Journal of Banking & Finance 2006 |
Title | Subject | Authors |
Access to external finance: Theory and evidence on the impact of monetary policy and firm-specific characteristics. | Business | Paul Mizen, Cihan Yalcin |
A comprehensive analysis of the short-term interest-rate dynamics. | Business | Turan G. Bali, Liuren Wu |
A credit risk model for large dimensional portfolios with application to economic capital. | Business | Kaj Nystrm, Jimmy Skoglund |
A framework for assessing financial stability? | Business | C.A.E. Goodhart |
African SMES, networks, and manufacturing performance.(small and medium enterprises) | Business | Tyler Biggs, Manju Kedia Shah |
A further look at household portfolio choice and health status. | Business | Michael K. Berkowitz, Jiaping Qiu |
A linearly implicit predictorucorrector scheme for pricing American options using a penalty method approach. | Business | A.Q.M. Khaliq, D.A. Voss, S.H.K. Kazmi |
Alternative measures of the Federal Reserve Banks' cost of equity capital. | Business | Jose A. Lopez, Michelle L. Barnes |
A moment computation algorithm for the error in discrete dynamic hedging. | Business | James A. Primbs, Yuji Yamada |
A more complete conceptual framework for SME finance.(small and medium enterprises) | Business | Allen N. Berger, Gregory F. Udell |
Analysis of criteria VaR and CVaR .(value-at-risk and conditional value-at-risk concepts) | Business | Andrey I. Kibzun, Evgeniy A. Kuznetsov |
An analysis of intraday patterns in price clustering on the Tokyo Stock Exchange. | Business | Wataru Ohta |
An approximation method for analysis and valuation of credit correlation derivatives. | Business | Kian Esteghamat, Masahiko Egami |
An empirical evaluation of the overconfidence hypothesis. | Business | Bong-Soo Lee, Wen-I Chuang |
A new measure of cross-sectional risk and its empirical implications for portfolio risk management. | Business | Stefano Galluccio, Andrea Roncoroni |
A note on efficiency and productivity growth in the Korean Banking Industry, 1992u2002. | Business | William L. Weber, Kang H. Park |
A note on the non-convexity problem in some shopping-time and human-capital models.(economic development models) | Business | Rubens Penha Cysne |
A note on the "risk-adjusted" price-concentration relationship in banking. | Business | Elijah Brewer III, Jackson |
A note on the Wang and Wang measure of the quality of the compass rose. | Business | Michael D. McKenzie, Heather Mitchell |
Applying CVaR for decentralized risk management of financial companies.(conditional value risk analysis ) | Business | John M. Mulvey, Hafize G. Erkan |
Are labor-saving technologies lowering employment in the banking industry? | Business | Michael K. Fung |
Are labour markets in the new member states sufficiently flexible for EMU?(Economic and Monetary Union ) | Business | Tito Boeri, Pietro Garibaldi |
Aspects of international financial services. | Business | Fariborz Moshirian |
Asset and liability management for insurance products with minimum guarantees: the UK case.(United Kingdom) | Business | Stavros A. Zenios, Andrea Consiglio, David Saunders |
A value-of-information approach to measuring risk in multi-period economic activity. | Business | Georg Ch. Pflug |
Bank capital and loan asymmetry in the transmission of monetary policy. | Business | Timothy P. Opiela, Ruby P. Kishan |
Bank concentration, competition, and crises: first results.(national bank concentration and regulations on banking industry ) | Business | Ross Levine, Thorsten Beck, Asli Demirguc-Kunt |
Bank efficiency: the role of bank strategy and local market conditions. | Business | J.W.B. Bos, C.J.M. Kool |
Bank loan losses-given-default: a case study. | Business | J. Dermine, Neto C. De Carvalho |
Bank loan supply and monetary policy transmission in Germany: an assessment based on matching impulse responses. | Business | Oliver Hulsewig, Eric Mayer, Timo Wollmershauser |
Bank portfolio exposure to emerging markets and its effects on bank market value. | Business | Lawrence Goldberg, Gerald A. Hanweck, Gary S. Fissel |
Benefits from a changing payment technology in European banking. | Business | David Humphrey, Magnus Willesson, Goran Bergendahl, Ted Lindblom |
