Volume 33; Issue 6

Journal of Banking & Finance

Volume 33; Issue 6
1

Investor protection and convertible debt design

Cheng-Few Lee, Kin-Wai Lee, Gillian Hian-Heng Yeo
Journal:
Journal of Banking & Finance
Year:
2009
Language:
english
File:
PDF, 208 KB
english, 2009
2

News and the cross-section of expected corporate bond returns

Abhay Abhyankar, Angelica Gonzalez
Journal:
Journal of Banking & Finance
Year:
2009
Language:
english
File:
PDF, 210 KB
english, 2009
4

Extreme coexceedances in new EU member states’ stock markets

Charlotte Christiansen, Angelo Ranaldo
Journal:
Journal of Banking & Finance
Year:
2009
Language:
english
File:
PDF, 202 KB
english, 2009
5

The jump component of S&P 500 volatility and the VIX index

Ralf Becker, Adam E. Clements, Andrew McClelland
Journal:
Journal of Banking & Finance
Year:
2009
Language:
english
File:
PDF, 213 KB
english, 2009
8

From boom ‘til bust: How loss aversion affects asset prices

Arjan Berkelaar, Roy Kouwenberg
Journal:
Journal of Banking & Finance
Year:
2009
Language:
english
File:
PDF, 270 KB
english, 2009
10

The slicing approach to valuing tax shields

Yuan-Chi Liu
Journal:
Journal of Banking & Finance
Year:
2009
Language:
english
File:
PDF, 245 KB
english, 2009
11

Time diversification: Definitions and some closed-form solutions

Kee H. Chung, William T. Smith, Tao L. Wu
Journal:
Journal of Banking & Finance
Year:
2009
Language:
english
File:
PDF, 407 KB
english, 2009
13

Political regimes, business cycles, seasonalities, and returns

John G. Powell, Jing Shi, Tom Smith, Robert E. Whaley
Journal:
Journal of Banking & Finance
Year:
2009
Language:
english
File:
PDF, 281 KB
english, 2009
15

New strategies and a new paradigm for Shariah-compliant portfolio optimization

Ulrich Derigs, Shehab Marzban
Journal:
Journal of Banking & Finance
Year:
2009
Language:
english
File:
PDF, 1.05 MB
english, 2009
16

American GARCH employee stock option valuation

Angel León, Antoni Vaello-Sebastià
Journal:
Journal of Banking & Finance
Year:
2009
Language:
english
File:
PDF, 544 KB
english, 2009
17

The dynamics of the volatility skew: A Kalman filter approach

Mascia Bedendo, Stewart D. Hodges
Journal:
Journal of Banking & Finance
Year:
2009
Language:
english
File:
PDF, 504 KB
english, 2009
18

Extending the Basel II approach to estimate capital requirements for equity investments

Mark Johnston
Journal:
Journal of Banking & Finance
Year:
2009
Language:
english
File:
PDF, 623 KB
english, 2009
19

Health status and portfolio choice: Causality or heterogeneity?

Elliott Fan, Ruoyun Zhao
Journal:
Journal of Banking & Finance
Year:
2009
Language:
english
File:
PDF, 217 KB
english, 2009
20

Editorial Board

Journal:
Journal of Banking & Finance
Year:
2009
Language:
english
File:
PDF, 19 KB
english, 2009