Journal of banking and finance

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  Año 2020, Vol. 115, Número 6

  • The impact of interest rate risk on bank lending

    Toni Beutler, Robert Bichsel, Adrian Bruhin, Jayson Danton

    pág. 1

    

  • Factor based commodity investing

    Athanasios Sakkas, Nikolaos Tessaromatis

    pág. 2

    

  • Pension fund equity performance: Patience, activity or both?

    Tanja Artiga González, Iman van Lelyveld, Katarína Lučivjanská

    pág. 3

    

  • Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications

    Stefan Ruenzi, Michael Ungeheuer, Florian Weigert

    pág. 4

    

  • The time has come for banks to say goodbye: New evidence on bank roles and duration effects in relationship terminations

    Kiyotaka Nakashima, Koji Takahashi

    pág. 5

    

  • The R&D anomaly: Risk or mispricing?

    Woon Sau Leung, Kevin P. Evans, Khelifa Mazouz

    pág. 6

    

  • Strategic trade when securitized portfolio values are unknown

    Louis R. Piccotti

    pág. 7