirements
by Dimson, Elroy & Marsh, Paul
- 1547-1572 The direct and compliance costs of financial regulation
by Franks, Julian R. & Schaefer, Stephen M. & Staunton, Michael D.
- 1573-1624 Payment transactions, instruments, and systems: A survey
by Hancock, Diana & Humphrey, David B.
- 1625-1665 Fundamental determinants of national equity market returns: A perspective on conditional asset pricing
by Ferson, Wayne E. & Harvey, Campbell R.
- 1667-1684 Do central banks lose on foreign-exchange intervention? A review article
by Sweeney, Richard J.
- 1685-1720 Recent developments in international finance: A guide to research
by Stein, Jerome L. & Paladino, Giovanna
- 1721-1742 Credit risk measurement: Developments over the last 20 years
by Altman, Edward I. & Saunders, Anthony
- 1743-1759 Modern portfolio theory, 1950 to date
by Elton, Edwin J. & Gruber, Martin J.
- i-iii Article
1997, Volume 21, Issue 10
- 1325-1329 Comment on 'Operational efficiency in banking: An international perspective'
by DeYoung, Robert
- 1331-1350 Investment opportunities and corporate demand for lines of credit
by Martin, J. Spencer & Santomero, Anthony M.
- 1351-1373 Swap credit risk: An empirical investigation on transaction data
by Cossin, Didier & Pirotte, Hugues
- 1375-1394 The evolution of an industry: US thrifts in the 1990s
by Stiroh, Kevin J.
- 1395-1417 Differences of opinion and selection bias in the credit rating industry
by Cantor, Richard & Packer, Frank
- 1419-1430 Repeated acquirers in FDIC assisted acquisitions
by Zhang, Hao
- 1431-1450 Acquisitions of solvent thrifts: Wealth effects and managerial motivations
by Gupta, Atul & LeCompte, Richard L. B. & Misra, Lalatendu
- 1451-1455 Operational efficiency in banking: An international comparison Reply to the comment
by Allen, Linda & Rai, Anoop
- 1457-1459 An introduction to the mathematics of financial derivatives : Neftci, Salih N., (Academic Press, New York, 1996), 352 pp., $39.95
by Arnold, Thomas M.
1997, Volume 21, Issue 8
- 1065-1083 Tax arbitrage in government bonds: A suggested methodology with policy implications
by Katz, Eliakim & Prisman, Eliezer Z.
- 1085-1106 Managerial reputation and divisional sell-offs: A model and empirical test
by Guedes, Jose & Parayre, Roch
- 1107-1129 A financial-economic evaluation of insurance guaranty fund system: An agency cost perspective
by Han, Li-Ming & Lai, Gene C. & Witt, Robert C.
- 1131-1157 Pricing American interest rate claims with humped volatility models
by Moraleda, Juan M. & Vorst, Ton C. F.
- 1159-1177 A continuous-time model to determine the intervention policy for PBGC
by Kalra, Raman & Jain, Gautam
- 1179-1194 Early resolution of troubled financial institutions: An examination of the accelerated resolution program
by Stover, Roger D.
1997, Volume 21, Issue 7
- 895-947 Inside the black box: What explains differences in the efficiencies of financial institutions?
by Berger, Allen N. & Mester, Loretta J.
- 949-966 Purchasing power parity: Modeling and testing mean reversion
by Goldberg, Lawrence G. & Gosnell, Thomas F. & Okunev, John
- 967-988 The IPO and first seasoned equity sale: Issue proceeds, owner/managers' wealth, and the underpricing signal
by Katherine Spiess, D. & Pettway, Richard H.
- 989-1016 The informational value of insurance purchases: Evidence from the property-liability insurance market
by Ligon, James A. & Cather, David A.
- 1017-1043 State passage of interstate banking legislation: An analysis of firm, legislative, and economic characteristics
by Carow, Kenneth A. & Lee, Winson B.
- 1045-1061 Volatility, information, and double versus walrasian auction pricing in US and Japanese futures markets
by Dhillon, Upinder S. & Lasser, Dennis J. & Watanabe, Taiji
1997, Volume 21, Issue 6
- 759-779 Economies of scale and scope in the Finnish non-life insurance industry
by Toivanen, Otto
- 781-796 Seigniorage, banking, and the optimal quantity of money
by Baltensperger, Ernst & Jordan, Thomas J.
