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Journal of Banking & Finance Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:eee:jbfina:v:21:y:1997:i:7:p:895-947 Inside the black box: What explains differences in the efficiencies of financial institutions? (1997). (2) RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:613-673 The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle (1998). (3) RePEc:eee:jbfina:v:25:y:2001:i:5:p:891-911 How does foreign entry affect domestic banking markets? (2001). (4) RePEc:eee:jbfina:v:19:y:1995:i:3-4:p:393-430 The role of capital in financial institutions (1995). (5) RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:959-977 The importance of relationships to the availability of credit (1998). (6) RePEc:eee:jbfina:v:23:y:1999:i:2-4:p:135-194 The consolidation of the financial services industry: Causes, consequences, and implications for the future (1999). (7) RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:389-405 Resolving the scale efficiency puzzle in banking (1993). (8) RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1283-1316 Is relationship lending special? Evidence from credit-file data in Germany (1998). (9) RePEc:eee:jbfina:v:15:y:1991:i:1:p:133-149 Bank commercial loan markets and the role of market structure: evidence from surveys of commercial lending (1991). (10) RePEc:eee:jbfina:v:1:y:1977:i:1:p:3-11 An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977). (11) RePEc:eee:jbfina:v:25:y:2001:i:12:p:2127-2167 The ability of banks to lend to informationally opaque small businesses (2001). (12) RePEc:eee:jbfina:v:23:y:1999:i:10:p:1499-1519 Building an incentive-compatible safety net (1999). (13) RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1317-1353 Lending relationships in Germany - Empirical evidence from survey data (1998). (14) RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:119-149 A comparative anatomy of credit risk models (2000). (15) RePEc:eee:jbfina:v:21:y:1997:i:6:p:849-870 Problem loans and cost efficiency in commercial banks (1997). (16) RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:317-347 Bank efficiency derived from the profit function (1993). (17) RePEc:eee:jbfina:v:4:y:1980:i:4:p:335-344 A model of reserves, bank runs, and deposit insurance (1980). (18) RePEc:eee:jbfina:v:3:y:1979:i:2:p:133-155 A continuous time approach to the pricing of bonds (1979). (19) RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:203-227 Stability of rating transitions (2000). (20) RePEc:eee:jbfina:v:19:y:1995:i:3-4:p:679-692 Bank regulation and the credit crunch (1995). (21) RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:59-117 A comparative analysis of current credit risk models (2000). (22) RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:445-474 Ratings migration and the business cycle, with application to credit portfolio stress testing (2002). (23) RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:221-249 The efficiency of financial institutions: A review and preview of research past, present and future (1993). (24) RePEc:eee:jbfina:v:23:y:1999:i:2-4:p:291-324 The dollars and sense of bank consolidation (1999). (25) RePEc:eee:jbfina:v:15:y:1991:i:4-5:p:805-824 Capital controls and bank risk (1991). (26) RePEc:eee:jbfina:v:18:y:1994:i:3:p:445-459 Competitive conditions in european banking (1994). (27) RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:821-845 Small business lending and the changing structure of the banking industry1 (1998). (28) RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:925-954 Availability and cost of credit for small businesses: Customer relationships and credit cooperatives (1998). (29) RePEc:eee:jbfina:v:29:y:2005:i:1:p:31-53 Bank performance, efficiency and ownership in transition countries (2005). (30) RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:799-819 Bank consolidation and small business lending: Its not just bank size that matters (1998). (31) RePEc:eee:jbfina:v:13:y:1989:i:6:p:883-891 Capital regulation and bank risk-taking: A note (1989). (32) RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:35-58 Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues (2000). (33) RePEc:eee:jbfina:v:16:y:1992:i:2:p:439-457 The relationship between risk and capital in commercial banks (1992). (34) RePEc:eee:jbfina:v:14:y:1990:i:6:p:1189-1208 Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis (1990). (35) RePEc:eee:jbfina:v:24:y:2000:i:6:p:1045-1066 Competition, contestability and market structure in European banking sectors on the eve of EMU (2000). (36) RePEc:eee:jbfina:v:22:y:1998:i:5:p:565-587 The performance of de novo commercial banks: A profit efficiency approach (1998). (37) RePEc:eee:jbfina:v:25:y:2001:i:12:p:2209-2237 The changing structure of local credit markets: Are small businesses special? (2001). (38) RePEc:eee:jbfina:v:26:y:2002:i:11:p:2155-2189 Bank concentration and retail interest rates (2002). (39) RePEc:eee:jbfina:v:20:y:1996:i:6:p:1025-1045 A study of bank efficiency