Business collateral and personal commitments in SME lending.(small and medium enterprises) | Business | Wim Voordeckers, Tensie Steijvers |
Business environment and the incorporation decision. | Business | Asli Demirguc-Kunt, Vojislav Maksimovic, Inessa Love |
Candlestick technical trading strategies: can they create value for investors? . | Business | Lawrence C. Rose, Ben R. Marshall, Martin R. Young |
Capital regulation, heterogeneous monitoring costs, and aggregate loan quality. | Business | Kenneth J. Kopecky, David VanHoose |
Capital structure and firm performance: a new approach to testing agency theory and an application to the banking industry. | Business | Allen N. Berger, Emilia Bonaccorsi Di Patti |
Capital structure and political patronage: the case of Malaysia. | Business | Donald R. Fraser, Hao Zhang, Chek Derashid |
Capital structure policies in Europe: survey evidence.(financial policies of chief financial officers in Europe and America) | Business | Kees Koedijk, Dirk Brounen, Abe de Jong |
Collateral-based lending in emerging markets: Evidence from Thailand. | Business | Doris Neuberger, Lukas Menkhoff, Chodechai Suwanaporn |
Competition on the Nasdaq and the growth of electronic communication networks. | Business | James P. Weston, Jason Fink, Kristin E. Fink |
Confidence intervals for probabilities of default. | Business | Til Schuermann, Samuel Hanson |
Corporate governance, shareholder rights and firm diversification: an empirical analysis. | Business | Wallace N. Davidson, Young Sang Kim, Pornsit Jiraporn, Manohar Singh |
Credit channel, trade credit channel, and inventory investment: evidence from a panel of UK firms. | Business | Alessandra Guariglia, Simona Mateut |
Decomposing the effects of financial liberalization: crises vs. growth. | Business | Aaron Tornell, Frank Westermann, Romain Ranciere |
Deposit insurance and international bank liabilities. | Business | Harry Huizinga, Gaetan Nicodeme |
Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how? | Business | Lucio Sarno, Giorgio Valente |
Discrete versus continuous state switching models for portfolio credit risk. | Business | Andre Lucas, Pieter Klaassen |
Diversification benefits and persistence of US-based global bond funds.(global bond funds in international diversified markets ) | Business | Sirapat Polwitoon, Oranee Tawatnuntachai |
Does stock option-based executive compensation induce risk-taking? An analysis of the banking industry. | Business | Carl R. Chen, Thomas L. Steiner, Ann Marie Whyte |
Downside risk and asset pricing. | Business | Thierry Post, Pim van Vliet |
Dynamic depositor discipline in US banks.(unsecured deposits in banks of America ) | Business | Andrea M. Maechler, Kathleen M. McDill |
Dynamic portfolio selection with process control.(risk control process in portfolio management ) | Business | Yonggan Zhao, Leonard MacLean, William Ziemba |
Dynamics of realized volatilities and correlations: an empirical study. | Business | Rene Ferland, Simon Lalancette |
Earnings management at rights issues thresholds - evidence from China. | Business | Qiao Yu, Bin Du |
Economic benefit of powerful credit scoring. | Business | Markus Leippold, Andreas Blochlinger |
Economic growth and the stability and efficiency of the financial sector. | Business | Mario I. Blejer |
Economies of scale and technological development in securities depository and settlement systems. | Business | Markku Malkamaki, Heiko Schmiedel, Juha Tarkka |
Economy-wide bond default rates: a maximum expected utility approach. | Business | Peter Chang, Craig Friedman, Sven Sandow, Mark Gold |
Effects of large shareholding on information asymmetry and stock liquidity. | Business | Larry H.P. Lang, Wai-Ming Fong, Najah Attig, Yoser Gadhoum |
Efficiency of the Polish banking industry: foreign versus domestic banks. | Business | Olena Havrylchyk |
Efficient fund of hedge funds construction under downside risk measures. | Business | David P. Morton, Elmira Popova, Ivilina Popova |
Equilibrium exchange rates in Central and Eastern Europe: a meta-regression analysis.(foreign exchange rates) | Business | Balazs Egert, Laszlo Halpern |
Estimating product market competition: methodology and application. | Business | Simi Kedi |
