Journal of banking and finance

• 

  Año 2005, Vol. 29, Número 12

  • Portfolio preferences of foreign institutional investors

    Reena Aggarwal, Leora Klapper, Peter D. Wysocki

    págs. 2919-2946

    

  • Modeling time series information into option prices: An empirical evaluation of statistical projection and GARCH option pricing model

    Mark T. Leung, An-Sing Chen

    págs. 2947-2969

    

  • Are structured products `fairly¿ priced? An analysis of the German market for equity-linked instruments

    Pavel A. Stoimenov, Sascha Wilkens

    págs. 2971-2993

    

  • An examination of alternative CAPM-based models in UK stock returns

    Joseph Kihanda, Jonathan Fletcher

    págs. 2995-3014

    

  • Industry aspects of takeovers and divestitures: Evidence from the UK

    Alfred Yawson, Ronan Powell

    págs. 3015-3040

    

  • The dynamics of dealer markets and trading costs

    Kee H. Chung, Youngsoo Kim

    págs. 3041-3059

    

  • Capital market equilibrium with externalities, production and heterogeneous agents

    Andrea Beltratti

    págs. 3061-3073

    

  • Sources of liquidity for NYSE-listed non-US stocks

    Robert Jennings, Neal Galpin, Jeffrey M. Bacidore, Robert Battalio

    págs. 3075-3098

    

  • How should Central Banks determine and control their bank note inventory?

    Nadia Massoud

    págs. 3099-3119

    

  • Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities

    Constanza Torricelli, Chiara Pederzoli

    págs. 3121-3140

    

  • On the importance of systematic risk factors in explaining the cross-section of corporate bond yield spreads

    Kenneth Khang, Tao-Hsien Dolly King

    págs. 3141-3158

    

  • Empirical credit cycles and capital buffer formation

    André Lucas, Siem Jan Koopman, Pieter Klaassen

    págs. 3159-3179

    

  • Comment on ¿Optimal portfolio selection in a value-at-risk framework¿

    Hung-Hsi Huang

    págs. 3181-3185