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Content
2015, Volume 55, Issue C
- 215-231 Credit spreads and state-dependent volatility: Theory and empirical evidence
by Perrakis, Stylianos & Zhong, Rui
- 232-245 Systemic risk of insurers around the globe
by Bierth, Christopher & Irresberger, Felix & Weiß, Gregor N.F.
- 246-259 Institutional herding in international markets
by Choi, Nicole & Skiba, Hilla
- 260-280 Executive compensation and informed trading in acquiring firms around merger announcements
by Ordu, Umut & Schweizer, Denis
- 281-294 Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed
by Gnabo, Jean-Yves & Moccero, Diego Nicolas
- 295-326 Size and value risk in financial firms
by Baek, Seungho & Bilson, John F.O.
- 327-339 The market valuation of share repurchases in Europe
by Andriosopoulos, Dimitris & Lasfer, Meziane
- 340-357 Drivers of cross-border banking exposures during the crisis
by Cerutti, Eugenio
- 361-379 Excess control rights, financial crisis and bank profitability and risk
by Saghi-Zedek, Nadia & Tarazi, Amine
- 380-392 Loan collateral, corporate investment, and business cycle
by Aivazian, Varouj & Gu, Xinhua & Qiu, Jiaping & Huang, Bihong
- 393-405 International political risk and government bond pricing
by Huang, Tao & Wu, Fei & Yu, Jing & Zhang, Bohui
- 406-424 Does banks’ dual holding affect bank lending and firms’ investment decisions? Evidence from China
by Pan, Xiaofei & Tian, Gary Gang
2015, Volume 54, Issue C
- 1-19 Determinants of bank interest margins: Impact of maturity transformation
by Entrop, Oliver & Memmel, Christoph & Ruprecht, Benedikt & Wilkens, Marco
- 20-29 Banking crises and the lender of last resort: How crucial is the role of information?
by Naqvi, Hassan
- 30-45 Does the value of cash holdings deteriorate or improve with material weaknesses in internal control over financial reporting?
by Huang, Pinghsun & Guo, Jun & Ma, Tongshu & Zhang, Yan
- 46-59 Did Regulation Fair Disclosure affect credit markets?
by Li, Yutao & Saunders, Anthony & Shao, Pei
- 60-71 A parametric alternative to the Hill estimator for heavy-tailed distributions
by Kim, Joseph H.T. & Kim, Joocheol
- 72-86 (How) has the market become more efficient?
by Bertone, Stephen & Paeglis, Imants & Ravi, Rahul
- 87-103 Which financial stocks did short sellers target in the subprime crisis?
by Hasan, Iftekhar & Massoud, Nadia & Saunders, Anthony & Song, Keke
- 104-114 The price of liquidity: CD rates charged by money market funds
by Whitledge, Matthew D. & Winters, Drew B.
- 115-128 CEO entrenchment and corporate liquidity management
by Elyasiani, Elyas & Zhang, Ling
- 129-140 Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
by Siburg, Karl Friedrich & Stoimenov, Pavel & Weiß, Gregor N.F.
- 141-159 The effects of employee stock option plans on operating performance in Chinese firms
by Fang, Hongyan & Nofsinger, John R. & Quan, Juan
- 160-174 Teaching teenagers in finance: Does it work?
by Lührmann, Melanie & Serra-Garcia, Marta & Winter, Joachim
- 175-191 Mixture pair-copula-constructions
by Weiß, Gregor N.F. & Scheffer, Marcus
- 192-207 Flight to liquidity and the Great Recession
by Radde, Sören
- 208-221 An investigation of credit borrower concentration
by Rao, Pingui & Yue, Heng & Zhu, Jigao
- 222-238 The resolution of failed banks during the crisis: Acquirer performance and FDIC guarantees, 2008–2013
by Cowan, Arnold R. & Salotti, Valentina
- 239-253 A comparison of the information in the LIBOR and CMT term structures of interest rates
by Brooks, Robert & Cline, Brandon N. & Enders, Walter
- 254-265 Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models
by Belke, Ansgar & Beckmann, Joscha
- 266-280 Commonality in hedge fund returns: Driving factors and implications
by Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin
2015, Volume 53, Issue C
- 1-17 The certification value of private debt renegotiation and the design of financial contracts: Empirical evidence from Europe
by Godlewski, Christophe J.
