Journal of banking and finance

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  Año 2017, Vol. 83, Número 10

  • Shadows in the Sun: Crash risk behind Earnings TransparencyOriginal

    S. Hung, Z. Qiao

    págs. 1-18

    

  • The q-factors and expected bond returns

    B. Franke, S. Muller

    págs. 19-35

    

  • Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology

    K. N. Baltas, G. Kapetanios, E.G. Tsionas, Marwan Izzeldin

    págs. 36-56

    

  • Risky lending: Does bank corporate governance matter?

    Olubunmi Faleye, K. Krishnan

    págs. 57-69

    

  • Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks

    E. Furman, R. Wang, R. Zitikis

    págs. 70-84

    

  • Equity index variance: Evidence from flexible parametric jump–diffusion models

    A. Kaeck, P. Rodrigues, N. J. Seeger

    págs. 85-103

    

  • Does bank competition reduce cost of credit? Cross-country evidence from Europe

    Z. Fungácová, A. Shamshur, Laurent Weill

    págs. 104-120

    

  • House prices, consumption and the role of non-Mortgage debt

    K. Kartashova, Ben Tomlin

    págs. 121-134

    

  • The effect of the term auction facility on the London interbank offered rate

    J. McAndrews, Asani Sarkar, Z. Wang

    págs. 135-152

    

  • Reprint of: The asymmetric effect of international swap lines on banks in emerging markets

    Alin Marius Andrieş, A.M. Fischer, P. Yesin

    págs. 153-172

    

  • The effect of TARP on the propagation of real estate shocks: Evidence from geographically diversified banks

    K. Y. Jang

    págs. 173-192

    

  • Reprint of: Thawing frozen capital markets and backdoor bailouts: Evidence from the Fed's liquidity programs

    Jean Helwege, N.M. Boyson, J. Jindra

    págs. 193-220

    

  • Reprint of: Stopping contagion with bailouts: Micro-evidence from Pennsylvania bank networks during the panic of 1884

    H.P. Anderson, John C. Bluedorn

    págs. 221-231

    

  • Reprint of: Central bank collateral frameworks

    N. G. Nyborg

    págs. 232-248