Estimation of rating class transition probabilities with incomplete data. | Business | Thomas Mahlmann |
Evolution of international stock and bond market integration: influence of the European Monetary Union. | Business | Fariborz Moshirian, Eliza Wu, Suk-Joong Kim |
Exchange rate pass-through in EMU acceding countries: empirical analysis and policy implications.(Economic and Monetary Union ) | Business | Fabrizio Coricelli, BoUtjan Jazbec, Igor Masten |
Expected versus unexpected monetary policy impulses and interest rate pass-through in euro-zone retail banking markets. | Business | Stefanie Kleimeier, Harald Sander |
Explaining cross-border large-value payment flows: evidence from TARGET and EURO1 data. | Business | Simonetta Rosati, Stefania Secola |
Extreme spectral risk measures: an application to futures clearinghouse margin requirements. | Business | John Cotter, Kevin Dowd |
Factor based index tracking. | Business | Massimiliano Marcellino, Francesco Corielli |
Financial stability: a worthy goal, but how feasible? | Business | Stephen S. Poloz |
Fiscal adjustment in EU countries: a balance sheet approach. | Business | Gian Maria Milesi-Ferretti, Kenji Moriyama |
Fitting prices with a complete model.(parameter estimation for volatility) | Business | Gianna Figa-Talamanca, Maria Letizia Guerra |
Foreign banks and credit stability in Central and Eastern Europe. a panel data analysis. | Business | Ralph de Haas, Iman van Lelyveld |
Gains from structured product markets: The case of reverse-exchangeable securities (RES). | Business | Bruce A. Benet, Antoine Giannetti, Seema Pissaris |
Hedging the value of waiting.(timing in investment) | Business | Graeme A. Guthrie, Glen W. Boyle |
Hedging volatility risk. | Business | Menachem Brenner, Jin E. Zhang, Ernest Y. Ou |
Historical financing of small- and medium-size enterprises. | Business | Robert Cull, Naomi R. Lamoreaux, Lance E. Davis, Jean-Laurent Rosenthal |
How to fend off shoulder surfing.(preventing leak of credit card information) | Business | Volker Roth, Kai Richter |
Immunization using a stochastic-process independent multi-factor model: the Portuguese experience. | Business | Jorge Miguel Ventura Bravo, Carlos Manuel Pereira da Silva |
Implied migration rates from credit barrier models.(pricing theory and risk management ) | Business | Claudio Albanese, Oliver X. Chen |
Inferring the default rate in a population by comparing two incomplete default databases. | Business | Roger M. Stein, Douglas W. Dwyer |
Institutional ownership changes and returns around analysts' earnings forecast release events: evidence from Taiwan. | Business | An-Sing Chen, Bi-Shia Hong |
Integrating market and credit risk: a simulation and optimisation perspective. | Business | Stavros A. Zenios, Norbert J. Jobst, Gautam Mitra |
Interaction of credit and liquidity risks: Modelling and valuation. | Business | Harry Zheng |
Internal ratings systems, implied credit risk and the consistency of banksE risk classification policies. | Business | Tor Jacobson, Kasper Roszbach, Jesper Linde |
International corporate investment and the relationships between financial constraint measures. | Business | Sean Cleary |
International stockubond correlations in a simple affine asset pricing model. | Business | Stefano dEAddona, Axel H. Kind |
International transmission of inflation among G-7 countries:a data-determined VAR analysis. | Business | Jian Yang, Zijun Wang, Hui Guo |
Investment and financing activity following calls of convertible bonds. | Business | Michael J. Alderson, Duane R. Stock, Brian L. Betker |
Investment banker reputation and two-stage combination carve-outs and spin-offs. | Business | Thomas H. Thompson, Vince Apilado |
Investor monitoring and differences in mutual fund performance. | Business | Christopher James, Jason Karceski |
Investor protection and the liquidity of cross-listed securities: evidence from the ADR market.(American Depository Receipts Market) | Business | Huimin Chung |
Issue costs in the Eurobond market: The effects of market integration. | Business | Doron Nissim, Arie Melnik |
Large market shocks and abnormal closed-end-fund price behaviour. | Business | Ana-Maria Fuertes, Dylan C. Thomas |
