Journal of banking and finance

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  Año 2013, Vol. 37, Número 11

  • VIX option pricing and CBOE VIX Term Structure: A new methodology for volatility derivatives valuation.

    Yueh-Neng Lin

    págs. 4432-4446

    

  • Markets, financial stability and governance.

    F. Moshirian

    págs. 4447-4448

    

  • Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price.

    E.C. Chang, Y. Luo, J. Ren

    págs. 4449-4464

    

  • Pricing innovations in consumption growth: A re-evaluation of the recursive utility model.

    Y. Xiao, Robert Faff, P. Gharghori, B.-K. Min

    págs. 4465-4475

    

  • The components of the illiquidity premium: An empirical analysis of US stocks 1927�2010.

    Björn Hagströmer, B. Hansson, B. Nilsson

    págs. 4476-4487

    

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

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

    págs. 4488-4500

    

  • The effectiveness of position limits: Evidence from the foreign exchange futures markets.

    Y.-K. Chang, Y.-L. Chen, R.K. Chou, Yin-Feng Gau

    págs. 4501-4509

    

  • SAFE: An early warning system for systemic banking risk.

    M.V. Oet, T. Bianco, D. Gramlich, S.J. Ong

    págs. 4510-4533

    

  • A market-based approach to sector risk determinants and transmission in the euro area.

    M. Saldías

    págs. 4534-4555

    

  • International financial integration.

    Brian Lucey

    pág. 4556

    

  • Banking crises: An equal opportunity menace.

    Carmen M. Reinhart, Kenneth Rogoff

    págs. 4557-4573

    

  • Pandemics of the poor and banking stability.

    T. Lagoarde-Segot, P.L. Leoni

    págs. 4574-4583

    

  • The regulator�s trade-off: Bank supervision vs. minimum capital.

    F. Buck, E. Schliephake

    págs. 4584-4598

    

  • The impacts of standard monetary and budgetary policies on liquidity and financial markets: International evidence from the credit freeze crisis.

    M.-H. Gagnon, C. Gimet

    págs. 4599-4614

    

  • The role of credit in the Great Moderation: A multivariate GARCH approach.

    M. Gridaki, D. Bezemer

    págs. 4615-4626

    

  • Granger-causality in peripheral EMU public debt markets: A dynamic approach.

    Marta Gómez-Puig, Simón Sosvilla Rivero

    págs. 4627-4649

    

  • Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?

    Dimitris A. Georgoutsos, Petros M. Migiakis

    págs. 4650-4664

    

  • The Eurozone needs exit rules.

    C. Fahrholz, C. Wójcik

    págs. 4665-4674