taking into account risk-preferences (1996). (40) RePEc:eee:jbfina:v:20:y:1996:i:4:p:655-672 Operational efficiency in banking: An international comparison (1996). (41) RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:267-286 Efficiency in the savings and loan industry (1993). (42) RePEc:eee:jbfina:v:27:y:2003:i:8:p:1539-1560 The fiscal cost implications of an accommodating approach to banking crises (2003). (43) RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:423-444 Analyzing rating transitions and rating drift with continuous observations (2002). (44) RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:371-388 Banking efficiency in the Nordic countries (1993). (45) RePEc:eee:jbfina:v:28:y:2004:i:9:p:2259-2281 Factors explaining the interest margin in the banking sectors of the European Union (2004). (46) RePEc:eee:jbfina:v:24:y:2000:i:6:p:831-859 Mergers and shareholder wealth in European banking (2000). (47) RePEc:eee:jbfina:v:30:y:2006:i:11:p:2945-2966 A more complete conceptual framework for SME finance (2006). (48) RePEc:eee:jbfina:v:26:y:2002:i:11:p:2191-2214 Competition, concentration and their relationship: An empirical analysis of the banking industry (2002). (49) RePEc:eee:jbfina:v:28:y:2004:i:11:p:2789-2811 The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004). (50) RePEc:eee:jbfina:v:15:y:1991:i:6:p:1093-1112 Foreign bank activity in the United States: An analysis by country of origin (1991). Recent citations received in: | 2007 | 2006 | 2005 | 2004 Recent citations received in: 2007 (1) RePEc:bol:bodewp:603 Bank Closure Policies and Capital Requirements: a Note (2007). Dipartimento Scienze Economiche, Universita' di Bologna / Working Papers (2) RePEc:ces:ceswps:_2174 The Dark Side of International Cross-Listing: Effects on Rival Firms at Home (2007). CESifo GmbH / CESifo Working Paper Series (3) RePEc:cfs:cfswop:wp200633 Credit Cycles and Macro Fundamentals (2007). Center for Financial Studies / CFS Working Paper Series (4) RePEc:cmf:wpaper:wp2007_0715 DUALITY IN MEAN-VARIANCE FRONTIERS WITH CONDITIONING INFORMATION (2007). CEMFI / Working Papers (5) RePEc:dgr:umamet:2007040 Stable Allocations of Risk (2007). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda (6) RePEc:diw:diwsop:diw_sp59 Wealth and Asset Holdings of Immigrants in Germany (2007). DIW Berlin, The German Socio-Economic Panel (SOEP) / SOEPpapers (7) RePEc:fip:fedcwp:0704 Harming depositors and helping borrowers: the disparate impact of bank consolidation (2007). Federal Reserve Bank of Cleveland / Working Paper (8) RePEc:fip:fedfwp:2007-23 How does competition impact bank risk-taking? (2007). Federal Reserve Bank of San Francisco / Working Paper Series (9) RePEc:has:discpr:0704 Stable Allocations of Risk (2007). Institute of Economics, Hungarian Academy of Sciences / IEHAS Discussion Papers (10) RePEc:ime:imedps:07-e-06 Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS (2007). Institute for Monetary and Economic Studies, Bank of Japan / IMES Discussion Paper Series (11) RePEc:imf:imfwpa:07/138 International Financial Integration Through Equity Markets: Which Firms from Which Countries Go Global? (2007). International Monetary Fund / IMF Working Papers (12) RePEc:imf:imfwpa:07/26 Italy-Assessing Competition and Efficiency in the Banking System (2007). International Monetary Fund / IMF Working Papers (13) RePEc:iza:izadps:dp3089 Wealth and Asset Holdings of Immigrants in Germany (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers (14) RePEc:mmf:mmfc06:46 The behaviour of the real exchange rate: Evidence from regression quantiles (2007). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2006 (15) RePEc:mod:recent:007 Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling (2007). University of Modena and Reggio E., Dept. of Economics / Center for Economic Research (RECent) (16) RePEc:nbb:reswpp:200712-18 Failure prediction models : performance, disagreements, and internal rating systems (2007). National Bank of Belgium / Research series (17) RePEc:pra:mprapa:3582 Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling (2007). University Library of Munich, Germany / MPRA Paper (18) RePEc:pra:mprapa:3887 Performance and corporate governance in microfinance institutions (2007). University Library of Munich, Germany / MPRA Paper (19) RePEc:pra:mprapa:3888 Performance and corporate governance in microfinance institutions (2007). University Library of Munich, Germany / MPRA Paper (20) RePEc:pra:mprapa:4711 Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices (2007). University Library of Munich, Germany / MPRA Paper (21) RePEc:rug:rugwps:07/491 Competition versus Efficiency: What drives franchise values in European banking? (2007). Ghent University, Faculty of Economics and Business Administration / Working Papers of Faculty of Economics and Business Administration, Ghent Univers (22) RePEc:rwi:repape:0030 Wealth and Asset Holdings of Immigrants in Germany (2007). Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen / Ruhr Economic P (23) RePEc:ter:wpaper:0033 The role of screening and cross-selling in bank-firm relationships (2007). Department of Communication, University of Teramo / wp.comunite (24) RePEc:upf:upfgen:1035 Portfolio Choice and the Effects of Liquidity (2007). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers (25) RePEc:ven:wpaper:2007_17 Dynamic Risk Exposure in Hedge Funds (2007). University of Venice Ca' Foscari, Department of Economics / Working Papers (26) RePEc:wbk:wbrwps:4128 Foreign bank participation and crises in developing countries (2007). The World Bank / Policy Research Working Paper Series (27) RePEc:wbk:wbrwps:4156 Capital market development : whither Latin America ? (2007). The World Bank / Policy Research Working Paper Series (28) RePEc:zbw:zewdip:6896 What Explains the Spread Between the Euro Overnight Rate and the ECB?s Policy Rate? (2007). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers Recent citations received in: 2006 (1) RePEc:bca:bocawp:06-33 Are Canadian Banks Efficient? A Canada–U.S. Comparison (2006). Bank of Canada / Working Papers (2) RePEc:bde:wpaper:0624 Is the internet delivery channel changing banks performance? The case of Spanish banks (2006). Banco de Espana / Banco de Espana Working Papers (3) RePEc:cfs:cfswop:wp200612 Why Do Contracts Differ between VC Types? Market Segmentation versus Corporate Governance Varieties (2006). Center for Financial Studies / CFS Working Paper Series (4) RePEc:cor:louvco:2006089 The information content of the Bond-Equity Yield Ratio: better than a random walk? (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers (5) RePEc:cor:louvco:2006090 Short-term market timing using the Bond-Equity Yield Ratio (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers (6) RePEc:cpr:ceprdp:5518 Competition and Entry in Banking: Implications for Stability and Capital Regulation (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers (7) RePEc:cpr:ceprdp:5809 From Deficits to Debt and Back: Political Incentives under Numerical Fiscal Rules (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers (8) RePEc:dgr:uvatin:20060015 Competition and Entry in Banking: Implications for Stability and Capital Regulation (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers (9) RePEc:dgr:uvatin:20060023 Credit Cycles and Macro Fundamentals (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers (10) RePEc:dgr:uvatin:20060094 Modeling Portfolio Defaults using Hidden Markov Models with Covariates (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers (11) RePEc:diw:diwwpp:dp585 The Svensson versus McCallum and Nelson Controversy Revisited in the BMW Framework (2006). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin (12) RePEc:dnb:dnbwpp:088 Monitoring Costs and Multinational-Bank Lending (2006). Netherlands Central Bank, Research Department / DNB Working Papers (13) RePEc:dnb:dnbwpp:114 Misspecifiation of the Panzar-Rosse Model: Assessing Competition in the Banking Industry (2006). Netherlands Central Bank, Research Department / DNB Working Papers (14) RePEc:dnb:dnbwpp:122 Payment Scale Economies and the Replacement of Cash and Stored Value Cards (2006). Netherlands Central Bank, Research Department / DNB Working Papers (15) RePEc:ecb:ecbwps:20060667 The behaviour of the real exchange rate: evidence from regression quantiles. (2006). European Central Bank / Working Paper Series (16) RePEc:eti:dpaper:06025 SME financing and the choice of lending technology (2006). Research Institute of Economy, Trade and Industry (RIETI) / Discussion papers (17) RePEc:eti:dpaper:06026 Are Trade Creditors Relationship Lenders? (2006). Research Institute of Economy, Trade and Industry (RIETI) / Discussion papers (18) RePEc:eti:dpaper:06029 Bank Size and Lending Relationships in Japan (2006). Research Institute of Economy, Trade and Industry (RIETI) / Discussion papers (19) RePEc:eti:dpaper:06031 Loan Officers and Relationship Lending (2006). Research Institute of Economy, Trade and Industry (RIETI) / Discussion papers (20) RePEc:fau:wpaper:wp2006_28 Credibility of Exchange Rate Policies in Selected EU New Members: Evidence from High Frequency Data (2006). Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies / Working Papers IES (21) RePEc:fip:fedfpr:y:2006:i:nov:x:15 Has the development of the structured credit market affected the cost of corporate debt? (2006). Proceedings (22) RePEc:fip:fedfpr:y:2006:x:6 Safe & sound banking, 20 years later: what was proposed and what has been adopted (2006). Proceedings (23) RePEc:fip:fedfwp:2006-27 Safe and sound banking, 20 years later: what was proposed and what has been adopted (2006). Federal Reserve Bank of San Francisco / Working Paper Series (24) RePEc:fip:fedfwp:2006-42 Evidence on the costs and benefits of bond IPOs (2006). Federal Reserve Bank of San Francisco / Working Paper Series (25) RePEc:fip:fedhep:y:2006:i:qiv:p:2-21:n:v.30no.4 Policymakers, researchers, and practitioners discuss the role of central counterparties (2006). Economic Perspectives (26) RePEc:fip:fedhwp:wp-06-26 Bank