Journal of banking and finance

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  Año 2009, Vol. 33, Número 3

  • Capital management in mutual financial institutions.

    C. Brown, K. Davis

    págs. 443-455

    

  • Two counters of jumps.

    A. Câmara

    págs. 456-463

    

  • Common risk factors in bank stocks.

    A.M. Viale, J.W. Kolari, D.R. Fraser

    págs. 464-472

    

  • Linear-quadratic term structure models � Toward the understanding of jumps in interest rates.

    G. Jiang, S. Yan

    págs. 473-485

    

  • Dividends and price momentum.

    E. Asem

    págs. 486-494

    

  • Executive compensation and competition in the banking and financial sectors.

    V. Cuñat, M. Guadalupe

    págs. 495-504

    

  • Recovery rates of commercial lending: Empirical evidence for German companies.

    J. Grunert, M. Weber

    págs. 505-513

    

  • Does collateral fuel moral hazard in banking?.

    J.-P. Niinimäki

    págs. 514-521

    

  • CEO turnover and bondholder wealth.

    J.C. Adams, Sattar A. Mansi

    págs. 522-533

    

  • An analysis of the true notional bond system applied to the CBOT T-bond futures.

    R. Ben-Abdallah, H. Ben-Ameur, M. Breton

    págs. 534-545

    

  • Managers and efficiency in banking.

    K. Kauko

    págs. 546-556

    

  • Efficiency and productivity growth in the banking industry of Central and Eastern Europe.

    A. Koutsomanoli-Filippaki, D. Margaritis, C. Staikouras

    págs. 557-567

    

  • Non-concavity problems in the dynamic macroeconomic models: A note.

    R. Hiraguchi

    págs. 568-572

    

  • A note on capital asset pricing and heterogeneous taxes.

    H.M. Eikseth, S. Lindset

    págs. 573-577

    

  • Is it the weather? Comment.

    M.J. Kamstra, L.A. Kramer, M.D. Levi

    págs. 578-582

    

  • Is it the weather? Response.

    B. Jacobsen, W. Marquering

    págs. 583-587