Journal of banking and finance

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  Año 2018, Vol. 97, Número 12

  • Managing renewable energy production risk

    Martin Hain, Hans Schermeyer, Marliese Uhrig-Homburg, Wolf Fichtner

    págs. 1-19

    

  • Identifying relationship lending in the interbank market: A network approach

    Teruyoshi Kobayashi, Taro Takaguchi

    págs. 20-36

    

  • Interorganizational trust and agency costs in credit relationships between savings banks and SMEs

    Bernhard Hirsch, Christian Nitzl, Matthias Schoen

    págs. 37-50

    

  • Unobservable systematic risk, economic activity and stock market

    Roberto A. De Santis

    págs. 51-69

    

  • Equity SRI funds vacillate between ethics and money: An analysis of the funds’ stock holding decisions

    Robert Joliet, Yulia Titova

    págs. 70-86

    

  • Rivals’ competitive activities, capital constraints, and firm growth

    Mikael C. Bergbrant, Delroy M. Hunter, Patrick J. Kelly

    págs. 87-108

    

  • Nonconsolidated affiliates, bank capitalization, and risk taking

    Di Gong, Harry Huizinga, Luc Laeven

    págs. 109-129

    

  • Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador

    Francesco Grigoli, Mario Mansilla, Martín Saldías

    págs. 130-141

    

  • Total attention: The effect of macroeconomic news on market reaction to earnings news

    Linda H. Chen, George J. Jiang, Kevin X. Zhu

    págs. 142-156

    

  • Bank opacity and financial crises

    Joachim Jungherr

    págs. 157-176

    

  • International policy coordination for financial regime stability under cross-border externalities

    Sungmin Park, Young-Han Kim

    págs. 177-178

    

  • The role of information: When is Directors’ and Officers’ insurance value-added?

    Shih-Chung Chang, Yayuan Ren, Jason Yeh

    págs. 189-197

    

  • The joint dynamics of sovereign ratings and government bond yields

    Makram El-Shagi, Gregor von Schweinitz

    págs. 198-218

    

  • An analysis of the Solvency II regulatory framework’s Smith-Wilson model for the term structure of risk-free interest rates

    Peter Løchte Jørgensen

    págs. 219-237

    

  • Is the traditional banking model a survivor?

    Vincenzo Chiorazzo, Vincenzo D'Apice, Robert DeYoung, Pierluigi Morelli

    págs. 238-256

    

  • Asset allocation strategies, data snooping, and the 1 / N rule

    Po-Hsuan Hsu, Qiheng Han, Wensheng Wu, Zhiguang Cao

    págs. 257-269

    

  • Asset market responses to conventional and unconventional monetary policy shocks in the United States

    Edda Claus, Iris Claus, Leo Krippner

    págs. 270-282

    

  • Time-series momentum in nearly 100 years of stock returns

    Bryan Y. Lim, Jiaguo Wang, Yaqiong Yao

    págs. 283-296

    

  • Accounting quality in banking: The role of regulatory interventions

    Manthos D. Delis, Iftekhar Hasan, Maria Iosifidi, Lingxiang Li

    págs. 297-317

    

  • What makes individual investors exercise early? Empirical evidence from non-tradable fixed-income products

    Mathias Eickholt, Oliver Entrop, Marco Wilkens

    págs. 318-334

    

  • Zero leverage and the value in waiting to have debt

    Babak Lotfaliei

    págs. 335-349