Journal of Banking & Finance
1996, Volume 20, Issue 4
- 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.
- 439-454 The monitoring rationale for dividends and the interaction of capital structure and dividend decisions
by Noronha, Gregory M. & Shome, Dilip K. & Morgan, George E.
- 455-472 Taxes and dividends: The UK evidence
by Lasfer, M. Ameziane
- 473-494 The influence on Congress by the thrift industry
by Colburn, Christopher B. & Hudgins, Sylvia C.
- 495-509 The technical efficiency of large bank production
by Miller, Stephen M. & Noulas, Athanasios G.
- 511-536 The value of recourse and cross-default clauses in commercial mortgage contracting
by Childs, Paul D. & Ott, Steven H. & Riddiough, Timothy J.
- 537-554 The behavior of secondary market prices of LDC syndicated loans
by Lee, Suk Hun & Sung, Hyun Mo & Urrutia, Jorge L.
- 577-593 Monitoring, loan renegotiability, and firm value: The role of lending syndicates
by Preece, Dianna & Mullineaux, Donald J.
- 595-603 A note on a simple, accurate formula to compute implied standard deviations
by Corrado, Charles J. & Miller, Thomas Jr.
- 605-613 A note on the performance of foreign exchange forecasters in a portfolio framework
by Marsh, Ian W. & Power, David M.
1996, Volume 20, Issue 2
- 207-225 Financial innovation, new assets, and the behavior of money demand
by Glennon, Dennis & Lane, Julia
- 227-245 A contingent claims analysis of the interest rate risk characteristics of corporate liabilities
by Nawalkha, Sanjay K.
- 247-266 The intraday speed of stock price adjustment to major dividend changes: Bid-ask bounce and order flow imbalances
by Gosnell, Thomas F. & Keown, Arthur J. & Pinkerton, John M.
- 267-281 Risk aversion and the yield of corporate debt
by Wu, Chunchi & Yu, Chih-Hsien
- 283-306 Cost structures in multinational and domestic banking
by Mahajan, Arvind & Rangan, Nanda & Zardkoohi, Asghar
- 307-329 Foreign acquisitions in the United States: Effect on shareholder wealth of foreign acquiring firms
by Cakici, Nusret & Hessel, Chris & Tandon, Kishore
- 331-350 Managerial rents and regulatory intervention in troubled banks
by Noe, Thomas H. & Rebello, Michael J. & Wall, Larry D.
- 351-375 Charter value, minimum bank capital requirement and deposit insurance pricing in equilibrium
by Acharya, Sankarshan
- 377-387 A note on cost structure and economies of scale in Greek banking
by Karafolas, S. & Mantakas, G.
- 389-400 A note on price-volume dynamics in an emerging stock market
by Basci, Erdem & Ozyildirim, Suheyla & Aydogan, Kursat
- 401-415 A note on noise in the market for bankrupt firms' securities
by Eberhart, Allan C. & Sweeney, Richard J.
1996, Volume 20, Issue 1
- 1-23 On the strategic role of high leverage in entry deterrence
by Fulghieri, P. & Nagarajan, S.
- 25-40 Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner
by Jordan, Bradford D. & Jordan, Susan D.
- 41-56 An empirical reconciliation of the Miller model and the generalized capital structure models
by Simon, David P.
- 57-69 Additional evidence on the information-based contagion effects of bank failures
by Aharony, Joseph & Swary, Itzhak
- 71-84 Modelling implied volatility with OLS and panel data models
by Ncube, Mthuli
- 85-113 Deregulation in investment banking: Industry concentration following Rule 415
by Cornett, Marcia Millon & Davidson, Wallace III & Rangan, Nanda
- 115-133 Liquidation under moral hazard: Optimal debt maturity and loan commitments
by Houston, Joel F. & Venkataraman, S.
- 135-149 Investigating the behavior and characteristics of the Madrid Stock Exchange
by Ratner, Mitchell
- 151-164 Wealth effects of asset securitization
by Lockwood, Larry J. & Rutherford, Ronald C. & Herrera, Martin J.
- 165-177 A note on the temporal variability of Canadian financial services stock returns
by Adjaoud, Fodil & Rahman, Abdul
- 179-188 A note on the determinants of unexpected exchange rate movements
by Cavaglia, Stefano M. F. G. & Wolff, Christian C. P.
