Volume 30; Issue 8

Journal of Banking & Finance

Volume 30; Issue 8

1

The dark side of diversification: The case of US financial holding companies

Kevin J. Stiroh, Adrienne Rumble

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 878 KB

english, 2006

2

A credit risk model for large dimensional portfolios with application to economic capital

Kaj Nyström, Jimmy Skoglund

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 322 KB

english, 2006

3

Volatility effects of institutional trading in foreign stocks

Chiraphol N. Chiyachantana, Pankaj K. Jain, Christine Jiang, Robert A. Wood

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 186 KB

english, 2006

4

Factor based index tracking

Francesco Corielli, Massimiliano Marcellino

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 190 KB

english, 2006

5

On the short-term predictability of exchange rates: A BVAR time-varying parameters approach

Nicholas Sarantis

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 223 KB

english, 2006

6

Capital regulation, heterogeneous monitoring costs, and aggregate loan quality

Kenneth J. Kopecky, David VanHoose

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 369 KB

english, 2006

7

Candlestick technical trading strategies: Can they create value for investors?

Ben R. Marshall, Martin R. Young, Lawrence C. Rose

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 199 KB

english, 2006

8

Confidence intervals for probabilities of default

Samuel Hanson, Til Schuermann

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 238 KB

english, 2006

9

A new measure of cross-sectional risk and its empirical implications for portfolio risk management

Stefano Galluccio, Andrea Roncoroni

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 300 KB

english, 2006

10

Valuation ratios and price deviations from fundamentals

Jerry Coakley, Ana-Maria Fuertes

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 470 KB

english, 2006

11

Portfolio implications of systemic crises

Erik Kole, Kees Koedijk, Marno Verbeek

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 245 KB

english, 2006

12

A note on efficiency and productivity growth in the Korean Banking Industry, 1992–2002

Kang H. Park, William L. Weber

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 176 KB

english, 2006

13

The forward bias in the ECU: Peso risks vs. fads and fashions

Piet Sercu, Tom Vinaimont

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 209 KB

english, 2006

14

Editorial Board

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 28 KB

english, 2006