- 18-33 Commodity prices and BRIC and G3 liquidity: A SFAVEC approach
by Ratti, Ronald A. & Vespignani, Joaquin L.
- 34-48 Pricing currency derivatives under the benchmark approach
by Baldeaux, Jan & Grasselli, Martino & Platen, Eckhard
- 49-66 Model uncertainty and systematic risk in US banking
by Baele, Lieven & De Bruyckere, Valerie & De Jonghe, Olivier & Vander Vennet, Rudi
- 67-83 Local IPOs, local delistings, and the firm location premium
by Baschieri, Giulia & Carosi, Andrea & Mengoli, Stefano
- 84-98 In search of robust methods for dynamic panel data models in empirical corporate finance
by Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol
- 99-111 The role of interbank relationships and liquidity needs
by Craig, Ben R. & Fecht, Falko & Tümer-Alkan, Günseli
- 112-123 Can regulators allow banks to set their own capital ratios?
by Cathcart, Lara & El-Jahel, Lina & Jabbour, Ravel
- 124-139 The costs and benefits of short sale disclosure
by Duong, Truong X. & Huszár, Zsuzsa R. & Yamada, Takeshi
- 140-157 Profitability of time series momentum
by He, Xue-Zhong & Li, Kai
- 158-178 Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals
by Tavin, Bertrand
- 179-187 Barrier style contracts under Lévy processes: An alternative approach
by Fajardo, José
- 188-201 Earnings baths by CEOs during turnovers: empirical evidence from German savings banks
by Bornemann, Sven & Kick, Thomas & Pfingsten, Andreas & Schertler, Andrea
- 202-214 Board diversity and its effects on bank performance: An international analysis
by García-Meca, Emma & García-Sánchez, Isabel-María & Martínez-Ferrero, Jennifer
- 215-232 Venture capital exits in domestic and cross-border investments
by Espenlaub, Susanne & Khurshed, Arif & Mohamed, Abdulkadir
- 233-248 Has the financial system become safer after the crisis? The changing nature of financial institution risk
by Calluzzo, Paul & Dong, Gang Nathan
- 249-265 Credit rationing and relationship lending. Does firm size matter?
by Cenni, Stefano & Monferrà, Stefano & Salotti, Valentina & Sangiorgi, Marco & Torluccio, Giuseppe
- 266-277 Basel III leverage ratio requirement and the probability of bank runs
by Dermine, Jean
2015, Volume 52, Issue C
- 1-16 Do mutual funds herd in industries?
by Celiker, Umut & Chowdhury, Jaideep & Sonaer, Gokhan
- 17-28 Why do options prices predict stock returns? Evidence from analyst tipping
by Lin, Tse-Chun & Lu, Xiaolong
- 29-42 Counterparty risk for CDS: Default clustering effects
by Bo, Lijun & Capponi, Agostino
- 43-61 Credit default swaps and the market for sovereign debt
by Ismailescu, Iuliana & Phillips, Blake
- 62-76 Is volatility clustering of asset returns asymmetric?
by Ning, Cathy & Xu, Dinghai & Wirjanto, Tony S.
- 77-88 Uninsured deposits as a monitoring device: Their impact on bond yields of banks
by Alanis, Emmanuel & Beladi, Hamid & Quijano, Margot
- 89-100 Variable selection and corporate bankruptcy forecasts
by Tian, Shaonan & Yu, Yan & Guo, Hui
- 101-111 Unconventional monetary policy had large international effects
by Neely, Christopher J.