- 189-201 Are stock price reversals really asymmetric? A note
by Dissanaike, Gishan
1995, Volume 19, Issue 8
- 1327-1340 Modelling mean reversion of asset prices towards their fundamental value
by Chiang, Raymond & Liu, Peter & Okunev, John
- 1341-1358 Short interest and the asymmetry of the price-volume relationship in the Canadian stock market
by Assogbavi, T. & Khoury, N. & Yourougou, P.
- 1359-1366 The duration vector: A continuous-time extension to default-free interest rate contingent claims
by Nawalkha, Sanjay K.
- 1379-1400 Debt and market incompleteness
by Ronn, Ehud I. & Senbet, Lemma W.
- 1401-1418 Anticipating bailouts: The incentive-conflict model and the collapse of the Ohio deposit guarantee fund
by DeGennaro, Ramon P. & Thomson, James B.
- 1419-1436 Loan covenants and corporate debt policy under bank regulations
by Chen, Andrew H. & Hung, Mao-Wei & Mazumdar, Sumon C.
- 1437-1458 Investment trust IPOs: Issuing behaviour and price performance Evidence from the London Stock Exchange
by Levis, Mario & Thomas, Dylan C.
- 1459-1477 Measuring the true profile of taxpayer losses in the S & L insurance mess
by Kane, Edward J. & Min-Teh Yu
- 1479-1487 A note on the spread between the rates of fixed and variable rate loans
by Chang Eric C. & Moon-Whoan Rhee & Kit Pong Wong
1995, Volume 19, Issue 7
- 1135-1157 Long-run estimates of technological change and scale economies in a dynamic framework: Australian permanent building societies, 1974-1990
by Esho, Neil & Sharpe, Ian G.
- 1159-1173 Risk-based capital requirements and bank portfolio risk
by Gjerde, Oystein & Semmen, Kristian
- 1175-1189 Scale economies and cost complementarities in commercial banks: On-and off-balance-sheet activities
by Jagtiani, Julapa & Nathan, Alli & Sick, Gordon
- 1191-1210 Economic news and equity market linkages between the U.S. and U.K
by Becker, Kent G. & Finnerty, Joseph E. & Friedman, Joseph
- 1211-1236 The wealth effects of deregulation of Canadian financial institutions
by Amoako-Adu, Ben & Smith, Brian F.
- 1237-1263 International diversification through closed-end country funds
by Chang, Eric & Eun, Cheol S. & Kolodny, Richard
- 1265-1284 Day-of-the-week effects in federal funds rates: Further empirical findings
by Griffiths, Mark D. & Winters, Drew B.
- 1285-1303 Overinvestment, Tobin's q and gains from foreign acquisitions
by Doukas, John
- 1305-1307 A note on an equilibrium debt option pricing model in discrete time
by Mathis, Roswell III
- 1309-1321 A note on Euroyen and domestic yen interest rates
by Wai-Chung Lo & Hung-Gay Fung & Morse, Joel N.
1995, Volume 19, Issue 6
- 959-985 Forecasting losses on a liquidating long-term loan portfolio
by Smith, L. Douglas & Lawrence, Edward C.
- 987-1003 Data frequency and the number of factors in stock returns
by Huang, Roger D. & Jo, Hoje
- 1005-1023 Self-tender offers: The effects of free cash flow, cash flow signalling, and the measurement of Tobin's q
by Perfect, Steven B. & Peterson, David R. & Peterson, Pamela P.
- 1025-1046 Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts
by Kee, H. Chung & McInish, Thomas H. & Wood, Robert A. & Wyhowski, Donald J.
- 1047-1054 Another look on bond market seasonality: a note
by Kam, C. Chan & H., K. Wu
- 1055-1072 Tests for tax-clientele and tax-option effects in U.S. treasury bonds
by Ehrhardt, Michael C. & Jordan, James V. & Prisman, Eliezer Z.
- 1073-1089 Separating the likelihood and timing of bank failure
by Cole, Rebel A. & Gunther, Jeffery W.
- 1091-1108 Deposit insurance and bank interest rate risk: Pricing and regulatory implications
by Jin-Chuan, Duan & Moreau, Arthur F. & Sealey, C. W.
- 1109-1130 Forbearance, deposit insurance pricing, and incentive compatible bank regulation
by Nagarajan, S. & Sealey, C. W.
