Journal of banking and finance

• 

  Año 2008, Vol. 32, Número 12

  • Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity.

    Alvaro Cartea, Pablo Villaplana

    págs. 2502-2519

    

  • The price of power: The valuation of power and weather derivatives.

    C. Pirrong, M. Jermakyan

    págs. 2520-2529

    

  • Long term spread option valuation and hedging.

    M.A.H. Dempster, E. Medova, K. Tang

    págs. 2530-2540

    

  • Computing the market price of volatility risk in the energy commodity markets.

    J.S. Doran, E.I. Ronn

    págs. 2541-2552

    

  • WTI crude oil Futures in portfolio diversification: The time-to-maturity effect.

    H. Geman, C. Kharoubi

    págs. 2553-2559

    

  • Credit derivatives and loan pricing.

    L. Norden, W. Wagner

    págs. 2560-2569

    

  • Corporate governance in banking: The role of the board of directors.

    Pablo de Andrés Alonso, Eleuterio Vallelado González

    págs. 2570-2580

    

  • Liquidity in auction and specialist market structures: Evidence from the Italian bourse.

    Alex Frino, D. Gerace, A. Lepone

    págs. 2581-2588

    

  • Combining fair pricing and capital requirements for non-life insurance companies.

    N. Gatzert, H. Schmeiser

    págs. 2589-2596

    

  • Determinants of yield spread dynamics: Euro versus US dollar corporate bonds.

    A. Van Landschoot

    págs. 2597-2605

    

  • Macroeconomic cycles and the stock market�s reaction to monetary policy.

    A. Basistha, A. Kurov

    págs. 2606-2616

    

  • A first-passage-time model under regime-switching market environment.

    M.A. Kim, B.-G. Jang, H.-S. Lee

    págs. 2617-2627

    

  • Corporate restructuring in Japan: Who monitors the monitor?.

    K. Inoue, H.K. Kato, M. Bremer

    págs. 2628-2635

    

  • Controlling-minority shareholder incentive conflicts and directors� and officers� liability insurance: Evidence from China.

    H. Zou, S. Wong, C. Shum, J. Xiong, J. Yan

    págs. 2636-2645

    

  • The stocks at stake: Return and risk in socially responsible investment.

    R. Galema, A. Plantinga, B. Scholtens

    págs. 2646-2654

    

  • The dynamics of operational loss clustering.

    A. Chemobai, Y. Yildirim

    págs. 2655-2666

    

  • Two-sided coherent risk measures and their application in realistic portfolio optimization.

    Z. Chen, Yong Wang

    págs. 2667-2673

    

  • Exploring the nexus between banking sector reform and performance: Evidence from newly acceded EU countries.

    S.N. Brissimis, M.D. Delis, N.I. Papanikolaou

    págs. 2674-2683

    

  • Bank concentration and financial constraints on firm-level investment in Europe.

    R.A. Ratti, S. Lee, Y. Seol

    págs. 2684-2694

    

  • The role of no-arbitrage on forecasting: Lessons from a parametric term structure model.

    C. Almeida, J. Vicente

    págs. 2695-2705

    

  • Individual stock-option prices and credit spreads.

    K.J. Martijn Cremers, J. Driessen, P. Maenhout, D. Weinbaum

    págs. 2706-2715

    

  • Does corporate international diversification destroy value? Evidence from cross-border mergers and acquisitions.

    M.B. Dos Santos, V.R. Errunza, D.P. Miller

    págs. 2716-2724

    

  • Loan pricing under Basel II in an imperfectly competitive banking market.

    D. Ruthenberg, Y. Landskroner

    págs. 2725-2733