- 797-810 Interday variations in volume, variance and participation of large speculators
by Chang, Eric C. & Michael Pinegar, J. & Schachter, Barry
- 811-823 Price and volatility spillovers in Scandinavian stock markets
by Booth, G. Geoffrey & Martikainen, Teppo & Tse, Yiuman
- 825-848 Regulatory distortion of management compensation: The case of golden parachutes for bank managers
by Evans, Jocelyn & Noe, Thomas H. & Thornton, John Jr.
- 849-870 Problem loans and cost efficiency in commercial banks
by Berger, Allen N. & DeYoung, Robert
- 871-892 The exchange rate exposure of U.S. and Japanese banking institutions
by Chamberlain, Sandra & Howe, John S. & Popper, Helen
1997, Volume 21, Issue 5
- 589-611 The wealth effects of interstate branching
by Fraser, Donald R. & Hooton, Jerry L. & Kolari, James W. & Reising, Joseph J.
- 613-640 A P.D.E. approach to Asian options: analytical and numerical evidence
by Alziary, Benedicte & Decamps, Jean-Paul & Koehl, Pierre-Francois
- 641-660 UK stock returns and robust tests of mean variance efficiency
by Clare, A. D. & Smith, P. N. & Thomas, S. H.
- 721-740 The diffusion of production processes in the U.S. banking industry: A finite mixture approach
by Beard, T. Randolph & Caudill, Steven B. & Gropper, Daniel M.
- 741-756 Sovereign debt and the London Club: A precommitment device for limiting punishment for default
by Uppal, Raman & Van Hulle, Cynthia
1997, Volume 21, Issue 4
- 441-468 Optimal bank reorganization and the fair pricing of deposit guarantees
by Fries, Steven & Mella-Barral, Pierre & Perraudin, William
- 469-490 The benefits from international diversification for Nordic investors
by Liljeblom, Eva & Loflund, Anders & Krokfors, Svante
- 491-507 Risk-taking behavior of banks under regulation
by Park, Sangkyun
- 509-527 Banks' changing incentives and opportunities for risk taking
by Galloway, Tina M. & Lee, Winson B. & Roden, Dianne M.
- 529-540 Tender offers to influential shareholders
by Liebler, Robert J.
- 541-562 A path-dependent approach to security valuation with application to interest rate contingent claims
by Breeden, Douglas T. & Gilkeson, James H.
- 563-571 An empirical analysis of common stock call exercise: A note
by Finucane, Thomas J.
- 573-585 A note on economic news and intraday exchange rates
by Tanner, Glenn
1997, Volume 21, Issue 3
- 295-313 IPO underpricing as tax-efficient compensation
by Rydqvist, Kristian
- 315-335 Asset pricing, time-varying risk premia and interest rate risk
by Flannery, Mark J. & Hameed, Allaudeen S. & Harjes, Richard H.
- 369-391 Portfolio selection under institutional procedures for short selling: Normative and market-equilibrium considerations
by Kwan, Clarence C. Y.
- 393-416 A dynamic model of firewalls and non-traditional banking
by Chen, Andrew H. & Mazumdar, Sumon C.
- 417-432 Nonshareholder constituency statutes and shareholder wealth: A note
by Alexander, John C. & Spivey, Michael F. & Wayne Marr, M.
- 433-435 Focus : Al Ries, (Harper-Collins Publishers, New York, NY, 1996) 300 pp
by Nail, Lance
- 435-437 Wise Choices (Decisions, Games and Negotiations) : Richard J. Zeckhauser, Ralph L. Keeney and James K. Sebenius, (Harvard Business School Press, Boston, MA, 1996) 478 pp
by Lipson, Marc Lars
1997, Volume 21, Issue 2
- 127-141 Hedging against interest rate risk: Reconsidering volatility-adjusted immunization
by Carcano, Nicola & Foresi, Silverio
- 143-167 Portfolio selection and skewness: Evidence from international stock markets
by Chunhachinda, Pornchai & Dandapani, Krishnan & Hamid, Shahid & Prakash, Arun J.
- 169-196 Stochastic volatility, movements in short term interest rates, and bond option values
by Vetzal, Kenneth R.