1995, Volume 19, Issue 5
- 743-764 When does the prime rate change?
by Mester, Loretta J. & Saunders, Anthony
- 765-784 Discrete exchange rate hedging strategies
by Brealey, R. A. & Kaplanis, E. C.
- 803-821 Conditional volatility and the informational efficiency of the PHLX currency options market
by Xu, Xinzhong & Taylor, Stephen J.
- 823-842 Wealth effects of foreign expansion by U.S. banks
by Waheed, Amjad & Mathur, Ike
- 843-869 Seasonalities and intraday return patterns in the foreign currency futures market
by Cornett, Marcia Millon & Schwarz, Thomas V. & Szakmary, Andrew C.
- 871-889 Optimal portfolio selection under institutional procedures for short selling
by Kwan, Clarence C. Y.
- 937-948 A note on the effects of contract adjustments on the prices of put and call options
by Brown, Robert L. & Easton, Stephen A. & Lalor, Paul A.
- 949-953 A note on GARCH predictable variances and stock market efficiency
by Schwaiger, Walter S. A.
1995, Volume 19, Issue 3-4
- 393-430 The role of capital in financial institutions
by Berger, Allen N. & Herring, Richard J. & Szego, Giorgio P.
- 431-459 Three paradigms for the role of capitalization requirements in insured financial institutions
by Kane, Edward J.
- 461-481 Financial innovation and the management and regulation of financial institutions
by Merton, Robert C.
- 483-489 Do the M & M propositions apply to banks?
by Miller, Merton H.
- 491-510 The implementation of prompt corrective action: An assessment
by Jones, David S. & King, Kathleen Kuester
- 511-527 Insolvency experience, risk-based capital, and prompt corrective action in property-liability insurance
by Cummins, J. David & Harrington, Scott E. & Klein, Robert
- 529-530 Comment on Jones and King and Cummins et al
by Eisenbeis, Robert A.
- 531-562 A market evaluation of the risk-based capital standards for the U.S. financial system
by Cordell, Lawrence R. & King, Kathleen Kuester
- 563-574 Bank holding company capital targets in the early 1990s: The regulators versus the markets
by Wall, Larry D. & Peterson, David R.
- 575-576 Discussant's comments on Wall and Peterson, and Cordell and King
by Santomero, Anthony M.
- 577-605 Fair value accounting: Effects on banks' earnings volatility, regulatory capital, and value of contractual cash flows
by Barth, Mary E. & Landsman, Wayne R. & Wahlen, James M.
- 607-622 Partial market value accounting, bank capital volatility, and bank risk
by Carey, Mark
- 623-625 Discussion of Carey and Barth, Landsman, and Wahlen
by Beatty, Anne
- 627-646 Loan sales as a response to market-based capital constraints
by Carlstrom, Charles T. & Samolyk, Katherine A.
- 647-658 The effect of bank capital requirements on bank off-balance sheet financial innovations
by Jagtiani, Julapa & Saunders, Anthony & Udell, Gregory
- 659-660 Comments on papers presented by Carlstrom and Samolyk, and Jagtiani, Saunders, and Udell
by Oldfield, George S.
- 661-677 Bank capital shocks: Dynamic effects on securities, loans, and capital
by Hancock, Diana & Laing, Andrew J. & Wilcox, James A.
- 679-692 Bank regulation and the credit crunch
by Peek, Joe & Rosengren, Eric
- 693-711 Capital requirements, loan renegotiation and the borrower's choice of financing source
by Thakor, Anjan V. & Furlong Wilson, Patricia
- 713-715 Comment on Hancock, Laing and Wilcox and Peek and Rosengren
by Avery, Robert B.
- 717-718 Comment on Thakor and Wilson
by Allen, Franklin
- 721-722 FDICIA and bank capital
by Kaufman, George G.
- 723-725 Implementing FDICIA's mandatory closure rule
by Garcia, Gillian
- 727-729 Risk-based capital in the European economic community
by Szego, Giorgio P.
- 733-734 An analysis of inefficiencies in banking
by Kwan, Simon H. & Eisenbeis, Robert A.
- 735-737 Perspectives on bank capital regulation and managerial compensation
by John, Kose & Saunders, Anthony & Senbet, Lemma W.
1995, Volume 19, Issue 2
- 187-206 Equity financing and corporate convertible bond policy
by Jalan, P. & Barone-Adesi, G.
