Journal of banking and finance

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  Año 2014, Vol. 40, Número 3

  • Modeling and predicting the CBOE market volatility index.

    M. Fernandes, M. C. Medeiros

    págs. 1-10

    

  • Market power in CEE banking sectors and the impact of the global financial crisis.

    G. Efthyvoulou, C. Yildirim

    págs. 11-27

    

  • The global financial crisis and integration in European retail banking.

    A. Rughoo, N. Sarantis

    págs. 28-41

    

  • Corporate bond returns and the financial crisis.

    D. Aboodly, J. S. Hughes, N. Bugra Ozel

    págs. 42-53

    

  • Ownership structure and performance: Evidence from the public float in IPOs.

    Allen Michel, J. Oded, I. Shaked

    págs. 54-61

    

  • The Chrysler effect: The impact of government intervention on borrowing costs.

    D. Anginer, A. J. Warburton

    págs. 62-79

    

  • Large controlling shareholders and stock price synchronicity.

    S. Boubaker, H. Mansali, H. Rjiba

    págs. 80-96

    

  • Underwriter reputation and the quality of certification: Evidence from high-yield bonds.

    C. Andres, A. Betzer, P. Limbach

    págs. 97-115

    

  • Ultimate recovery mixtures.

    Edward I. Altman

    págs. 116-129

    

  • Dealing with cross-firm heterogeneity in bank efficiency estimates: Some evidence from Latin America.

    J. Goddard, Philip Molyneux, Jon Williams

    págs. 130-142

    

  • Firm growth and efficiency in the banking industry: A new test of the efficient structure hypothesis.

    T. Homma, Y. Tsutsui, H. Uchida

    págs. 143-153

    

  • Riskiness-minimizing spot-futures hedge ratio.

    Y.-T. Chen, K.-Y. Ho, Larry Y. Tzeng

    págs. 154-164

    

  • Systemic risk and bank consolidation: International evidence.

    G. N. F. Weib, Suely Neumann, D. Bostandzic

    págs. 165-181

    

  • Do ethics imply persistence?: the case of Islamic and socially responsible funds

    O. AbdelSalam, M. Duygun, Juan Carlos Matallín Sáez, Emili Tortosa Ausina

    págs. 182-194

    

  • Securitization, competition and monitoring.

    Jung-Hyun Ahn, Régis Breton

    págs. 195-210

    

  • Default prediction with dynamic sectoral and macroeconomic frailties.

    Peimin Chen, C. Wu

    págs. 211-226

    

  • Corporate tax aggression and debt.

    Shannon Lin, N. Tong, A. L. Tucker

    págs. 227-241

    

  • The relationship between liquidity risk and credit risk in banks.

    B. Imbierowicz, C. Rauch

    págs. 242-256

    

  • Is recovery risk priced?.

    T. Schläfer, M. Uhrig-Homburg

    págs. 257-270

    

  • Flexible dependence modeling of operational risk losses and its impact on total capital requirements.

    E. C. Brechmann, C. Czado, S. Paterlini

    págs. 271-285

    

  • The rise and fall of technical trading rule success.

    Nick Taylor

    págs. 286-302

    

  • The importance of the volatility risk premium for volatility forecasting.

    M. Prokopczuk, C. Wesse Simen

    págs. 303-320

    

  • The empirical similarity approach for volatility prediction.

    V. Golosnoy, A. Hamid, Y. Okhrin

    págs. 321-329

    

  • Executive compensation structure and the motivations for seasoned equity offerings.

    E.R. Brisker, D.M. Autore, G. Colak

    págs. 330-345

    

  • Are there common factors in individual commodity futures returns?.

    C. Daskalaki, A. Kostakis, G. Skiadopoulos

    págs. 346-363

    

  • Loss given default for leasing: Parametric and nonparametric estimations.

    T. Hartmann-Wendels, Patrick Miller, E. Töws

    págs. 364-375

    

  • Audit committees� oversight of bank risk-taking.

    J. Sun, G. Liu

    págs. 376-387

    

  • Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence.

    Christian Calmès, Raymond Théoret

    págs. 388-402

    

  • An analysis of risk-taking behavior for public defined benefit pension plans.

    N. Mohan, T. Zhang

    págs. 403-419

    

  • Mountain or molehill? Downward biases in the conglomerate discount measure.

    C. Rudolph, B. Schwetzler

    págs. 420-431