Journal of banking and finance

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  Año 2010, Vol. 34, Número 6

  • De facto exchange rate regimes and currency crises: Are pegged regimes with capital account liberalization really more prone to speculative attacks?

    T. Esaka

    págs. 1109-1128

    

  • Real estate prices and bank stability.

    M. Koetter, T. Poghosyan

    págs. 1129-1138

    

  • Domestic liquidity and cross-listing in the United States.

    H. Berkman, N.H. Nguyen

    págs. 1139-1151

    

  • World market risk, country-specific risk and expected returns in international stock markets.

    T.G. Bali, N. Kakici

    págs. 1152-1165

    

  • CAPM and APT-like models with risk measures

    Alejandro Balbás de la Corte, Beatriz Balbás Aparicio, Raquel Balbás Aparicio

    págs. 1166-1174

    

  • Predictable dynamics in implied volatility surfaces from OTC currency options.

    G. Chalamandaris, A.E. Tsekrekos

    págs. 1175-1188

    

  • The determinants of shareholder value in European banking.

    F. Fiordelisi, Philip Molyneux

    págs. 1189-1200

    

  • Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian Options.

    D. Broeders, A. Chen

    págs. 1201-1214

    

  • Equity financing and innovation: Is Europe different from the United States?

    G. Martinsson

    págs. 1215-1224

    

  • Aggregate insider trading: Constrarian beliefs or superior information?

    X. Jiang, M.A. Zaman

    págs. 1225-1236

    

  • A stochastic dominance analysis of yen carry trades.

    W.M. Fong

    págs. 1237-1246

    

  • The role of household and business credit in banking crises.

    B. Büyükkarabacad, N.T. Valev

    págs. 1247-1256

    

  • Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis.

    B.-S. Lee

    págs. 1257-1273

    

  • The anatomy of bank diversification.

    R. Elsas, A. Hackethal, M. Holzhäuser

    págs. 1274-1287

    

  • Trading strategies with partial access to the derivatives market.

    M. Muck

    págs. 1288-1298

    

  • Interest rate deregulation: Monetary policy efficacy and rate rigidity.

    B.S. Chong

    págs. 1299-1307

    

  • Sentiment and stock returns: The SAD anomaly revisited.

    P.J. Kelly, F. Meschke

    págs. 1308-1326

    

  • Variations in sovereign credit quality assessments across rating agencies.

    P. Hill, R. Brooks, Robert Faff

    págs. 1327-1343

    

  • What's in a name? What leads a firm to change its name and what the new name foreshadows.

    Y. Wu

    págs. 1344-1359

    

  • The pricing of temperature futures at the Chicago Mercantile Exchange.

    G. Dorfleitner, Maximilian Wimmer

    págs. 1360-1370

    

  • Modeling of CPDOs - Identifying optimal and implied leverage.

    J. Dorn

    págs. 1371-1382

    

  • Macroeconomic risks and characteristic-based factor models.

    K. Aretz, S. M. Bartram, P.F. Pope

    págs. 1383-1399

    

  • Stated and revealed investment decisions concerning retail structured products.

    B. Döbeli, P. Vanini

    págs. 1400-1411