- 112-129 Financial distress, outside directors and corporate tax aggressiveness spanning the global financial crisis: An empirical analysis
by Richardson, Grant & Lanis, Roman & Taylor, Grantley
- 130-139 Dynamic technical and allocative efficiencies in European banking
by Tsionas, Efthymios G. & Assaf, A. George & Matousek, Roman
- 140-155 Capital requirements for over-the-counter derivatives central counterparties
by Lin, Li & Surti, Jay
- 160-179 Bailout uncertainty in a microfounded general equilibrium model of the financial system
by Cukierman, Alex & Izhakian, Yehuda
- 180-188 Don’t Stand So Close to Me: The role of supervisory style in banking stability
by Carretta, Alessandro & Farina, Vincenzo & Fiordelisi, Franco & Schwizer, Paola & Stentella Lopes, Francesco Saverio
- 189-198 Exclusion, competition, and regulation in the retail loan market
by Melnik, Arie & Shy, Oz
- 199-207 Shareholder value creation in Japanese banking
by Radić, Nemanja
- 208-216 Bank performance and convergence during the financial crisis: Evidence from the ‘old’ European Union and Eurozone
by Matousek, Roman & Rughoo, Aarti & Sarantis, Nicholas & George Assaf, A.
- 217-229 The performance of US equity mutual funds
by Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman
- 230-244 Analyzing Federal Reserve asset purchases: From whom does the Fed buy?
by Carpenter, Seth & Demiralp, Selva & Ihrig, Jane & Klee, Elizabeth
- 245-255 The impact of monetary policy announcements on the stock price of large European banks during the financial crisis
by Ricci, Ornella
- 256-265 Rate fears gauges and the dynamics of fixed income and equity volatilities
by Mele, Antonio & Obayashi, Yoshiki & Shalen, Catherine
- 266-280 Institutional failure or market failure?
by Mathur, Ike & Marcelin, Isaac
2015, Volume 51, Issue C
- 1-11 The pricing of deposit insurance in the presence of systematic risk
by Lee, Shih-Cheng & Lin, Chien-Ting & Tsai, Ming-Shann
- 12-25 Brothers from different mothers how distribution fees change investment behavior
by Navone, Marco & Pagani, Marco
- 26-42 Retail clientele and option returns
by Choy, Siu-Kai
- 43-61 Bank funding stability, pricing strategies and the guidance of depositors
by Schlueter, Tobias & Sievers, Soenke & Hartmann-Wendels, Thomas
- 62-78 The role of underwriter peer networks in IPOs
by Chuluun, Tuugi
- 79-92 Investment-based financing constraints and debt renegotiation
by Shibata, Takashi & Nishihara, Michi
- 93-102 Capital adequacy tests and limited liability of financial institutions
by Koch-Medina, Pablo & Moreno-Bromberg, Santiago & Munari, Cosimo
- 103-118 Costs and benefits of financial regulation: Short-selling bans and transaction taxes
by Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan
- 119-130 Managing risk in multi-asset class, multimarket central counterparties: The CORE approach
by Vicente, L.A.B.G. & Cerezetti, F.V. & De Faria, S.R. & Iwashita, T. & Pereira, O.R.