Liquidity risk in securities settlement. | Business | Johan Devriese, Janet Mitchell |
Macroeconomic announcements and asymmetric volatility in bond returns. | Business | Peter de Goeij, Wessel Marquering |
Market discipline and deposit insurance reform in Japan. | Business | Masami Imai |
Market structure and competitive conditions in the Arab GCC banking system. | Business | Kent Matthews, Saeed Al-Muharrami, Yusuf Khabari |
M&As performance in the European financial industry. | Business | Jose Manuel Campa, Ignacio Hernando |
Master funds in portfolio analysis with general deviation measures. | Business | R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin |
Minimizing CVaR and VaR for a portfolio of derivatives.(value at risk and conditional value risk) | Business | T.F. Coleman, Y. Li, S. Alexander |
Monetary and financial stability: here to stay? | Business | Claudio Borio |
Monetary transmission via the administered interest rates channel.(monetary systems ) | Business | Keshab Shrestha, Beng Soon Chong |
Multi-period stochastic optimization models for dynamic asset allocation. | Business | Norio Hibiki |
Nonlinear term structure dependence: Copula functions, empirics, and risk implications. | Business | Markus Junker, Alex Szimayer, Niklas Wagner |
On the estimation and comparison of short-rate models using the generalised method of moments. | Business | Philip Gray, Robert Faff |
On the short-term predictability of exchange rates: a BVAR time-varying parameters approach.(Bayesian vector autoregressive) | Business | Nicholas Sarantis |
On time-scaling of risk and the square-root-of-time rule.(risk assessment ) | Business | Jon Danielsson, Jean-Pierre Zigrand |
Optimal credit limit management under different information regimes. | Business | Markus Leippold, Paolo Vanini, Silvan Ebnoether |
Payout policy, taxes, and the relation between returns and the bid-ask spread. | Business | Gady Jacoby, Aron A. Gottesman |
Portfolio implications of systemic crises. | Business | Kees Koedijk, Erik Kole, Marno Verbeek |
Portfolio optimization with stochastic dominance constraints. | Business | Darinka Dentcheva, Andrzej Ruszczy?ski |
Portfolio selection using hierarchical Bayesian analysis and MCMC methods. | Business | Alex Greyserman, Douglas H. Jones, William E. Strawderman |
Portfolio selection with a drawdown constraint. | Business | Gordon J. Alexander, Alexandre M. Baptista |
Pricing growth-indexed bonds. | Business | Paolo Mauro, Marcos Chamon |
Pricing methods and hedging strategies for volatility derivatives. | Business | K.R. Vetzal, P.A. Forsyth, H. Windcliff |
Quantitative models for operational risk: extremes, dependence and aggregation. | Business | V. Chavez-Demoulin, P. Embrechts, J. NeUlehova |
Reactions of Japanese markets to changes in credit ratings by global and local agencies. | Business | William T. Moore, Joanne Li, Yoon S. Shin |
Real effective exchange rate volatility and growth: a framework to measure advantages of flexibility vs. cost of volatility. | Business | Michele Bagella, Leonardo Becchetti, Iftekhar Hasan |
Real exchange rates in small open OECD and transition economies: comparing apples with oranges?(Organisation for Economic Co-operation and Development, Central and Eastern Europe countries, Baltic states) | Business | Balazs Egert, Kirsten Lommatzsch, Amina Lahreche-Revil |
Realized volatility and transactions.(uncertainty in stock returns ) | Business | Choon Chat Chan, Wai Mun Fong |
Retail deposit fees and multimarket banking. | Business | Timothy H. Hannan |
Scale economies, X-efficiency, and convergence of productivity among bank holding companies. | Business | Michael K. Fung |
Should banks own equity stakes in their borrowers? A contractual solution to hold-up problems. | Business | Jan Mahrt-Smith |
Sovereign credit ratings: guilty beyond reasonable doubt?(negative economic ratings by credit rating agencies ) | Business | Nada Mora |
Spanish treasury bond market liquidity and volatility pre-and post-European Monetary Union. | Business | Antonio Diaz, John J. Merrick, Eliseo Navarro |
Switching costs and adverse selection in the market for credit cards: new evidence. | Business | Loretta J. Mester, Paul S. Calem, Michael B. Gordy |