imputed interest rates: unbiased estimates of offered rates? (2006). Federal Reserve Bank of Chicago / Working Paper Series (27) RePEc:hhs:bofrdp:2006_010 Fundamentals and technical trading: behaviour of exchange rates in the CEECs (2006). Bank of Finland / Research Discussion Papers (28) RePEc:hhs:uunewp:2006_021 Foreign exchange market interventions as monetary policy (2006). Uppsala University, Department of Economics / Working Paper Series (29) RePEc:hit:hitcei:2005-11 Adjustment Speeds of Nominal Exchange Rates and Prices toward Purchasing Power Parity (2006). Institute of Economic Research, Hitotsubashi University / Working Paper Series (30) RePEc:ijc:ijcjou:y:2006:q:4:a:1 Basel II and the Risk Management of Basket Options with Time-Varying Correlations (2006). International Journal of Central Banking (31) RePEc:imf:imfwpa:06/51 Malaysian Capital Controls: Macroeconomics and Institutions (2006). International Monetary Fund / IMF Working Papers (32) RePEc:kap:ecopln:v:39:y:2006:i:1:p:105-124 Consolidation and Competition in Emerging Market: An Empirical Test for Malaysian Banking Industry (2006). Economics of Planning (33) RePEc:kap:jfsres:v:30:y:2006:i:1:p:93-109 The Depositor Behind the Discipline: A Micro-Level Case Study of Hamilton Bank (2006). Journal of Financial Services Research (34) RePEc:kap:rqfnac:v:27:y:2006:i:4:p:403-438 The impact of bank regulations, supervision, market structure, and bank characteristics on individual bank ratings: A cross-country analysis (2006). Review of Quantitative Finance and Accounting (35) RePEc:lmu:msmdpa:1167 The Anatomy of Bank Diversification (2006). University of Munich, Munich School of Management / Discussion Papers in Business Administration (36) RePEc:onb:oenbmp:y:2006:i:1:b:4 Reform of the Stability and Growth Pact (2006). Monetary Policy & the Economy (37) RePEc:pra:mprapa:15258 Cross-Country Comparisons of Competition and Pricing Power in European Banking (2006). University Library of Munich, Germany / MPRA Paper (38) RePEc:pra:mprapa:527 Exchange Rate Pass-Through:Evidence Based on Vector Autoregression with Sign Restrictions (2006). University Library of Munich, Germany / MPRA Paper (39) RePEc:pra:mprapa:879 Monetary Policy before Euro Adoption: Challenges for EU New Members (2006). University Library of Munich, Germany / MPRA Paper (40) RePEc:ros:wpaper:61 Microenterprises and Multiple Bank Relationships: Evidence from a Survey among Professionals (2006). University of Rostock, Institute of Economics, Germany / Thünen-Series of Applied Economic Theory (41) RePEc:spr:finsto:v:10:y:2006:i:3:p:367-393 Weighted V@R and its Properties (2006). Finance and Stochastics (42) RePEc:ste:nystbu:06-16 Institutions and Bank Behavior (2006). New York University, Leonard N. Stern School of Business, Department of Economics / Working Papers (43) RePEc:ste:nystbu:06-28 Do Financial Conglomerates Create or Destroy Economic Value? (2006). New York University, Leonard N. Stern School of Business, Department of Economics / Working Papers (44) RePEc:taf:apmtfi:v:13:y:2006:i:4:p:353-386 Numerical Methods and Volatility Models for Valuing Cliquet Options (2006). Applied Mathematical Finance (45) RePEc:taf:quantf:v:6:y:2006:i:6:p:495-511 On a subjective approach to risk measurement (2006). Quantitative Finance (46) RePEc:tcb:wpaper:0601 Monetary Policy, Corporate Financial Composition and Real Activity (2006). Research and Monetary Policy Department, Central Bank of the Republic of Turkey / Working Papers (47) RePEc:tcb:wpaper:0606 The Determinants and Implications of Financial Asset Holdings of Non-Financial Firms in Turkey : An Emprical Investigation (2006). Research and Monetary Policy Department, Central Bank of the Republic of Turkey / Working Papers (48) RePEc:wbk:wbrwps:3854 Competitive implications of cross-border banking (2006). The World Bank / Policy Research Working Paper Series (49) RePEc:wbk:wbrwps:3955 Finance and economic development : policy choices for developing countries (2006). The World Bank / Policy Research Working Paper Series (50) RePEc:wbk:wbrwps:4079 Banking services for everyone ? Barriers to bank access and use around the world (2006). The World Bank / Policy Research Working Paper Series (51) RePEc:wdi:papers:2006-853 Monetary Policy before Euro Adoption: Challenges for EU New Members (2006). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series (52) RePEc:wiw:wiwrsa:ersa06p399 Small Business Performance in Urban Tourism (2006). European Regional Science Association / ERSA conference papers (53) RePEc:wly:jintdv:v:18:y:2006:i:7:p:1017-1030 Finance for small enterprise growth and poverty reduction in developing countries (2006). Journal of International Development (54) RePEc:yca:wpaper:2006_2 The Ordered Qualitative Model For Credit Rating Transitions (2006). York University, Department of Economics / Working Papers (55) RePEc:zbw:bubdp1:4470 Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia (2006). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies (56) RePEc:zbw:bubdp1:4792 Dependence on external finance: an inherent industry characteristic? (2006). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies Recent citations received in: 2005 (1) RePEc:bca:bocawp:05-36 The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach (2005). Bank of Canada / Working Papers (2) RePEc:bno:worpap:2005_07 Monetary policy predictability in the euro area: An international comparison (2005). Norges Bank / Working Paper (3) RePEc:bno:worpap:2005_08 What determines banksââ¬â¢ market power? Akerlof versus Herfindahl (2005). Norges Bank / Working Paper (4) RePEc:bos:wpaper:wp2005-032 A Habit-Based Explanation of the Exchange Rate Risk Premium (2005). Department of Economics, Boston University / Boston University Working Papers Series (5) RePEc:cfs:cfswop:wp200523 Credit Market Competition and Capital Regulation (2005). Center for Financial Studies / CFS Working Paper Series (6) RePEc:chb:bcchwp:343 The 1990s Institutional Reform of Monetary Policy in Latin America (2005). Central Bank of Chile / Working Papers Central Bank of Chile (7) RePEc:chb:bcchwp:356 Bank Ownership and Performance Does Politics Matter? (2005). Central Bank of Chile / Working Papers Central Bank of Chile (8) RePEc:cii:cepidt:2005-21 Profitability of Foreign and Domestic Banks in Central and Eastern Europe : Does the Mode of Entry Matter? (2005). CEPII research center / Working Papers (9) RePEc:col:000094:003571 THE CICLICAL BEHAVIOR OF EXTERNAL INDEBTEDNESS: THE CASE OF FOREIGN AND DOMESTIC BANKS IN COLOMBIA (2005). TITULARIZADORA COLOMBIANA / INFORMES (10) RePEc:cpr:ceprdp:5121 Is There a Diversification Discount in Financial Conglomerates? (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (11) RePEc:dgr:kubcen:2005100 Mean-coherent risk and mean-variance approaches in portfolio selection : an empirical comparison (2005). Tilburg University, Center for Economic Research / Discussion Paper (12) RePEc:dgr:kubcen:200599 Testing for mean-coherent regular risk spanning (2005). Tilburg University, Center for Economic Research / Discussion Paper (13) RePEc:dgr:kubtil:200505 Is it the law or the lawyers? : Investment fund covernants across countries (2005). Tilburg University, Tilburg Law and Economic Center / Discussion Paper (14) RePEc:dgr:uvatin:20050060 A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk (2005). Tinbergen Institute / Tinbergen Institute Discussion Papers (15) RePEc:diw:diwvjh:74-4-2 Bankenlandschaft Europa: Eigentum, Wettbewerb und Integration (2005). Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research (16) RePEc:dnb:dnbwpp:055 A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk (2005). Netherlands Central Bank, Research Department / DNB Working Papers (17) RePEc:dnb:dnbwpp:060 Bond Market and Stock Market Integration in Europe (2005). Netherlands Central Bank, Research Department / DNB Working Papers (18) RePEc:ecb:ecbwps:20050543 Lending booms in the new EU Member States - will euro adoption matter? (2005). European Central Bank / Working Paper Series (19) RePEc:fip:fedlwp:2005-066 The economic effects of violent conflict: evidence from asset market reactions (2005). Federal Reserve Bank of St. Louis / Working Papers (20) RePEc:has:discpr:0517 Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises (2005). Institute of Economics, Hungarian Academy of Sciences / IEHAS Discussion Papers (21) RePEc:hhb:aarbfi:2005-03 Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. (2005). Aarhus School of Business, Department of Business Studies / Finance Research Group Working Papers (22) RePEc:hhs:bofitp:2005_007 Optimal regulatory design for the Central Bank of Russia (2005). Bank of Finland, Institute for Economies in Transition / BOFIT Discussion Papers (23) RePEc:hhs:bofrdp:2005_007 Productivity differentials and external balance in ERM II (2005). Bank of Finland / Research Discussion Papers (24) RePEc:hhs:lunewp:2004_007 The Optimal Level of Monetary Aggregation in the UK (2005). Lund University, Department of Economics / Working Papers (25) RePEc:hum:wpaper:sfb649dp2005-061 How much of the Macroeconomic Variation in Eastern Europe is Attributable to External Shocks? (2005). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers (26) RePEc:imf:imfwpa:05/114 Latin American Central Bank Reform: Progress and Challenges (2005). International Monetary Fund / IMF Working Papers (27) RePEc:imf:imfwpa:05/166 Access to Bank Credit in Sub-Saharan Africa: Key Issues and Reform Strategies (2005). International Monetary Fund / IMF Working Papers (28) RePEc:imf:imfwpa:05/186 Financial Dollarization Equilibria: A Framework for Policy Analysis (2005). International Monetary Fund / IMF Working Papers (29) RePEc:imf:imfwpa:05/213 Capital Account Liberalization, Capital Flow Patterns, and Policy Responses in the EUs New Member States (2005). International Monetary Fund / IMF Working Papers (30) RePEc:ivi:wpasec:2005-10 EXPLAINING MARKET POWER DIFFERENCES IN BANKING: A CROSS-COUNTRY STUDY (2005). Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) / Working Papers. Serie EC (31) RePEc:kap:rqfnac:v:24:y:2005:i:1:p:93-107 A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs (2005). Review of Quantitative Finance and Accounting (32) RePEc:liu:liucec:171 The effect of the war risk: a comparison of the consequences of the two Iraq wars on some financial variables (2005). Cattaneo University (LIUC) / LIUC Papers in Economics (33) RePEc:mod:modena:0504 Forward-looking estimation of default probabilities with Italian data (2005). Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica / Heterogeneity and monetary policy (34) RePEc:mse:wpsorb:bla05007 Do banking crises enhance efficiency ? A case study of 1994 Turkish and 1997 Indonesian crises. (2005). Université Panthéon-Sorbonne (Paris 1) / Cahiers de la Maison des Sciences Economiques (35) RePEc:nbr:nberwo:11499 Is There a Diversification Discount in Financial Conglomerates? (2005). National Bureau of Economic Research, Inc / NBER Working Papers (36) RePEc:pra:mprapa:15259 Estimating the intensity of price and non-price competition in banking: an application to the Spanish case (2005). University Library of Munich, Germany / MPRA Paper (37) RePEc:pra:mprapa:1873 Credit risk management in banks: Hard information, soft Information and manipulation (2005). University Library of Munich, Germany / MPRA Paper (38) RePEc:pra:mprapa:652 The Financial System of the EU 25 (2005). University Library of Munich, Germany / MPRA Paper (39) RePEc:pra:mprapa:817 Using Market Information for Banking System Risk Assessment (2005). University Library of Munich, Germany / MPRA Paper (40) RePEc:sce:scecf5:384 The Long and the Short of It: Long Memory Regressors and Predictive Regressions (2005). Society for Computational Economics / Computing in Economics and Finance 2005 (41) RePEc:wbk:wbrwps:3619 State bank transformation in Brazil - choices and consequences (2005). The World Bank / Policy Research Working Paper Series (42) RePEc:wbk:wbrwps:3632 Corporate governance and bank performance : a joint analysis of the static, selection, and dynamic effects of domestic, foreign, and state ownership (2005). The World Bank / Policy Research Working Paper Series (43) RePEc:wbk:wbrwps:3666 Bank privatization and productivity : evidence for Brazil (2005). The World Bank / Policy Research Working Paper Series (44) RePEc:wbk:wbrwps:3765 Privatization : trends and recent developments (2005). The World Bank / Policy Research Working Paper Series (45) RePEc:wbk:wbrwps:3786 Fiscal decentralization and fiscal performance (2005). The World Bank / Policy Research Working Paper Series (46) RePEc:wbk:wbrwps:3795 A more complete conceptual framework for financing of small and medium enterprises (2005). The World Bank / Policy Research Working Paper Series (47) RePEc:wbk:wbrwps:3797 Taking the bad with the good : volatility of foreign portfolio investment and financial constraints of small firms (2005). The World Bank / Policy Research Working Paper Series (48) RePEc:wdi:papers:2005-747 Consolidation, Scale Economies and Technological Change in Japanese Banking (2005). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series (49) RePEc:wdi:papers:2005-754 Targeting Relative Inflation Forecast as Monetary Policy Framework for Adopting the Euro (2005). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series (50) RePEc:wpa:wuwpfi:0502020 Efficiency of Banks in Regions at Different Stage of European Integration Process (2005). EconWPA / Finance (51) RePEc:wpa:wuwpfi:0504021 Credit Rationing and Internal Ratings in the face of Innovation and Uncertainty (2005). EconWPA / Finance (52) RePEc:wpa:wuwpfi:0505024 Bayesian Methods for Improving Credit Scoring Models (2005). EconWPA / Finance (53) RePEc:wpa:wuwpfi:0508008 Persistence Characteristics of the Chinese Stock Markets (2005). EconWPA / Finance (54) RePEc:wpa:wuwpfi:0512005 Order Flow, Transaction Clock, and Normality of Asset Returns: A Comment on Ané and Geman (2000) (2005). EconWPA / Finance (55) RePEc:wpa:wuwpif:0508013 Productivity differentials and external balance in ERM II (2005). EconWPA / International Finance (56) RePEc:wpa:wuwpma:0501034 Exchange Rate Risk and Convergence to the Euro (2005). EconWPA / Macroeconomics (57) RePEc:wpa:wuwpma:0502002 Lending Booms in Europeâs Periphery: South-Western Lessons for Central-Eastern Members (2005). EconWPA / Macroeconomics (58) RePEc:wpa:wuwpma:0503022 Monetary Policy Adjustments on the Final Passage towards the Euro (2005). EconWPA / Macroeconomics (59) RePEc:wpa:wuwpma:0509022 Latin American Central Bank Reform: Progress and Challenges (2005). EconWPA / Macroeconomics (60) RePEc:wpa:wuwpma:0512014 Dollarization Persistence and Individual Heterogeneity (2005). EconWPA / Macroeconomics (61) RePEc:zbw:bubdp1:2936 Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies (62) RePEc:zbw:gdec05:3482 Cost Efficiency of Domestic and Foreign Banks in Thailand: Evidence from Panel Data (2005). Verein für Socialpolitik, Research Committee Development Economics / Proceedings of the German Development Economics Conference, Kiel 2005 Recent citations received in: 2004 (1) RePEc:bno:worpap:2004_11 Cross-Border Diversification in Bank Asset Portfolios (2004). Norges Bank / Working Paper (2) RePEc:cbr:cbrwps:wp281 The Legal Road To Replicating Silicon Valley (2004). ESRC Centre for Business Research / ESRC Centre for Business Research - Working Papers (3) RePEc:cdl:anderf:1176 Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market, previously titled: The Credit-Default Swap Market: Is Credit Protection Priced Correctly? (2004). