Journal of banking and finance

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  Año 2014, Vol. 40, Número 3

  • Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test.

    Julian Bauer, Vineet Agarwal

    págs. 432-442

    

  • Cojumps in stock prices: Empirical evidence.

    D. Gilder, M.B. Shackleton, S.J. Taylor

    págs. 443-459

    

  • The impact of CDS trading on the bond market: Evidence from Asia.

    I. Shim, Haibin Zhu

    págs. 460-475

    

  • Unexpected tails in risk measurement: Some international evidence.

    K. Tolikas

    págs. 476-493

    

  • Financial reporting quality, debt maturity and investment efficiency.

    Mª. F. Cutillas Gomariz, Juan Pedro Sánchez Ballesta

    págs. 494-506

    

  • Does gold offer a better protection against losses in sovereign debt bonds than other metals?.

    S. Agyei-Ampomah, Dimitros Gounopoulos, K. Mazouz

    págs. 507-521

    

  • Impact of the financial crisis on bank run risk � Danger of the days after.

    M. Goedde-Menke, T. Langer, A. Pfingsten

    págs. 522-533