Journal of banking and finance

• 

  Año 2015, Vol. 54, Número 5

  • Determinants of bank interest margins: Impact of maturity transformation.

    O. Entrop, C. Memmel, B. Ruprecht, M. Wilkens

    págs. 1-19

    

  • Banking crises and the lender of last resort: How crucial is the role of information?

    H. Naqvi

    págs. 20-29

    

  • Does the value of cash holdings deteriorate or improve with material weaknesses in internal control over financial reporting?

    P. Huang, J. Guo, T. Ma, Y. Zhang

    págs. 30-45

    

  • Did Regulation Fair Disclosure affect credit markets?

    Y. Li, A. Saunders, P. Shao

    págs. 46-59

    

  • A parametric alternative to the Hill estimator for heavy-tailed distributions.

    J.H.T. Kim, J. Kim

    págs. 60-71

    

  • (How) has the market become more efficient?

    S. Bertone, I. Paeglis, R. Ravi

    págs. 72-86

    

  • Which financial stocks did short sellers target in the subprime crisis?

    I. Hasan, N. Massoud, A. Saunders, K. Song

    págs. 87-103

    

  • The price of liquidity: CD rates charged by money market funds.

    M.D. Whitledge, D.B. Winters

    págs. 104-114

    

  • CEO entrenchment and corporate liquidity management.

    E. Elyasiani, L. Zhang

    págs. 115-128

    

  • Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates.

    Karl F. Siburg, P. Stoimenov, G. N. F. Weib

    págs. 129-140

    

  • The effects of employee stock option plans on operating performance in Chinese firms.

    H. Fang, J. R. Nofsinger, J. Quan

    págs. 141-159

    

  • Teaching teenagers in finance: Does it work?

    M. Lührmann, M. Serra-Garcia, J. Winter

    págs. 160-174

    

  • Mixture pair-copula-constructions.

    G. N. F. Weib, M. Scheffer

    págs. 175-191

    

  • Flight to liquidity and the Great Recession.

    S. Radde

    págs. 192-207

    

  • An investigation of credit borrower concentration.

    P. Rao, H. Yue, J. Zhu

    págs. 208-221

    

  • The resolution of failed banks during the crisis: Acquirer performance and FDIC guarantees, 2008–2013.

    A.R. Cowan, V. Salotti

    págs. 222-238

    

  • A comparison of the information in the LIBOR and CMT term structures of interest rates.

    R. Brooks, B.N. Cline, W. Enders

    págs. 239-253

    

  • Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models.

    A. Belke, J. Beckmann

    págs. 254-265

    

  • Commonality in hedge fund returns: Driving factors and implications.

    M. Bussière, M. Hoerova, B. Klaus

    págs. 266-280