- 207-223 Parameter uncertainty and the rational expectations model of the term structure
by Ederington, Louis H. & Huang, Chao-Hsi
- 225-243 Prompt corrective action and bank efforts to recover from undercapitalization
by Dahl, Drew & Spivey, Michael F.
- 245-259 Pension plan terminations, excess asset reversions and securityholder wealth
by Datta, Sudip & Iskandar-Datta, Mai E. & Zychowicz, Edward J.
- 261-279 A market evaluation of FDIC assisted transactions
by Cochran, Bruce & Rose, Lawrence C. & Fraser, Donald R.
- 281-297 Banker judgement versus formal forecasting models: The case of country risk assessment
by Somerville, R. A. & Taffler, R. J.
- 299-322 The impact of default risk on the prices of options and other derivative securities
by Hull, John & White, Alan
- 323-345 Bids and asks in disequilibrium market microstructure: The case of IBM
by deB. Harris, Frederick H. & McInish, Thomas H. & Chakravarty, Ranjan R.
- 347-362 Disclosure environment and listing on foreign stock exchanges
by Sherman Cheung, C. & Lee, Jason
- 363-386 Interest rate differentials and exchange rate policies in Austria, The Netherlands, and Belgium
by Knot, Klaas & de Haan, Jakob
1995, Volume 19, Issue 1
- 11-44 On the structure of take-over models, and insider-outsider conflicts in negotiated take-overs
by Sercu, P. & Van Hulle, C.
- 45-60 Financial ratio proportionality and inter-temporal stability: An empirical analysis
by Sudarsanam, P. S. & Taffler, R. J.
- 61-77 The optimal pricing of exports invoiced in different currencies
by Ahtiala, Pekka & Orgler, Yair E.
- 79-95 Discount rate changes and security returns in the U.S., 1962-1991
by Jensen, Gerald R. & Johnson, Robert R.
- 97-115 Corporate partial acquisitions, total firm valuation and the effect of financing method
by Datta, Sudip & E. Iskandar-Datta, Mai
- 131-152 Should bond funds be added to M2?
by Duca, John V.
- 153-164 Face value convergence for stochastic bond price processes: a note on Merton's partial equilibrium option pricing model
by K. Nawalkha, Sanjay
- 165-170 Savings and loan ownership structure and expense-preference
by Krinsky, Itzhak & Thomas, Hugh
- 171-172 Savings savings and loan ownership structure and expense-preference: Reply
by R. Akella, Srinivas & I. Greenbaum, Stuart
1994, Volume 18, Issue 6
- 1027-1045 In search of a signaling effect: The wealth effects of corporate name changes
by Karpoff, Jonathan M. & Rankine, Graeme
- 1047-1061 Common stochastic trends in a system of Eurocurrency rates
by Arshanapalli, Bala & Doukas, John
- 1063-1082 Conduct in a banking duopoly
by Shaffer, Sherrill & DiSalvo, James
- 1083-1094 On the computation of returns in tests of the stock market overreaction hypothesis
by Dissanaike, Gishan
- 1095-1111 The impact of calls of preferred stock on common shareholders' wealth
by Hingorani, Archana & Makhija, Anil K. & Shastri, Kuldeep
- 1113-1133 Do dividends signal earnings? The case of omitted dividends
by Sant, Rajiv & Cowan, Arnold R.
- 1135-1154 Long-term valuation effects of bank acquisitions
by Madura, Jeff & Wiant, Kenneth J.
- 1155-1176 The overall gains from large bank mergers
by Houston, Joel F. & Ryngaert, Michael D.
- 1177-1183 Trading cost premiums in capital asset returns--a closed form solution
by Kane, Alex
- 1185-1203 Term structure effects on default risk premia and the relationship of default-risky tax-exempt yields to risk-free taxable yields -- a note
by Stock, Duane
- 1205-1215 CEBA of 1987 and the security returns and market risk of savings and loan institutions: a note
by Alexander, John Jr. & Spivey, Michael F.
- 1217-1219 Universal banking in the United States: What could we gain? What could we lose? : Saunders, Anthony and Ingo Walter. New York: Oxford University Press, 1994. Pp 276. $39.95
by Rogers, Kevin
1994, Volume 18, Issue 5
- 807-807 Editor's introduction
by Stapleton, R. C.
