Journal of banking and finance

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  Año 2013, Vol. 37, Número 10

  • Credit default swap spreads and variance risk premia.

    H. Wang, H. Zhou, Y. Zhou

    págs. 3733-3746

    

  • A geographically weighted approach to measuring efficiency in panel data: The case of US saving banks.

    B.M. Tabak, R.B. Miranda, D.M. Fazio

    págs. 3747-3756

    

  • Did the crisis induce credit rationing for French SMEs?

    E. Kremp, J. Hur

    págs. 3757-3772

    

  • The timing of 52-week high price and momentum.

    A. Bhootra, J. Hur

    págs. 3773-3782

    

  • Lessons from the evolution of foreign exchange trading strategies.

    C.J. Neely, P.A. Weller

    págs. 3783-3798

    

  • Smiles all around: FX joint calibration in a multi-Heston model.

    A. De Col, A Gnoatto, M. Grasselli

    págs. 3799-3818

    

  • Federal Reserve financial crisis lending programs and bank stock returns.

    K.B. Cyree, M.D. Griffiths, D.B. Winters

    • Texto completo

    págs. 3819-3829

    

  • Quantifying structural subsidy values for systemically important financial institutions.

    K. Ueda, B. Weder di Mauro

    págs. 3830-3842

    

  • The Risk Map: A new tool for validating risk models.

    G. Colletaz, Christophe Hurlin, Christophe Pérignon

    págs. 3843-3854

    

  • Systemically important banks and financial stability: The case of Latin America.

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

    págs. 3855-3866

    

  • A statistically robust decomposition of mutual fund performance.

    J. Agnesens

    págs. 3867-3877

    

  • An analysis of commodity markets: What gain for investors?

    P.K. Narayan, Seema Narayan, S.S. Sharma

    págs. 3878-3889

    

  • Information asymmetry and international strategic alliances.

    S. Owen, A. Yawson

    págs. 3890-3903

    

  • Financial literacy and its consequences: Evidence from Russia during the financial crisis.

    L. Klapper, Annamaria Lusardi, G.A. Panos

    págs. 3904-3923

    

  • A case study of short-sale constraints and limits to arbitrage.

    S. Easton, Sean Pinder, K. Uylangco

    págs. 3924-3929

    

  • Bank liquidity, the maturity ladder, and regulation.

    L. de Haan, Jan Willem van den End

    págs. 3930-3950

    

  • Determinants of the incidence of U.S. Mortgage Loan Modifications.

    V. Been, M. Weselcouch, I. Voicu, S. Murff

    págs. 3951-3973

    

  • The second moment matters! Cross-sectional dispersion of firm valuations and expected returns.

    D. Jiang

    págs. 3974-3991