Journal of banking and finance

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  Año 2010, Vol. 34, Número 4

  • Interaction of market and credit risk.

    Patrick Hartmann

    págs. 697-702

    

  • Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?

    T. Breuer, M. Jandacka, K. Rheinberger, M. Summer

    págs. 703-712

    

  • The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application.

    M. Drehmann, S. Sorensen, M. Stringa

    págs. 713-729

    

  • An economic capital model integrating credit and interest rate risk in the banking book.

    P. Alessandri, M. Drehmann

    págs. 730-742

    

  • Market conditions, default risk and credit spreads.

    D.Y. Tang, H. Yan

    págs. 743-753

    

  • Recovery rates, default probabilities, and the credit cycle.

    Max Bruche, Carlos González Aguado

    págs. 754-764

    

  • On the implications of market power in banking: Evidence from developing countries.

    R. Turk Ariss

    págs. 765-775

    

  • The impact of sell-side analyst research coverage on an affiliated broker�s market share of trading volume.

    G. Niehaus, Donghang Zhang

    págs. 776-787

    

  • Pricing multiasset equity options: How relevant is the dependence function?

    M. Bedendo, F. Campolongo, E. Joossens, F. Saita

    págs. 788-801

    

  • Mutual fund portfolio trading and investor flow.

    D.A. Dubofsky

    págs. 802-812

    

  • Antitakeover provisions in corporate spin-offs.

    Thomas J. Chemmanur, B.D. Jordan, M.H. Liu, Q. Wu

    págs. 813-824

    

  • Discount window borrowing after 2003: The explicit reduction in implicit costs.

    E. Artuç, S. Demiralp

    págs. 825-833

    

  • Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations.

    Helena Chuliá, M. Martens, Pieter A. van Dijk

    págs. 834-839

    

  • Inflation risk and international asset returns.

    G.A. Moerman, Pieter A. van Dijk

    págs. 840-855

    

  • Mean�variance convergence around the world.

    C.S. Eun, J. Lee

    págs. 856-870

    

  • The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks.

    S.J. Taylor, P.K. Yadav, Y. Zhang

    págs. 871-881

    

  • Foreign exchange, fractional cointegration and the implied�realized volatility relation.

    N. Kellard, C. Dunis, N. Serantis

    págs. 882-891

    

  • How bank capital buffers vary across countries: The influence of cost of deposits, market power and bank regulation.

    A.R. Fonseca, F. González

    págs. 892-902