Journal of banking and finance

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  Año 2012, Vol. 36, Número 6

  • Keep on smiling? The pricing of Quanto options when all covariances are stochastic.

    N. Branger, M. Muck

    págs. 1577-1591

    

  • Coinsurance effect and bank lines of credit.

    Z. Tong

    págs. 1592-1603

    

  • Portfolio credit-risk optimization.

    I. Iscoe, A. Kreinin, H. Mausser, O. Romanko

    págs. 1604-1615

    

  • Market power and reputational concerns in the ratings industry.

    Beatriz Mariano

    págs. 1616-1626

    

  • The home-institution bias.

    G. McQueen, A. Stenkrona

    págs. 1627-1638

    

  • Endogenizing exogenous default barrier models: The MM algorithm.

    S. Forte, L. Lovreta

    págs. 1639-16952

    

  • Valuing and pricing IPOs.

    P. Roosenboom

    págs. 1653-1664

    

  • Assessing the risk-return trade-off in loan portfolios.

    J. Mencía

    págs. 1665-1677

    

  • Asset pricing with Second-Order Esscher Transforms

    Alain Monfort, F. Pegoraro

    págs. 1678-1687

    

  • Countercyclical contingent capital.

    E. Barucci, L. Del Viva

    págs. 1688-1709

    

  • The effect of foreign bank presence on firm entry and exit in transition economies.

    O. Havrylchyk

    págs. 1710-1721

    

  • Form versus substance: The effect of ownership structure and corporate governance on firm value in Thailand.

    J. T. Connelly, P. Limpaphayom, N. J. Nagarajan

    págs. 1722-1743

    

  • Investment policy in family controlled firms.

    R. C. Anderson, Augustine Duru, David M Reeb

    págs. 1744-1758

    

  • The flow-performance relationship around the world.

    M. A. Ferreira, A. Keswani, A. F. Miguel, S. B. Ramos

    págs. 1759-1780

    

  • Revisiting the empirical linkages between stock returns and trading volume.

    S.-S. Chen

    págs. 1781-1788

    

  • Level, slope, curvature of the sovereign yield curve, and fiscal behaviour.

    A. Afonso, M. M. F. Martins

    págs. 1789-1807

    

  • Information demand and stock market volatility.

    N. Vlastakis, R.N. Markellos

    págs. 1808-1821

    

  • Lending competition and credit availability for new firms: Empirical study with the price cost margin in regional loan markets.

    Y. Ogura

    págs. 1822-1838

    

  • Asymmetric dynamics of stock price continuation.

    Alex YiHou Huang

    págs. 1839-1855