- 131-150 How corporate governance affect firm value? Evidence on a self-dealing channel from a natural experiment in Korea
by Black, Bernard S. & Kim, Woochan & Jang, Hasung & Park, Kyung-Suh
2015, Volume 50, Issue C
- 1-18 National culture and corporate cash holdings around the world
by Chen, Yangyang & Dou, Paul Y. & Rhee, S. Ghon & Truong, Cameron & Veeraraghavan, Madhu
- 19-33 The role of life insurance in an emerging economy: Human capital protection, assets allocation and social interaction
by Shi, Xiaojun & Wang, Hung-Jen & Xing, Chunbing
- 34-51 Identifying, valuing and hedging of embedded options in non-maturity deposits
by Blöchlinger, Andreas
- 52-68 Multinational banks in the crisis: Foreign affiliate lending as a mirror of funding pressure and competition on the internal capital market
by Frey, Rainer & Kerl, Cornelia
- 69-80 Cross-border LBOs
by Cao, Jerry X. & Cumming, Douglas & Qian, Meijun & Wang, Xiaoming
- 81-91 Convergence of European retail payments
by Martikainen, Emmi & Schmiedel, Heiko & Takalo, Tuomas
- 92-105 Measuring the liquidity part of volume
by Darolles, Serge & Fol, Gaëlle Le & Mero, Gulten
- 106-120 The information content of option-implied information for volatility forecasting with investor sentiment
by Seo, Sung Won & Kim, Jun Sik
- 121-140 Credit spreads with dynamic debt
by Das, Sanjiv R. & Kim, Seoyoung
- 141-156 Does microfinance change informal lending in village economies? Evidence from Bangladesh
by Islam, Asadul & Nguyen, Chau & Smyth, Russell
- 157-168 On the use of options by mutual funds: Do they know what they are doing?
by Cici, Gjergji & Palacios, Luis-Felipe
- 169-182 Momentum is really short-term momentum
by Gong, Qiang & Liu, Ming & Liu, Qianqiu
- 183-203 Liquidity, credit quality, and the relation between volatility and trading activity: Evidence from the corporate bond market
by Wang, Junbo & Wu, Chunchi
- 204-213 Wall of cash: The investment-cash flow sensitivity when capital becomes abundant
by Andrén, Niclas & Jankensgård, Håkan
- 214-223 Order-to-trade ratios and market liquidity
by Friederich, Sylvain & Payne, Richard
- 224-241 The prediction of fund failure through performance diagnostics
by Cogneau, Philippe & Hübner, Georges
- 242-259 Cross-border banking, bank market structures and market power: Theory and cross-country evidence
by Bremus, Franziska M.
- 260-270 Dynamic interaction between markets for leasing and selling automobiles
by Andrikopoulos, Athanasios & Markellos, Raphael N.
- 273-285 Contagious synchronization and endogenous network formation in financial networks
by Aymanns, Christoph & Georg, Co-Pierre
- 286-297 Systemic banks and the lender of last resort
by Ponce, Jorge & Rennert, Marc
- 298-307 A theoretical model of bank lending: Does ownership matter in times of crisis?
by Brei, Michael & Schclarek, Alfredo
- 308-325 A macro-financial analysis of the euro area sovereign bond market
by Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & de Sola Perea, Maite
- 326-339 Bank ownership and credit over the business cycle: Is lending by state banks less procyclical?
by Bertay, Ata Can & Demirgüç-Kunt, Asli & Huizinga, Harry
- 340-362 Assessing competition in the banking industry: A multi-product approach
by Barbosa, Klenio & de Paula Rocha, Bruno & Salazar, Fernando
- 363-380 Financial literacy and the demand for financial advice
by Calcagno, Riccardo & Monticone, Chiara
- 383-399 How likely is contagion in financial networks?
by Glasserman, Paul & Young, H. Peyton
- 400-410 Modeling contagion in the Eurozone crisis via dynamical systems
by Castellacci, Giuseppe & Choi, Youngna
- 411-427 Industry characteristics and financial risk contagion
by Chiu, Wan-Chien & Peña, Juan Ignacio & Wang, Chih-Wei
- 428-439 Reputation, risk-taking, and macroprudential policy
by Aikman, David & Nelson, Benjamin & Tanaka, Misa
- 440-454 The impact of the EU/ECB/IMF bailout programs on the financial and real sectors of the ASE during the Greek sovereign crisis
by Kosmidou, Kyriaki V. & Kousenidis, Dimitrios V. & Negakis, Christos I.