- 197-219 A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions
by Brooks, Robert D. & Faff, Robert W. & Yew, Kee Ho
- 221-250 Evaluating the cost-efficiency of the Italian Banking System: What can be learned from the joint application of parametric and non-parametric techniques
by Resti, Andrea
- 251-271 On the determinants of bank interest margins under credit and interest rate risks
by Kit, Pong Wong
1997, Volume 21, Issue 1
- 1-16 Duration for bonds with default risk
by Fooladi, Iraj J. & Roberts, Gordon S. & Skinner, Frank
- 17-35 Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices
by Chiang, Raymond & Davidson, Ian & Okunev, John
- 37-53 Takeover activity among financial mutuals: An analysis of target characteristics
by Thompson, Steve
- 55-87 Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking
by Angbazo, Lazarus
- 89-112 On competition, risk, and hidden assets in the market for bank credit cards
by Nash, Robert C. & Sinkey Jr., Joseph F.
- 113-123 A note on market efficiency, institutional practice, and economic constraints in the experience of the Canadian bond market
by Halpern, Paul & Rumsey, John
1996, Volume 20, Issue 10
- 1635-1650 Comparative measures of performance for U.S.-based international equity mutual funds
by Gallo, John G. & Swanson, Peggy E.
- 1651-1671 The composite cost function and efficiency in giant Japanese banks
by McKillop, Donal G. & Glass, J. Colin & Morikawa, Yukio
- 1673-1694 The behavior of consumer loan rates during the 1990 credit slowdown
by Lown, Cara & Peristiani, Stavros
- 1695-1713 Trading mechanisms and trading preferences on a 24-hour futures market: A case study of the Floor/GLOBEX switch on MATIF
by Chow, Edward H. & Lee, Jie-Haun & Shyy, Gang
- 1715-1729 The accuracy of the tick test: Evidence from the Australian stock exchange
by Aitken, Michael & Frino, Alex
- 1731-1757 Trading frequency and event study test specification
by Cowan, Arnold R. & Sergeant, Anne M. A.
- 1759-1773 Stock reaction to dividend savings of convertible preferred calls: Free cash flow or price pressure effects?
by Kadapakkam, Palani-Rajan & Tang, Alex P.
- 1775-1791 Commercial bank mutual fund activities: Implications for bank risk and profitability
by Gallo, John G. & Apilado, Vincent P. & Kolari, James W.
1996, Volume 20, Issue 9
- 1447-1461 The impact of firm specific news on implied volatilities
by Donders, Monique W. M. & Vorst, Ton C. F.
- 1463-1484 The day-of-the-week effect: The international evidence
by Dubois, M. & Louvet, P.
- 1485-1508 The stock-market reaction to dividend cuts and omissions by commercial banks
by Bessler, Wolfgang & Nohel, Tom
- 1531-1558 The effect of mergers and acquisitions on the efficiency and profitability of EC credit institutions
by Vennet, Rudi Vander
- 1559-1582 Cross-border acquisitions and shareholder wealth: Tests of the synergy and internalization hypotheses
by Eun, Cheol S. & Kolodny, Richard & Scheraga, Carl
- 1583-1599 Market-to-book ratios, equity retention, and management ownership in Finnish initial public offerings
by Keloharju, Matti & Kulp, Kaj
- 1601-1621 Do consumers pay for one-stop banking? Evidence from an alternative revenue function
by Berger, Allen N. & Humphrey, David B. & Pulley, Lawrence B.
1996, Volume 20, Issue 8
- 1305-1327 The federal deposit insurance fund that didn't put a bite on U.S. taxpayers
by Kane, Edward J. & Hendershott, Robert
- 1329-1350 Risk-taking behavior in the U.S. thrift industry: Ownership structure and regulatory changes
by Knopf, John D. & Teall, John L.
- 1351-1363 Optimal bond trading and the tax-timing option in Canada
by Prisman, Eliezer Z. & Roberts, Gordon S. & Tian, Yisong
- 1365-1380 A friction model of daily Bundesbank and Federal Reserve intervention
by Almekinders, Geert J. & Eijffinger, Sylvester C. W.
- 1381-1405 Bank capital requirements for securitized loan pools
by McAllister, Patrick H. & Mingo, John J.
- 1407-1425 Takeover bids and the relative prices of shares that differ in their voting rights
by Rydqvist, Kristian
1996, Volume 20, Issue 7
- 1135-1159 Executive ownership, corporate value, and executive compensation: A unifying framework
by Chung, Kee H. & Pruitt, Stephen W.
