Journal of banking and finance

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  Año 2015, Vol. 50, Número 1

  • National culture and corporate cash holdings around the world.

    Y. Chen, P. Y. Dou, S.G. Rhee, Cameron Truong, Madhu Veeraraghavan

    págs. 1-18

    

  • The role of life insurance in an emerging economy: Human capital protection, assets allocation and social interaction.

    X. Shi, H.-J. Wang, C. Xing

    págs. 19-33

    

  • Identifying, valuing and hedging of embedded options in non-maturity deposits.

    A. Blöchlinger

    págs. 34-51

    

  • Multinational banks in the crisis: Foreign affiliate lending as a mirror of funding pressure and competition on the internal capital market.

    R. Frey, C. Kerl

    págs. 52-68

    

  • Cross-border LBOs.

    J. X. Cao, Douglas Cumming, M. Qian, X. Wang

    págs. 69-80

    

  • Convergence of European retail payments.

    E. Martikainen, H. Schmiedel, Tuomas Takalo

    págs. 81-91

    

  • Measuring the liquidity part of volume.

    S. Darolles, G. L. Fol, G. Mero

    págs. 92-105

    

  • The information content of option-implied information for volatility forecasting with investor sentiment.

    S. W. Seo, S. Kim

    págs. 106-120

    

  • Credit spreads with dynamic debt.

    S.R. Das, S. Kim

    págs. 121-140

    

  • Does microfinance change informal lending in village economies? Evidence from Bangladesh.

    A. Islam, C. Nguyen, Russell Smyth

    págs. 141-156

    

  • On the use of options by mutual funds: Do they know what they are doing?.

    G. Cici, L.-F. Palacios

    págs. 157-168

    

  • Momentum is really short-term momentum.

    Q. Gong, M. Liu

    págs. 169-182

    

  • Liquidity, credit quality, and the relation between volatility and trading activity: Evidence from the corporate bond market.

    J. Wang, C. Wu

    págs. 183-203

    

  • Wall of cash: The investment-cash flow sensitivity when capital becomes abundant.

    N. Andrén, H. Jankensgard

    págs. 204-213

    

  • Order-to-trade ratios and market liquidity.

    Simon Friederich, R. Payne

    págs. 214-223

    

  • The prediction of fund failure through performance diagnostics.

    P. Cogneau, G. Hübner

    págs. 224-241

    

  • Cross-border banking, bank market structures and market power: Theory and cross-country evidence.

    F. M. Bremus

    págs. 242-259

    

  • Dynamic interaction between markets for leasing and selling automobiles.

    A. Andrikopoulos, R.N. Markellos

    • Texto completo

    págs. 260-270

    

  • Risk, financial stability and banking.

    B.M. Tabak

    págs. 271-272

    

  • Contagious synchronization and endogenous network formation in financial networks.

    C. Aymanns, C.-P. Georg

    págs. 273-285

    

  • Systemic banks and the lender of last resort.

    J. Ponce, M. Rennert

    págs. 286-297

    

  • A theoretical model of bank lending: Does ownership matter in times of crisis?.

    M. Brei, A. Schclarek

    págs. 298-307

    

  • A macro-financial analysis of the euro area sovereign bond market.

    Hans Dewachter, L. Iania, M. Lyrio, M. de Sola Perea

    págs. 308-325

    

  • Bank ownership and credit over the business cycle: Is lending by state banks less procyclical?.

    A. C. Bertay, A. Demirgüç-Kunt, Harry Huizinga

    págs. 326-339

    

  • Assessing competition in the banking industry: A multi-product approach.

    K. Barbosa, B. de. Paula Rocha, F. Salazar

    págs. 340-362

    

  • Financial literacy and the demand for financial advice.

    R. Calcagno, C. Monticone

    págs. 363-380

    

  • Financial regulation and systemic risk.

    K. Andriosopoulos, R. Douady

    págs. 381-382

    

  • How likely is contagion in financial networks?.

    Paul Glasserman, H. Peyton Young

    págs. 383-399

    

  • Modeling contagion in the Eurozone crisis via dynamical systems.

    G. Castellacci, Y. Choi

    págs. 400-410

    

  • Industry characteristics and financial risk contagion.

    W.-C. Chiu, J.I. Peña, C. W. Wang

    págs. 411-427