- 455-474 Bank regulation, risk and return: Evidence from the credit and sovereign debt crises
by Hoque, Hafiz & Andriosopoulos, Dimitris & Andriosopoulos, Kostas & Douady, Raphael
- 475-492 Monitoring the “invisible” hand of market discipline: Capital adequacy revisited
by Hasan, Iftekhar & Siddique, Akhtar & Sun, Xian
- 493-505 Robustness of distance-to-default
by Jessen, Cathrine & Lando, David
- 506-513 The role of regulatory credibility in effective bank regulation
by Clark, Ephraim & Jokung, Octave
- 514-527 Liquidity risk and policy options
by Maddaloni, Giuseppe
- 528-546 Privatization, financial development, property rights and growth
by Marcelin, Isaac & Mathur, Ike
- 547-561 The impact of institutional investors on mergers and acquisitions in the United Kingdom
by Andriosopoulos, Dimitris & Yang, Shuai
- 562-574 The importance of being systemically important financial institutions
by Bongini, Paola & Nieri, Laura & Pelagatti, Matteo
- 575-588 Which are the SIFIs? A Component Expected Shortfall approach to systemic risk
by Banulescu, Georgiana-Denisa & Dumitrescu, Elena-Ivona
- 589-598 Herding on fundamental information: A comparative study
by Galariotis, Emilios C. & Rong, Wu & Spyrou, Spyros I.
- 599-607 Combining accounting data and a structural model for predicting credit ratings: Empirical evidence from European listed firms
by Doumpos, Michael & Niklis, Dimitrios & Zopounidis, Constantin & Andriosopoulos, Kostas
- 608-615 Generalized runs tests to detect randomness in hedge funds returns
by Hentati-Kaffel, Rania & de Peretti, Philippe
- 616-631 Convertibility restriction in China’s foreign exchange market and its impact on forward pricing
by Wang, Yi David
- 632-643 Statistical evidence about LIBOR manipulation: A “Sherlock Holmes” investigation
by Fouquau, Julien & Spieser, Philippe K.
2014, Volume 49, Issue C
- 1-9 Risk allocation under liquidity constraints
by Csóka, Péter & Herings, P. Jean-Jacques
- 10-26 Bank risk and national governance in Asia
by Williams, Barry
- 27-40 Finding the core: Network structure in interbank markets
by in ’t Veld, Daan & van Lelyveld, Iman
- 41-55 Credit spread changes within switching regimes
by Maalaoui Chun, Olfa & Dionne, Georges & François, Pascal
- 56-68 Institutions and the turn-of-the-year effect: Evidence from actual institutional trades
by Lynch, Andrew & Puckett, Andy & Yan, Xuemin (Sterling)
- 69-81 The q-theory explanation for the external financing effect: New evidence
by Huang, Yuan & Lam, F.Y. Eric C. & Wei, K.C. John
- 82-99 The dynamics of hedge fund share restrictions
by Hong, Xin
- 100-112 Credit rating dynamics and competition
by Hirth, Stefan
- 113-130 Central bank liquidity provision and collateral quality
by Koulischer, François & Struyven, Daan
- 131-148 Mutual fund herding in response to hedge fund herding and the impacts on stock prices
by Jiao, Yawen & Ye, Pengfei
- 149-159 The poor are twice cursed: Wealth inequality and inefficient credit market
by Coco, Giuseppe & Pignataro, Giuseppe
- 160-168 Homeownership, informality and the transmission of monetary policy
by Elgin, Ceyhun & Uras, Burak R.
- 169-177 Financial fragility in the Great Moderation
by Bezemer, Dirk & Grydaki, Maria
- 178-190 What types of banks profit most from fees charged? A cross-country examination of bank-specific and country-level determinants
by Tennant, David & Sutherland, Richard
- 191-215 Time-varying expected momentum profits
by Kim, Dongcheol & Roh, Tai-Yong & Min, Byoung-Kyu & Byun, Suk-Joon
- 216-227 Unobserved systematic risk factor and default prediction
by Qi, Min & Zhang, Xiaofei & Zhao, Xinlei
- 228-241 Informed trading before positive vs. negative earnings surprises
by Park, Tae-Jun & Lee, Youngjoo & Song, Kyojik “Roy”
- 242-261 Estimating the distribution of total default losses on the Spanish financial system
by García-Céspedes, Rubén & Moreno, Manuel
- 262-274 Options resilience during extreme volatility: Evidence from the market events of May 2010
by Cakici, Nusret & Goswami, Gautam & Tan, Sinan
- 275-286 News sentiment in the gold futures market
by Smales, Lee A.
