Journal of banking and finance

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  Año 2021, Vol. 122, Número 1

  • Measuring financial interdependence in asset markets with an application to eurozone equities

    Renée Fry-Vance, Cody Yu-Ling Hsiao, Vance L. Martin

    pág. 1

    

  • Country governance and international equity returns

    Ben R. Marshall, Hung T. Nguyen, Nhut H. Nguyen, Nuttawat Visaltanachoti

    pág. 2

    

  • Modeling credit risk with a Tobit model of days past due

    Arjana Brezigar-Masten, Igor Masten, Matjaž Volk

    pág. 3

    

  • Do loan subsidies boost the real activity of small firms?

    Akos Horvath, Peter Lang

    pág. 4

    

  • What's in a name? The valuation effect of directors’ sharing of surnames

    Youchao Tan, Jason Xiao, Cheng Zeng, Hong Zou

    pág. 5

    

  • Unspanned stochastic volatility from an empirical and practical perspective

    Alex Backwell

    pág. 6

    

  • The rise of domestic capital markets for corporate financing: Lessons from East Asia

    Facundo Abraham, Juan J. Cortina, Sergio L. Schmukler

    pág. 7

    

  • Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?

    Manthos D. Delis, Suk-Joong Kim, Panagiotis N. Politsidis, Eliza Wu

    pág. 8

    

  • Mean-variance portfolio optimization based on ordinal information

    Eranda Çela, Stephan Hafner, Roland Mestel, Ulrich Pferschy

    pág. 9

    

  • Systematic credit risk in securitised mortgage portfolios

    Yongwoong Lee, Daniel Rösch, Harald Scheule

    pág. 10

    

  • The cost of diversification over time, and a simple way to improve target-date funds

    Haim Levy, Moshe Levy

    pág. 11

    

  • Bond market intermediation and the Role of Repo

    Yesol Huh, Sebastian Infante

    pág. 12

    

  • The impact of quantitative easing on liquidity creation

    Supriya Kapoor, Oana Peia

    pág. 13

    

  • The impact of labor mobility restrictions on managerial actions: Evidence from the mutual fund industry

    Gjergji Cici, Mario Hendriock, Alexander Kempf

    pág. 14

    

  • The impact of the ECB's targeted long-term refinancing operations on banks’ lending policies: The role of competition

    Desislava C. Andreeva, Miguel García Posada

    pág. 15

    

  • Identifying ever-greening: Evidence using loan-level data

    Prasanna Tantri

    pág. 16

    

  • Does espoused risk culture pay? Evidence from European banks

    Nicola Bianchi, Alessandro Carretta, Vincenzo Farina, Franco Fiordelisi

    pág. 17