- 823-839 The pricing of forward-starting asian options
by Bouaziz, Laurent & Briys, Eric & Crouhy, Michel
- 841-859 Robustness of option-like warrant valuation
by Schulz, G. Uwe & Trautmann, Siegfried
- 861-880 The interaction between the financial and investment decisions of the firm: the case of issuing warrants in a levered firm
by Crouhy, Michel & Galai, Dan
- 881-893 Stock and option markets: the Swiss evidence
by Stucki, Thomas & Wasserfallen, Walter
- 895-920 The efficiency of the Finnish market for right issues
by Hietala, Pekka T.
- 955-977 Default, market microstructure, and changing trade patterns in forward markets: A case study of North-Sea oil
by Weiner, Robert J.
- 979-996 Margins and the safety of clearing houses
by Gemmill, Gordon
- 997-1025 Cross-sectional versus time series estimation of term structure models: empirical results for the Dutch bond market
by de Munnik, Jeroen F. J. & Schotman, Peter C.
1994, Volume 18, Issue 4
- 603-620 Equity price behavior: Some evidence from markets around the world
by Hawawini, Gabriel
- 621-632 The size effect in the Mexican stock market
by Herrera, Martin J. & Lockwood, Larry J.
- 633-642 Overreaction in the Brazilian stock market
by da Costa, Newton Jr.
- 643-658 An application of variance ratio test to the Korean securities market
by Ayadi, O. Felix & Pyun, C. S.
- 659-672 The impact of the return interval on common factors in stock returns: Evidence from a thin security market
by Martikainen, Teppo & Perttunen, Jukka & Yli-Olli, Paavo & Gunasekaran, A.
- 673-685 The mean-variance efficiency of benchmark portfolios: UK evidence
by Fletcher, Jonathan
- 687-704 Corporate cross-ownership and market aggregates: Oslo stock exchange 1980-1990
by Bohren, Oyvind & Michalsen, Dag
- 705-723 Why initial public offerings are underpriced: Evidence from Switzerland
by Kunz, Roger M. & Aggarwal, Reena
- 725-742 Family groupings on performance of portfolio selection in the Hong Kong stock market
by Lam, Kin & Mok, Henry M. K. & Cheung, Iris & Yam, H. C.
- 743-755 Valuation effects of international stock exchange listings
by Lau, Sie Ting & Diltz, J. David & Apilado, Vincent P.
- 757-773 The relationship between daily U.S. and Japanese equity prices: Evidence from spot versus futures markets
by Aggarwal, Raj & Park, Young S.
- 775-803 Sources of risk and expected returns in global equity markets
by Ferson, Wayne E. & Harvey, Campbell R.
1994, Volume 18, Issue 3
- 421-432 Branch office economies of scale and scope: evidence from savings banks in Finland
by Zardkoohi, Asghar & Kolari, James
- 433-443 Market structure and performance in Spanish banking
by Lloyd-Williams, D. M. & Molyneux, Phil & Thornton, John
- 445-459 Competitive conditions in european banking
by Molyneux, Phil & Lloyd-Williams, D. M. & Thornton, John
- 461-475 Investigating the interest rate impact of changing secret bank deposit laws: Switzerland
by English, Mary & Shahin, Wassim
- 477-493 How well have major Australian trading banks managed their foreign currency exposures?
by Sharpe, Ian G. & Vance, James & McDermott, Neil
- 495-504 What determines the supply of international financial services?
by Moshirian, Faroborz
- 505-529 Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)
by Altman, Edward I. & Marco, Giancarlo & Varetto, Franco
- 531-552 Deposit insurance pricing and social welfare
by Landskroner, Yoram & Paroush, Jacob
- 553-573 Standby letters of credit and bank capital: Evidence of market discipline
by Koppenhaver, G. D. & Stover, Roger D.
- 575-593 Deposit insurance, market discipline and off-balance sheet banking risk of large U.S. commercial banks
by Hassan, M. Kabir & Karels, Gordon V. & Peterson, Manfred O.
- 595-599 On the gains to acquiring capital stock S&Ls in merger conversions: A comment
by Gupta, Atul & LeCompte, Richard L. B. & Misra, Lalatendu
1994, Volume 18, Issue 2
- 229-230 Introduction
by Saunders, Anthony & Schoff, John M.
- 231-254 Banking and commerce: An overview of the public policy issues
by Saunders, Anthony
- 255-270 Banking and commerce in the United States
by Shull, Bernard
- 271-306 On the performance of differently regulated financial institutions: Some empirical evidence
by Steinherr, A. & Huveneers, Ch.
