Journal of banking and finance

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  Año 2014, Vol. 45, Número 8

  • Deciphering robust portfolios.

    Woo Chang Kim, Jang Ho Kim, Frank J. Fabozzi

    págs. 1-8

    

  • The limits of granularity adjustments.

    Jean-David Fermanian

    págs. 9-25

    

  • Learning and incentive: A study on analyst response to pension underfunding.

    Xuanjuan Chen, Tong Yao, Tong Yu, Ting Zhang

    págs. 26-42

    

  • Do regulatory changes affect the underpricing of European IPOs?

    Ali C. Akyol, Tommy Cooper, Michele Meoli, Silvio Vismara

    págs. 43-58

    

  • Liquidity Risk, Reform of Bank Regulation, and Risk Management.

    Ho-Mou Wu, Ren-Raw Chen

    págs. 59-60

    

  • A study on risk retention regulation in asset securitization process.

    Guixia Guo, Ho-Mou Wu

    págs. 61-71

    

  • Liquidity risk in stock returns: An event-study perspective

    Charles Cao, Lubomir Petrasek

    págs. 72-82

    

  • Derivatives holdings and systemic risk in the U.S. banking sector.

    Sergio Mayordomo, Maria Rodriguez Moreno, Juan Ignacio Peña

    págs. 84-104

    

  • Liquidity effects in corporate bond spreads.

    Jean Helwege, Jing-Zhi Huang, Yuan Wang

    págs. 105-116

    

  • Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis

    Ren-Raw Chen, N.K. Chidambaran, Michael B. Imerman, Ben J. Sopranzetti

    págs. 117-139

    

  • Liquidity provision and stock return predictability.

    Terrence Hendershott, Mark S. Seasholes

    págs. 140-151

    

  • Reprint of: Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality

    Christoph G. Rösch, Christoph Kaseser

    págs. 152-170

    

  • Liquidity shocks, governance, systemic risk and financial stability.

    Luci Ellis, Andy Haldane, James McAndrews, Fariborz Moshirian

    págs. 171-174

    

  • Systemic risk, governance and global financial stability.

    Luci Ellis, Andy Haldane, Fariborz Moshirian

    págs. 175-181

    

  • The financial cycle and macroeconomics: What have we learnt?

    Claudio Borio

    págs. 182-198

    

  • Determinants of financial stress in emerging market economies.

    Cyn-Young Park, Rogerlio V. Jr. Mercado

    págs. 199-224

    

  • Predicting distress in European banks

    Frank Betz, Silviu Oprica, Toumas A. Peltonen, Peter Sarlin

    págs. 225-241

    

  • Risky adjustments or adjustments to risks: Decomposing bank leverage.

    Cathérine Tahmee Koch

    págs. 242-254

    

  • Mutual monitoring and corporate governance.

    Zhichuan (Frank) Li

    págs. 255-269

    

  • Measuring systemic risk-adjusted liquidity (SRL)¿A model approach.

    Andreas A. Jobst

    págs. 270-287

    

  • Mapping the UK interbank system.

    Sam Langfield, Zijun Liu, Tomohiro Ota

    págs. 288-303

    

  • Systematic liquidity and the funding liquidity hypothesis.

    Xiaolin Qian, Lewis H.K. Tam, Bohui Zhang

    págs. 304-320

    

  • Guarantees, transparency and the interdependency between sovereign and bank default risk.

    Philipp König, Kartik Anand, Frank Heinemann

    págs. 321-337

    

  • The spillover effects of unremunerated reserve requirements: Evidence from Thailand.

    Chaiporn Vithessonthi, Jittima Tongurai

    págs. 338-351