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (4) RePEc:cfs:cfswop:wp200417 Legality and Venture Governance Around the World (2004). Center for Financial Studies / CFS Working Paper Series (5) RePEc:cfs:cfswop:wp200420 The comovement of credit default swap, bond and stock markets: an empirical analysis (2004). Center for Financial Studies / CFS Working Paper Series (6) RePEc:cir:cirwor:2004s-16 The Informational Content of Over-the-Counter Currency Options (2004). CIRANO / CIRANO Working Papers (7) RePEc:cir:cirwor:2004s-55 The Determinants of Credit Default Swap Premia (2004). CIRANO / CIRANO Working Papers (8) RePEc:cpr:ceprdp:4250 Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements (2004). C.E.P.R. Discussion Papers / CEPR Discussion Papers (9) RePEc:dgr:uvatin:20040067 Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity (2004). Tinbergen Institute / Tinbergen Institute Discussion Papers (10) RePEc:diw:diwwpp:dp410 The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms (2004). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin (11) RePEc:dnb:dnbwpp:009 Is bank capital procyclical? A cross-country analysis (2004). Netherlands Central Bank, Research Department / DNB Working Papers (12) RePEc:ecl:harjfk:rwp04-022 Are Banks Liquidity Transformers? (2004). Harvard University, John F. Kennedy School of Government / Working Paper Series (13) RePEc:ecl:ohidic:2004-25 Securitization by Banks and Finance Companies: Efficient Financial Contracting or Regulatory Arbitrage? (2004). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series (14) RePEc:fip:fedgfe:2004-04 Market structure and competition among retail depository institutions (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (15) RePEc:fip:fedgfe:2004-26 Cross-border diversification in bank asset portfolios (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (16) RePEc:fip:fedgfe:2004-38 Multimarket bank pricing: an empirical investigation of deposit interest rates (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (17) RePEc:fip:fedgfe:2004-46 Competition, product differentiation and quality provision: an empirical equilibrium analysis of bank branching decisions (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (18) RePEc:fip:fedgif:809 Good news is no news? The impact of credit rating changes on the pricing of asset-backed securities (2004). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers (19) RePEc:fip:fedgss:176 Bank merger activity in the United States, 1994-2003 (2004). Board of Governors of the Federal Reserve System (U.S.) / Staff Studies (20) RePEc:fip:fedhpr:y:2004:i:may:p:227-242 Harming depositors and helping borrowers: the disparate impact of bank consolidation (2004). Proceedings (21) RePEc:fip:fedhpr:y:2004:i:may:p:255-266 Using market structure to assess differentiation between retail depository institutions (2004). Proceedings (22) RePEc:fip:fedlwp:2003-018 Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly? (2004). Federal Reserve Bank of St. Louis / Working Papers (23) RePEc:hai:wpaper:200402 Do IMF Bailouts Result in Moral Hazard? An Events-Study Approach (2004). University of Hawaii at Manoa, Department of Economics / Working Papers (24) RePEc:hhs:bofitp:2004_021 Probability of default models of Russian banks (2004). Bank of Finland, Institute for Economies in Transition / BOFIT Discussion Papers (25) RePEc:hhs:bofrdp:2004_024 The impact of macroeconomic news on exchange rate volatility (2004). Bank of Finland / Research Discussion Papers (26) RePEc:hhs:nhhfms:2004_009 Firm Size and the Quality of Entrepreneurs (2004). Department of Finance and Management Science, Norwegian School of Economics and Business Administration / Discussion Papers (27) RePEc:hhs:rbnkwp:0162 Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different? (2004). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series (28) RePEc:hhs:rbnkwp:0168 Is Firm Interdependence within Industries Important for Portfolio Credit Risk? (2004). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series (29) RePEc:hhs:sifrwp:0032 The Determinants of Credit Default Swap Premia (2004). Swedish Institute for Financial Research / SIFR Research Report Series (30) RePEc:iwh:dispap:192 Why do banks hold capital in excess of regulatory requirements? A functional approach (2004). Halle Institute for Economic Research / IWH Discussion Papers (31) RePEc:kap:fmktpm:v:18:y:2004:i:4:p:358-381 Calibrating the CreditMetricsâ⢠correlation concept ââ¬â Empirical evidence from Germany (2004). Financial Markets and Portfolio Management (32) RePEc:kap:jfsres:v:25:y:2004:i:2:p:85-133 The Past, Present, and Probable Future for Community Banks (2004). Journal of Financial Services Research (33) RePEc:kap:jfsres:v:26:y:2004:i:2:p:145-160 Bank Capital and Risk: Is Voluntary Disclosure Enough? (2004). Journal of Financial Services Research (34) RePEc:kap:jfsres:v:26:y:2004:i:2:p:161-191 Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature (2004). Journal of Financial Services Research (35) RePEc:knz:hetero:0403 The Division of Ownership in New Ventures (2004). Research Group Heterogeneous Labor, University of Konstanz/ZEW Mannheim / Working Papers of the Research Group Heterogenous Labor (36) RePEc:lec:leecon:04/19 The Impact of Macroeconomic Uncertainty on Cash Holdings for NonâFinancial Firms (2004). Department of Economics, University of Leicester / Discussion Papers in Economics (37) RePEc:lev:wrkpap:wp414 Household Wealth Distribution in Italy in the 1990s (2004). Levy Economics Institute, The / Economics Working Paper Archive (38) RePEc:mac:wpaper:0411 Currency hedging of global portfolios - a closer examination of some of the ingredients (2004). Macquarie University, Department of Economics / Research Papers (39) RePEc:mmf:mmfc04:16 Credit channel, trade credit channel, and inventory investment: evidence from a panel of UK firms (2004). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2004 (40) RePEc:mtk:febawb:33 EFFECTS OF FOREIGN BANKS ENTRY ON BANK PERFORMANCE IN THE CEE COUNTRIES (2004). Faculty of Economics and Business Administration, University of Tartu (Estonia) / University of Tartu - Faculty of Economics and Business Administrati (41) RePEc:nbr:nberwo:10418 Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market (2004). National Bureau of Economic Research, Inc / NBER Working Papers (42) RePEc:pch:abante:v:7:y:2004:i:2:p:105-145 ESTRUCTURA DE PROPIEDAD Y OPORTUNIDADES DE CRECIMIENTO COMO DETERMINANTES DEL ENDEUDAMIENTO DE LAS EMPRESAS CHILENAS (2004). Abante (43) RePEc:pra:mprapa:10014 The Implied Benchmark Rate in the Credit Default Swap Market of Sovereign Bonds (2004). University Library of Munich, Germany / MPRA Paper (44) RePEc:rba:rbardp:rdp2004-07 The Profitability of Speculators in Currency Futures Markets (2004). Reserve Bank of Australia / RBA Research Discussion Papers (45) RePEc:rif:dpaper:923 Opacity of Young Firms: Faith or Fact? (2004). The Research Institute of the Finnish Economy / Discussion Papers (46) RePEc:rtv:ceiswp:199 Credit Risk Versus Capital Requirements Under Basel II: Are SME Loans and Retail Credit Really Di Erent? (2004). Tor Vergata University, CEIS / Departmental Working Papers (47) RePEc:rug:rugwps:04/217 Bank Risk Strategies and Cyclical Variation in Bank Stock Returns (2004). Ghent University, Faculty of Economics and Business Administration / Working Papers of Faculty of Economics and Business Administration, Ghent Univers (48) RePEc:sce:scecf4:124 Financial Liberalization and Emerging Stock Market Volatility (2004). Society for Computational Economics / Computing in Economics and Finance 2004 (49) RePEc:ses:arsjes:2004-iii-4 Are Practitioners Right? On the Relative Importance of Industrial Factors in International Stock Returns (2004). Swiss Journal of Economics and Statistics (SJES) (50) RePEc:sol:wpaper:04-008 Credit Risk Mitigation Evidence in Auto Leases: LGD and Residual Value Risk (2004). Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim (CEB) / Working Papers CEB (51) RePEc:sol:wpaper:04-016 Non-Maturity Deposits with a Fidelity Premium (2004). Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim (CEB) / Working Papers CEB (52) RePEc:sol:wpaper:04-017 Asset Return Correlation in Basel II: Implications for Credit Risk Management. (2004). Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim (CEB) / Working Papers CEB (53) RePEc:taf:applec:v:36:y:2004:i:12:p:1337-1353 Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios (2004). Applied Economics (54) RePEc:wpa:wuwpfi:0407006 Why do banks hold capital in excess of regulatory requirements? A functional approach (2004). EconWPA / Finance (55) RePEc:wpa:wuwpfi:0411034 Asset Prices and Banking Distress: A Macroeconomic Approach (2004). EconWPA / Finance (56) RePEc:wpa:wuwpif:0403001 DETERMINANTS AND IMPACT OF FINANCIAL SECTOR FDI TO EMERGING (2004). EconWPA / International Finance (57) RePEc:wpa:wuwpif:0405016 Financial Crises and the Presence of Foreign Banks (2004). EconWPA / International Finance (58) RePEc:wpa:wuwpri:0407001 STRUCTURAL MODELS IN CONSUMER CREDIT (2004). EconWPA / Risk and Insurance (59) RePEc:zbw:bubdp1:1819 Clustering or competition? : The foreign investment behaviour of German banks (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies (60) RePEc:zbw:bubdp2:4251 Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies (61) RePEc:zbw:zewdip:1611 The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms (2004). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series. |
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