- 307-323 Universal banking and firm risk-taking
by John, Kose & John, Teresa A. & Saunders, Anthony
- 325-349 The stock market perception of industry risk and the separation of banking and commerce
by Isimbabi, Michael J.
- 351-395 The underwriting experience of commercial bank affiliates prior to the Glass-Steagall Act: A reexamination of evidence for passage of the act
by Ang, James S. & Richardson, Terry
- 397-418 The long-term default performance of bank underwritten security issues
by Puri, Manju
1994, Volume 18, Issue 1
- 9-25 Employee stock ownership and corporate control: An empirical study
by Dhillon, Upinder S. & Ramirez, Gabriel G.
- 27-41 Exchange rate forecasts with the Michigan quarterly econometric model of the US economy
by Howrey, E. Philip
- 43-72 Tax management and investment strategies of property-liability insurers
by Cummins, J. David & Grace, Elizabeth
- 73-91 The pricing of convexity risk and timedecay in options markets
by Figlewski, Stephen & Freund, Steven
- 93-111 An empirical investigation of the role of indenture provisions in determining bond ratings
by Iskandar-Datta, Mai E. & Emery, Douglas R.
- 113-138 Liquidation costs and risk-based bank capital
by Mullins, Helena M. & Pyle, David H.
- 139-151 Further evidence on segmentation in the treasury bill market
by Simon, David P.
- 153-165 Modelling real interest rates
by Evans, L. T. & Keef, S. P. & Okunev, J.
- 167-181 Cointegration and the US term structure
by Engsted, Tom & Tanggaard, Carsten
- 183-197 An empirical investigation of the determinants of discount window borrowing: a disaggregate analysis
by Peristiani, Stavros
- 199-206 Variance increases following large stock distributions: the role of changing bid-ask spreads and true variances
by Peterson, David R. & Peterson, Pamela P.
- 207-226 Seasoned common stock issuance following an IPO
by Slovin, Myron B. & Sushka, Marie E. & Bendeck, Yvette M.
1993, Volume 17, Issue 6
- 1079-1095 The analysis and valuation of interest rate options
by Stapleton, R. C. & Subrahmanyam, M. G.
- 1097-1110 Comparative study of complete tender offers and partial acquisitions
by Amoako-Adu, Ben & Smith, Brian
- 1111-1131 The private placement of bank equity
by Varma, Raj & Szewczyk, Samuel H.
- 1133-1146 On flexibility, capital structure and investment decisions for the insured bank
by Ritchken, Peter & Thomson, James B. & DeGennaro, Ramon P. & Li, Anlong
- 1147-1170 Designing an immunized portfolio: Is M-squared the key?
by Bierwag, Gerald O. & Fooladi, Iraj & Roberts, Gordon S.
- 1171-1190 Non-marketable assets and households' portfolio choices: A case study of Italy
by Giraldi, Claudio & Hamaui, Rony & Rossi, Nicola
- 1207-1207 Erratum
by Szego, G. P.
- 1209-1214 Recent developments in international banking and finance: Sarkis J. Khoury, editor volume VI (Blackwell Publishers, Cambridge, MA, 1992), US $84.95
by Schwartz, Adam
- 1214-1219 Financial regulation: Changing the rules of the game : Dimitri Vittas, editor (The World Bank, Washington, DC, 1992)
by Warren, Lee
- 1220-1224 Finance and the international economy : Richard O'Brien, editor, (Oxford University Press, New York, 1993) US$18.95
by Weis, C. Jr.
- 1225-1228 Books received
by Sinkey, Joseph Jr.
1993, Volume 17, Issue 5
- 771-771 Preface
by Szego, G.
- 773-783 Introduction
by Szego, Giorgio
- 785-817 Financial structure and reforms in Central and Eastern Europe in the 1980s
by Catte, Pietro & Mastropasqua, Cristina
- 819-847 Creation of financial markets in (previously) centrally planned economies
by Checchi, Daniele
- 849-868 Payment system reform in formerly centrally planned economics
by Folkerts-Landau, David & Garber, Peter & Lane, Timothy
- 869-881 Futures and options markets: Their new role in Eastern Europe
by Kilcollin, T. Eric & Frankel, Michael E. S.
- 883-911 The financial reforms in central and Eastern European countries and in China
by Miurin, Paolo & Sommariva, Andrea
- 913-929 Equity markets in economies in transition
by Mendelson, Morris & Peake, Junius W.