Journal of banking and finance

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  Año 2004, Vol. 28, Número 12

  • Market- vs. bank-based financial systems: Do rights and regulations really matter?

    O. Emre Ergungor

    págs. 2869-2887

    

  • The unintended consequences of grouping in tests of asset pricing models

    Johannus A. Janmaat, Robert R. Grauer

    págs. 2889-2914

    

  • On the way to recovery: A nonparametric bias free estimation of recovery rate densities

    Olivier Scaillet, Olivier Renault

    págs. 2915-2931

    

  • An analysis of IMF-induced moral hazard

    Paolo Vanini, Barbara Döbeli

    págs. 2933-2956

    

  • Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects

    Carol Alexander

    págs. 2957-2980

    

  • Penny pricing and the components of spread and depth changes

    David K. Ding, Charlie Charoenwong, Kee H. Chung

    págs. 2981-3007

    

  • Cyclical correlations, credit contagion, and portfolio losses

    Stefan Weber, Kay Giesecke

    págs. 3009-3036

    

  • Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico

    Maosen Zhong, Ali F. Darrat, Rafael Otero

    págs. 3037-3054

    

  • A note on the expectations hypothesis at the founding of the Fed

    Daniel L. Thornton, Clemens J. M. Kool

    págs. 3055-3068

    

  • The impact of CRA agreements on community banks

    Raphael W. Bostic, Breck L. Robinson

    págs. 3069-3095

    

  • Debtor-in-possession financing

    Sris Chatterjee, Upinder S. Dhillon, Gabriel G. Ramírez

    págs. 3097-3111

    

  • The effect of organizational structure on efficiency: Evidence from the Spanish insurance industry

    J. David Cummins, Hongmin Zi, María Rubio Misas

    págs. 3113-3150

    

  • Underpricing and aftermarket performance of American depositary receipts (ADR) IPOs

    Demissew Diro Ejara, Chinmoy Ghosh

    págs. 3151-3186