System identification in noisy data environments: an application to six Asian stock markets. | Business | Cornelis A. Los |
Taxes and dividend clientele: Evidence from trading and ownership structure. | Business | Richard Roll, Avanidhar Subrahmanyam, Yi-Tsung Lee, Yu-Jane Liu |
The contribution of market makers to liquidity and efficiency of options trading in electronic markets. | Business | Rafi Eldor, Shmuel Hauser, Batia Pilo, Itzik Shurki |
The dark side of diversification: the case of US financial holding companies. | Business | Kevin J. Stiroh, Adrienne Rumble |
The effect of heterogeneous risk on the early adoption of Internet banking technologies. | Business | Scott E. Hein, Keldon Bauer |
The forward bias in the ECU: Peso risks vs. fads and fashions.(European Credit Union) | Business | Piet Sercu, Tom Vinaimont |
The hidden dangers of historical simulation.(value-at-risk computation methods in portfolio management ) | Business | Matthew Pritsker |
The history and performance of concept stocks. | Business | Ralph A. Walkling, Jim Hsieh |
The IMF in a world of private capital markets.(International Monitory Fund and capital flows in private markets ) | Business | Ashoka Mody, Barry Eichengreen, Kenneth Kletzer |
The impact of bank entry in the Japanese corporate bond underwriting market. | Business | Sumiko Takaoka, C.R. McKenzie |
The impact of macroeconomic and regulatory factors on bank efficiency: a non-parametric analysis of Hong KongEs banking system. | Business | Leigh Drake, Richard Simper, Maximilian J.B. Hall |
The impact of mean reversion of bank profitability on post-merger performance in the banking industry. | Business | Mukesh Chaudhry, Morris Knapp, Alan Gart |
The influence of financial and legal institutions on firm size. | Business | Thorsten Beck, Vojislav Maksimovic, Asl? Demirguc-Kunt |
The magnitude of a market crash can be predicted.(extreme value theory for forecasting stock market ) | Business | S.Y. Novak, J. Beirlant |
The market value impact of operational loss events for US banks and insurers. | Business | J. David Cummins, Christopher M. Lewis, Ran Wei |
The role of factoring for financing small and medium enterprises. | Business | Leora Klapper |
The role of foreign currency debt in financial crises: 1880-1913 versus 1972-1997. | Business | Michael D. Bordo, Christopher M. Meissner |
The strategic use of corporate venture financing for securing demand. | Business | Yohanes E. Riyanto, Armin Schwienbacher |
The wealth effect of forced bank mergers and cronyism. | Business | Chong Beng-Soon, Liu Ming-Hua, Tan Kok-Hui |
The X-efficiency of commercial banks in Hong Kong. | Business | Simon H. Kwan |
Time and dynamic volumeuvolatility relation.(activity time duration between two consecutive transactions ) | Business | Xiaoqing Eleanor Xu, Peter Chen, Chunchi Wu |
Time-varying risk premia and the cross section of stock returns. | Business | Hui Guo |
UK bank services for small business: How competitive is the market? | Business | Shelagh Heffernan |
Unconditional return disturbances: A non-parametric simulation approach. | Business | Robert G. Tompkins, Rita L. DEEcclesia |
Utility-based performance measures for regression models.(stock performances in financial markets ) | Business | Craig Friedman, Sven Sandow |
Valuation impact of Sarbanes-Oxley: evidence from disclosure and governance within the financial services industry.(Sarbanes-Oxley Act of 2002, United States) | Business | Aigbe Akhigbe, Anna D. Martin |
Valuation ratios and price deviations from fundamentals. | Business | Jerry Coakley, Ana-Maria Fuertes |
Volatility effects of institutional trading in foreign stocks. | Business | Robert A. Wood, Chiraphol N. Chiyachantana, Pankaj K. Jain, Christine Jiang |
What do deficits tell us about debt? Empirical evidence on creative accounting with fiscal rules in the EU. | Business | Jurgen von Hagen, Guntram B. Wolff |
What explains household stock holdings? | Business | Miquel Faig, Pauline Shum |
What is in it for us? Network effects and bank payment innovation. | Business | Alistair Milne |
Why firm access to the bond market differs over the business cycle: a theory and some evidence. | Business | Joao A.C. Santos |
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