- 1161-1187 Information, trading and stock returns: Lessons from dually-listed securities
by Chan, K. C. & Fong, Wai-Ming & Kho, Bong-Chan & Stulz, ReneM.
- 1189-1210 Australian IPO pricing in the short and long run
by Lee, Philip J. & Taylor, Stephen L. & Walter, Terry S.
- 1211-1229 Pricing Black-Scholes options with correlated credit risk
by Klein, Peter
- 1231-1250 Takeover defenses and wealth effects on securityholders: The case of poison pill adoptions
by Datta, Sudip & Iskandar-Datta, Mai
- 1251-1269 Return generating process and the determinants of term premiums
by Elton, Edwin J. & Gruber, Martin J. & Mei, Jianping
- 1271-1287 Scale and scope economies at large banks: Including off-balance sheet products and regulatory effects (1984-1991)
by Jagtiani, Julapa & Khanthavit, Anya
- 1289-1301 Ownership changes and lending at minority banks: A note
by Dahl, Drew
1996, Volume 20, Issue 6
- 965-983 Testing for micro-structure effects of international dual listings using intraday data
by Noronha, Gregory M. & Sarin, Atulya & Saudagaran, Shahrokh M.
- 985-1001 Valuing futures and options on volatility
by Grunbichler, Andreas & Longstaff, Francis A.
- 1003-1023 Efficiency and technical progress in banking Empirical results for a panel of German cooperative banks
by Lang, Gunter & Welzel, Peter
- 1025-1045 A study of bank efficiency taking into account risk-preferences
by Mester, Loretta J.
- 1047-1068 Intercorporate shareholdings and corporate control in the Japanese firm
by Osano, Hiroshi
- 1069-1092 Capital and risk in property-liability insurance markets
by David Cummins, J. & Sommer, David W.
- 1093-1119 On alternative interest rate processes
by Dahlquist, Magnus
- 1121-1132 A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994
by Hudson, Robert & Dempsey, Michael & Keasey, Kevin
1996, Volume 20, Issue 5
- 783-803 The valuation effects of the 1977 Community Reinvestment Act and its enforcement
by Johnson, Shane A. & Sarkar, Salil K.
- 805-833 On measuring credit risks of derivative instruments
by Duffee, Gregory R.
- 835-852 Considerations of cost trade-offs in insurance solvency surveillance policy
by Lamm-Tennant, Joan & Starks, Laura & Stokes, Lynne
- 853-868 Systemic risk in the netting system
by Angelini, P. & Maresca, G. & Russo, D.
- 869-890 The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes
by Priestley, Richard
- 891-900 Efficient investment and financial intermediation
by Qi, Jianping
- 901-915 The effects of declining capitalization on equity acquisition by commercial banks
by Dahl, Drew & Spivey, Michael F.
- 917-948 The design of financial systems: An overview
by Thakor, Anjan V.
- 949-962 Trading rule profits in european currency spot cross-rates
by Lee, Chun I. & Mathur, Ike
1996, Volume 20, Issue 4
- 617-643 Market reaction to Business Week 'Inside Wall Street' column: A self-fulfilling prophecy
by Sant, Rajiv & Zaman, Mir A.
- 645-653 On the valuation of an option to exchange one interest rate for another
by Qiang Fu
- 655-672 Operational efficiency in banking: An international comparison
by Allen, Linda & Rai, Anoop
- 673-685 The determinants of the duration of commercial bank debt renegotiation for sovereigns
by Baek, In-Mee & Bandopadhyaya, Arindam
- 687-697 ARCH effects and cointegration: Is the foreign exchange market efficient?
by Alexakis, Panayotis & Apergis, Nicholas
- 699-721 Assessing the FDIC's premium and examination policies using 'Soviet' put options
by Epps, T. W. & Pulley, Lawrence B. & Humphrey, David B.
- 723-744 Risk, regulation, and S & L diversification into nontraditional assets
by Brewer, Elijah III & Jackson, William III & Mondschean, Thomas S.
- 745-771 The structure-performance relationship for European banking
by Goldberg, Lawrence G. & Rai, Anoop
1996, Volume 20, Issue 3
- 419-438 An evaluation of volatility forecasting techniques
by Brailsford, Timothy J. & Faff, Robert W.