Journal of banking and finance

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  Año 2012, Vol. 36, Número 12

  • Systemic risk, Basel III, global financial stability and regulation.

    B.R. Arnold, Claudio Borio, L. Ellis, F. Moshirian

    págs. 3123-3124

    

  • Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy.

    B.R. Arnold, Claudio Borio, L. Ellis, F. Moshirian

    págs. 3125-3132

    

  • Stress testing credit risk: The Great Depression scenario.

    S. Varotto

    págs. 3133-3249

    

  • Short-term wholesale funding and systemic risk: A global CoVaR approach.

    Germán López-Espinosa, Antonio Moreno, Antonio Rubia Serrano, L. Valderrama

    págs. 3150-3162

    

  • Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy.

    M. Affinito

    págs. 3163-3184

    

  • Market-specific and currency-specific risk during the global financial crisis: Evidence from the interbank markets in Tokyo and London.

    S.-i. Fukuda

    págs. 3185-3196

    

  • Banking risk and regulation: Does one size fit all?

    J. Klomp, J. de Haan

    págs. 3197-3213

    

  • Risk management, corporate governance, and bank performance in the financial crisis.

    V. Aebi, G. Sabato, Markus Schmid

    págs. 3213-3226

    

  • Short-horizon regulation for long-term investors.

    Z. Shi, B.J.M. Werker

    págs. 3227-3238

    

  • A public good approach to credit ratings � From concept to reality.

    J.-C. Duan, E. Van Laere

    págs. 3239-3247

    

  • Going overboard? On busy directors and firm value.

    G.D. Cashman, S.L. Gillan, C. Jun

    págs. 3248-3259

    

  • Credit risk transfer in U.S. commercial banks: What changed during the 2007�2009 crisis?

    M. Bedendo, Brunella Bruno

    págs. 3260-3273

    

  • Liquidity risk and stock returns around the world.

    S.X. Liang, J.K.C. Wei

    págs. 3274-3288

    

  • Stock salience and the asymmetric market effect of consumer sentiment news.

    S. Akhtar, Robert Faff, B. Oliver, Avanidhar Subrahmanyam

    págs. 3289-3301

    

  • Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition.

    I.M. Premachandra, J. Zhu, J. Watson, D.U.A. Galagedera

    págs. 3302-3317

    

  • CEO compensation, family control, and institutional investors in Continental Europe.

    E. Croci, H. Gonenc, N. Ozkan

    págs. 3318-3335

    

  • Market concentration and the likelihood of financial crises.

    Lucas Bretschger, V. Kappel, T. Werner

    págs. 3336-3345

    

  • Classified boards, the cost of debt, and firm performance.

    D. Chen

    págs. 3346-3365

    

  • The relationship between banking market competition and risk-taking: Do size and capitalization matter?

    B.M. Tabak, D.M. Fazio, D.O. Cajueiro

    págs. 3366-3381

    

  • Downside risk aversion, fixed-income exposure, and the value premium puzzle.

    G. Baltussen, G.T. Post, P.Van Vliet

    págs. 3382-3398

    

  • Financial literacy, information flows, and caste affiliation: Empirical evidence from India.

    W. Bönte, U. Filipiak

    págs. 3399-3414

    

  • High-frequency financial data modeling using Hawkes processes.

    V. Chavez Demoulin, J.A. McGill

    págs. 3415-3426

    

  • Firm growth type and capital structure persistence.

    X. Wu, C.K. Au Yeung

    págs. 3427-3443

    

  • Credit spread interdependencies of European states and banks during the financial crisis.

    A. Alter, Y.S. Schüler

    págs. 3444-3468

    

  • Why do firms issue private equity repeatedly? On the motives and information content of multiple PIPE offerings.

    I.V. Floros, T.R.A. Sapp

    págs. 3469-3481