- 287-301 Stress testing interest rate risk exposure
by Abdymomunov, Azamat & Gerlach, Jeffrey
- 302-322 The impact of economic news on bond prices: Evidence from the MTS platform
by Paiardini, Paola
- 326-336 Macroprudential and monetary policies: Implications for financial stability and welfare
by Rubio, Margarita & Carrasco-Gallego, José A.
- 337-355 House prices, capital inflows and macroprudential policy
by Mendicino, Caterina & Punzi, Maria Teresa
- 356-366 Does competition influence the bank lending channel in the euro area?
by Fungáčová, Zuzana & Solanko, Laura & Weill, Laurent
- 367-385 The great entanglement: The contagious capacity of the international banking network just before the 2008 crisis
by Garratt, Rodney J. & Mahadeva, Lavan & Svirydzenka, Katsiaryna
- 386-397 Ex-ante implications of sovereign default
by Malik, Samreen
- 398-408 Semiparametric estimation of multi-asset portfolio tail risk
by Dias, Alexandra
- 409-423 Reprint of: The impact of enterprise risk management on the marginal cost of reducing risk: Evidence from the insurance industry
by Eckles, David L. & Hoyt, Robert E. & Miller, Steve M.
- 424-441 Sell-side analysts’ career concerns during banking stresses
by Nolte, Ingmar & Nolte, Sandra & Vasios, Michalis
- 442-458 The influence of buy-side analysts on mutual fund trading
by Frey, Stefan & Herbst, Patrick
- 459-468 Forecasting US recessions: The role of sentiment
by Christiansen, Charlotte & Eriksen, Jonas Nygaard & Møller, Stig Vinther
- 469-482 The determinants of international equity investment: Do they differ between institutional and noninstitutional investors?
by Roque, Vanda & Cortez, Maria Céu
- 483-494 A novel equity valuation and capital allocation model for use by long-term value-investors
by Rajaratnam, Myuran & Rajaratnam, Bala & Rajaratnam, Kanshukan
- 495-505 Does bank market power affect SME financing constraints?
by Ryan, Robert M. & O’Toole, Conor M. & McCann, Fergal
- 506-514 Trademarking status and economic efficiency among commercial banks: Some evidence for the UK
by Duygun, Meryem & Sena, Vania & Shaban, Mohamed
- 515-533 Correlated bank runs, interbank markets and reserve requirements
by Cañón, Carlos & Margaretic, Paula
- 534-552 CEO duality and firm performance: Evidence from an exogenous shock to the competitive environment
by Yang, Tina & Zhao, Shan
- 553-569 Integrating corporate ownership and pension fund structures: A general equilibrium approach
by Ebrahim, M. Shahid & Mathur, Ike & ap Gwilym, Rhys
2014, Volume 48, Issue C
- 1-12 The role of correlation dynamics in sector allocation
by Kalotychou, Elena & Staikouras, Sotiris K. & Zhao, Gang
- 13-28 The rise of UK Seasoned Equity Offerings (SEOs) fees during the financial crisis: The role of institutional shareholders and underwriters
by Levis, Mario & Meoli, Michele & Migliorati, Katrin
- 29-41 A new set of improved Value-at-Risk backtests
by Ziggel, Daniel & Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik
- 42-56 The cost of capital and optimal financing policy in a dynamic setting
by Karpavičius, Sigitas
- 57-78 Too close for comfort? Geographic propinquity to political power and stock returns
by Pantzalis, Christos & Park, Jung Chul
- 79-93 Exploiting commodity momentum along the futures curves
by de Groot, Wilma & Karstanje, Dennis & Zhou, Weili
- 94-103 A sheep in wolf’s clothing: Can a central bank appear tougher than it is?
