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Volume 32; Issue 10
Main
Journal of Banking & Finance
Volume 32; Issue 10
Journal of Banking & Finance
Volume 32; Issue 10
1
On real interest rate dynamics and regime switching
Angelos Kanas
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 171 KB
Your tags:
english, 2008
2
A revisited and stable Fourier transform method for affine jump diffusion models
Marcello Minenna
,
Paolo Verzella
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 359 KB
Your tags:
english, 2008
3
Time-consistency in managing a commodity portfolio: A dynamic risk measure approach
Hélyette Geman
,
Steve Ohana
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 1.14 MB
Your tags:
english, 2008
4
An econometric analysis of emission allowance prices
Marc S. Paolella
,
Luca Taschini
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 244 KB
Your tags:
english, 2008
5
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium
Fred Espen Benth
,
Álvaro Cartea
,
Rüdiger Kiesel
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 285 KB
Your tags:
english, 2008
6
Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets
Gianluca Fusai
,
Marina Marena
,
Andrea Roncoroni
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 285 KB
Your tags:
english, 2008
7
Robust optimization of conditional value at risk and portfolio selection
Anna Grazia Quaranta
,
Alberto Zaffaroni
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 200 KB
Your tags:
english, 2008
8
Beyond Sharpe ratio: Optimal asset allocation using different performance ratios
Simone Farinelli
,
Manuel Ferreira
,
Damiano Rossello
,
Markus Thoeny
,
Luisa Tibiletti
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 186 KB
Your tags:
english, 2008
9
Pricing discretely monitored Asian options under Lévy processes
Gianluca Fusai
,
Attilio Meucci
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 426 KB
Your tags:
english, 2008
10
Risk management in commodity and financial markets
Rita L. D’Ecclesia
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 68 KB
Your tags:
english, 2008
11
Information acquisition and financial contagion
Augusto Hasman
,
Margarita Samartín
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 252 KB
Your tags:
english, 2008
12
An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility
Charles Cao
,
Eric C. Chang
,
Ying Wang
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 492 KB
Your tags:
english, 2008
13
How does the call market method affect price efficiency? Evidence from the Singapore Stock Market
Rosita P. Chang
,
S. Ghon Rhee
,
Gregory R. Stone
,
Ning Tang
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 232 KB
Your tags:
english, 2008
14
Influence of disclosure and governance on risk of US financial services firms following Sarbanes-Oxley
Aigbe Akhigbe
,
Anna D. Martin
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 207 KB
Your tags:
english, 2008
15
A century of corporate takeovers: What have we learned and where do we stand?
Marina Martynova
,
Luc Renneboog
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 345 KB
Your tags:
english, 2008
16
Financial distress, corporate control, and management turnover
Philipp Jostarndt
,
Zacharias Sautner
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 236 KB
Your tags:
english, 2008
17
Developing a stress testing framework based on market risk models
Carol Alexander
,
Elizabeth Sheedy
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 268 KB
Your tags:
english, 2008
18
The optimal structure of PD buckets
Thiemo Krink
,
Sandra Paterlini
,
Andrea Resti
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 202 KB
Your tags:
english, 2008
19
Bayesian inference for issuer heterogeneity in credit ratings migration
Ashay Kadam
,
Peter Lenk
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 156 KB
Your tags:
english, 2008
20
Tunneling and propping: A justification for pyramidal ownership
Yohanes E. Riyanto
,
Linda A. Toolsema
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 389 KB
Your tags:
english, 2008
21
Bank shareholding and lending: Complementarity or substitution? Some evidence from a panel of large Italian firms
Emilio Barucci
,
Fabrizio Mattesini
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 184 KB
Your tags:
english, 2008
22
A behavioral explanation for the negative asymmetric return–volatility relation
Ann Marie Hibbert
,
Robert T. Daigler
,
Brice Dupoyet
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 200 KB
Your tags:
english, 2008
23
The performance effect of managerial ownership: Evidence from China
Yifan Hu
,
Xianming Zhou
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 167 KB
Your tags:
english, 2008
24
Market quality changes in the London Stock Market
Patricia L. Chelley-Steeley
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 127 KB
Your tags:
english, 2008
25
Editorial Board
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 39 KB
Your tags:
english, 2008
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