Journal of banking and finance

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  Año 2008, Vol. 32, Número 7

  • Francesco Paris, the power of the will.

    G. Szego

    pág. 1177

    

  • Risk aversion and skewness preference.

    T. Post, P. van Vliet, Horacio Levy

    págs. 1178-1187

    

  • A comparison of MAD and CVaR models with real features.

    E. Angelelli, R. Mansini, M.G. Speranza

    págs. 1188-1197

    

  • Implicit recourse and credit card securitizations: What do fraud losses reveal?.

    T.A. Vermilyea, E.R. Webb, A.A. Kish

    págs. 1198-1208

    

  • Determinants of corporate cash holdings: Evidence from spin-offs.

    R. D'Mello, S. Krishnaswami, P.J. Larkin

    págs. 1209-1220

    

  • Information shares in the US Treasury market.

    B. Mizrach, C.J. Neely

    págs. 1221-1233

    

  • Opacity of young businesses: Evidence from rating disagreements.

    A. Hyytinen, M. Pajarinen

    págs. 1234-1241

    

  • Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?.

    Q.F. Akram, O Eitrheim

    págs. 1242-1254

    

  • Volume and skewness in international equity markets.

    E. Hutson, C. Kearney, M. Lynch

    págs. 1255-1268

    

  • The delivery option in credit default swaps.

    R. Jankowitsch, R. Pullirsch, T. Veza

    págs. 1269-1285

    

  • Commodity betas with mean reverting output prices.

    G. Hong, S. Sarkar

    págs. 1286-1296

    

  • Is there cyclical bias in bank holding company risk ratings?.

    T.J. Curry, G.S. Fissel, G.A. Hanweck

    págs. 1297-1309

    

  • Can tax convexity be ignored in corporate financing decisions?.

    S. Sarkar

    págs. 1310-1321

    

  • Forecasting foreign exchange rates using idiosyncratic volatility.

    H. Guo, R. Savickas

    págs. 1322-1332

    

  • Investor protection and the value effects of bank merger announcements in Europe and the US.

    J. Hagendorff, M. Collins, K. Keasey

    págs. 1333-1348

    

  • Emerging market exchange rate exposure.

    T.K. Chue, D. Cook

    págs. 1349-1362

    

  • Financial market models with Lévy processes and time-varying volatility.

    Y.S. Kim, Svetlozar T. Rachev, M.L. Bianchi, F.J. Fabozzi

    págs. 1363-1378

    

  • Legal insider trading and market efficiency.

    N. Aktas, E. de Bodt, H. Van Oppens

    págs. 1379-1392

    

  • Interest rate clustering in UK financial services markets.

    J.K. Ashton, R.S. Hudson

    págs. 1393-1403

    

  • Backtesting trading risk of commercial banks using expected shortfall.

    W.K. Wong

    págs. 1404-1415

    

  • A flight to Q? Firm investment and financing in Korea before and after the 1997 financial crisis.

    P.L. Rousseau, J.H. Kim

    págs. 1416-1429