by Nijskens, Rob
- 104-119 The interest rate pass-through in the Euro area during the global financial crisis
by Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo
- 120-136 The effect of liquidity and solvency risk on the inclusion of bond covenants
by Cook, Douglas O. & Fu, Xudong & Tang, Tian
- 139-151 Bank pay caps, bank risk, and macroprudential regulation
by Thanassoulis, John
- 152-179 Information asymmetry around operational risk announcements
by Barakat, Ahmed & Chernobai, Anna & Wahrenburg, Mark
- 180-193 Socially responsible funds and market crises
by Nofsinger, John & Varma, Abhishek
- 194-209 Does bank ownership affect lending behavior? Evidence from the Euro area
by Ferri, Giovanni & Kalmi, Panu & Kerola, Eeva
- 210-223 Interest rate forecasts, state price densities and risk premium from Euribor options
by Ivanova, Vesela & Puigvert Gutiérrez, Josep Maria
- 224-234 Does global liquidity drive commodity prices?
by Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert
- 235-247 Openness and the finance-growth nexus
by Herwartz, Helmut & Walle, Yabibal M.
- 248-260 Discretionary ratings and the pricing of subprime mortgage-backed securities
by Lugo, Stefano
- 261-275 Credit constraints and spillovers from foreign firms in China
by Agarwal, Natasha & Milner, Chris & Riaño, Alejandro
- 276-291 State ownership, soft-budget constraints, and cash holdings: Evidence from China’s privatized firms
by Megginson, William L. & Ullah, Barkat & Wei, Zuobao
- 292-306 Bank liquidity, stock market participation, and economic growth
by Mattana, Elena & Panetti, Ettore
- 312-321 How does deposit insurance affect bank risk? Evidence from the recent crisis
by Anginer, Deniz & Demirguc-Kunt, Asli & Zhu, Min
- 322-333 Bank risk within and across equilibria
by Agur, Itai
- 334-349 Can European bank bailouts work?
by Schoenmaker, Dirk & Siegmann, Arjen
- 350-360 Banking risk and macroeconomic fluctuations
by Jin, Yi & Zeng, Zhixiong
- 361-373 Rehypothecation dilemma: Impact of collateral rehypothecation on derivative prices under bilateral counterparty credit risk
by Sakurai, Yuji & Uchida, Yoshihiko
- 374-385 Corporate governance and the dynamics of capital structure: New evidence
by Chang, Ya-Kai & Chou, Robin K. & Huang, Tai-Hsin
- 386-395 Do Japanese candlesticks help solve the trader’s dilemma?
by Detollenaere, Benoit & Mazza, Paolo
- 396-410 Funding advantage and market discipline in the Canadian banking sector
by Beyhaghi, Mehdi & D’Souza, Chris & Roberts, Gordon S.
- 411-424 Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market
by Chang, Eric C. & Luo, Yan & Ren, Jinjuan
2014, Volume 47, Issue C
- 1-14 Forecasting volatility of the U.S. oil market
by Haugom, Erik & Langeland, Henrik & Molnár, Peter & Westgaard, Sjur
- 15-28 Can interest rates really control house prices? Effectiveness and implications for macroprudential policy
by Shi, Song & Jou, Jyh-Bang & Tripe, David
- 29-40 The home bias is here to stay
by Levy, Haim & Levy, Moshe
- 41-53 CEO inside debt holdings and risk-shifting: Evidence from bank payout policies
by Srivastav, Abhishek & Armitage, Seth & Hagendorff, Jens
- 54-62 Does it pay to be ethical? Evidence from the FTSE4Good
by Belghitar, Yacine & Clark, Ephraim & Deshmukh, Nitin
- 63-73 Modeling and monitoring risk acceptability in markets: The case of the credit default swap market
by Madan, Dilip B.
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