Journal of banking and finance

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  Año 2011, Vol. 35, Número 2

  • The impact of terrorism on financial markets: An empirical study.

    M. Chesney, G. Reshetar, M. Karaman

    págs. 253-267

    

  • Arbitrage-free credit pricing using default probabilities and risk sensitivities.

    A. Blöchlinger

    págs. 268-281

    

  • Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure.

    C. Memmel

    págs. 282-289

    

  • On syndicate composition, corporate structure and the certification effect of credit ratings.

    M. Bosch, S. Steffen

    págs. 290-299

    

  • Effect of collateral characteristics on bank performance: Evidence from collateralized stocks in Taiwan.

    A. Chen, L. Kao

    págs. 300-309

    

  • The macroeconomic sources of systemic risk in the banking sectors of five new EU member states.

    M. Festic, A. Kavkler, S. Repina

    págs. 310-322

    

  • Bank capital regulation and credit supply.

    J.-S. Hyun, B.-K. Rhee

    págs. 323-330

    

  • Productivity and efficiency analysis of Shinkin banks: Evidence from bootstrap and Bayesian approaches.

    A. George Assaf, C.P. Barros, R. Matousek

    págs. 331-342

    

  • Price dispersion in OTC markets: A new measure of liquidity.

    R. Jankowitsch, Amrut Nashikkar, M.G. Subrahmanyam

    págs. 343-357

    

  • Hierarchical determinants of capital structure.

    E.K. Kayo, H. Kimura

    págs. 358-371

    

  • Investment intensity of currencies and the random walk hypothesis: Cross-currency evidence.

    T. Chuluun, C.S. Eun, R. Kiliç

    págs. 372-387

    

  • Does deposit insurance improve financial intermediation? Evidence from the Russian experiment.

    Lucy Chernykh, R.A. Cole

    págs. 388-402

    

  • International diversification: A copula approach.

    L. Chollete, V. de la Peña, C.-C. Lu

    págs. 403-417

    

  • How do exchange rates co-move? A study on the currencies of five inflation-targeting countries.

    X.-M. Li

    págs. 418-429

    

  • Options, short-sale constraints and market efficiency: A new perspective.

    B. Phillips

    págs. 430-442

    

  • Exchange rate expectations and the pricing of Chinese cross-listed stocks.

    S. Eichler

    págs. 443-455

    

  • Tax avoidance, cost of debt and shareholder activism: Evidence from Korea.

    Y. Lim

    págs. 456-470

    

  • Asymmetrical return on equity mean reversion and catering.

    A.-S. Chen, S.-C. Lin

    págs. 471-477

    

  • The high-frequency response of exchange rates to monetary policy actions and statements.

    C. Rosa

    págs. 478-489

    

  • Information disclosure in credit markets when banks� costs are endogenous.

    E. Van Tassel

    págs. 490-497