Citations ranking for series: Journal of Banking & Finance / Elsevier

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Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Journal of Banking & Finance / Elsevier

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

	IF	AIF	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	%SC	CiY	II	AII
1990	0.03	0.08	66	66	26	0.39	578	100	3	0	3	0.05	0.04
1991	0.11	0.08	66	132	38	0.29	706	119	13	0	4	0.06	0.04
1992	0.08	0.08	64	196	30	0.15	723	132	10	0	2	0.03	0.04
1993	0.09	0.09	71	267	39	0.15	1003	130	12	0	6	0.08	0.05
1994	0.1	0.1	64	331	57	0.17	807	135	13	0	4	0.06	0.04
1995	0.19	0.19	81	412	235	0.57	895	135	25	12	15	0.19	0.07
1996	0.34	0.23	87	499	372	0.75	1281	145	49	24.5	10	0.11	0.09
1997	0.46	0.29	71	570	595	1.04	1152	168	78	23.1	15	0.21	0.1
1998	0.39	0.29	81	651	491	0.75	1668	158	61	18	20	0.25	0.11
1999	0.76	0.33	95	746	671	0.9	1232	152	115	13.9	19	0.2	0.14
2000	0.78	0.42	80	826	813	0.98	1585	176	138	5.8	33	0.41	0.16
2001	0.91	0.44	97	923	1006	1.09	1635	175	159	10.1	46	0.47	0.17
2002	0.94	0.44	114	1037	1244	1.2	1870	177	167	9	36	0.32	0.19
2003	1.03	0.46	115	1152	1453	1.26	1184	211	217	7.4	37	0.32	0.2
2004	0.78	0.53	137	1289	1766	1.37	1989	229	179	12.8	80	0.58	0.22
2005	0.84	0.56	137	1426	1862	1.31	1870	252	212	10.8	90	0.66	0.23
2006	1.18	0.53	172	1598	2022	1.27	1896	274	322	9.9	83	0.48	0.22
2007	0.92	0.46	199	1797	2028	1.13	1651	309	285	14.4	60	0.3	0.19
2008	0.98	0.49	224	2021	2469	1.22	1755	371	363	18.7	50	0.22	0.21
2009	1.33	0.5	218	2239	3436	1.53	1529	423	561	43.3	139	0.64	0.2
2010	1.57	0.46	252	2491	3629	1.46	1297	442	692	57.4	144	0.57	0.16
2011	1.59	0.57	264	2755	4308	1.56	786	470	747	49.8	126	0.48	0.22
2012	1.33	0.66	255	3010	4272	1.42	323	516	686	22.4	109	0.43	0.26

IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

Most cited documents in this series:

Year	Title	Cited
1997	Inside the black box: What explains differences in the efficiencies of financial institutions?. (1997). Mester, Loretta ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:7:p:895-947. Full description at Econpapers \|\| Download paper	368
2001	How does foreign entry affect domestic banking markets?. (2001). Huizinga, Harry ; Demirguc-Kunt, Asli ; Claessens, Stijn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:25:y:2001:i:5:p:891-911. Full description at Econpapers \|\| Download paper	299
1998	The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle. (1998). Udell, Gregory ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:613-673. Full description at Econpapers \|\| Download paper	281
1999	The consolidation of the financial services industry: Causes, consequences, and implications for the future. (1999). Berger, Allen ; Strahan, Philip E. ; Demsetz, Rebecca S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:23:y:1999:i:2-4:p:135-194. Full description at Econpapers \|\| Download paper	209
1998	The importance of relationships to the availability of credit. (1998). Cole, Rebel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:959-977. Full description at Econpapers \|\| Download paper	177
1995	The role of capital in financial institutions. (1995). Berger, Allen ; Szego, Giorgio P. ; Herring, Richard J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:19:y:1995:i:3-4:p:393-430. Full description at Econpapers \|\| Download paper	175
1997	Problem loans and cost efficiency in commercial banks. (1997). Berger, Allen ; DeYoung, Robert ; De Young, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:6:p:849-870. Full description at Econpapers \|\| Download paper	168
1993	Resolving the scale efficiency puzzle in banking. (1993). McManus, Douglas ; McAllister, Patrick H.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:389-405. Full description at Econpapers \|\| Download paper	165
2005	Bank performance, efficiency and ownership in transition countries. (2005). HASAN, IFTEKHAR ; Bonin, John P. ; Wachtel, Paul . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:1:p:31-53. Full description at Econpapers \|\| Download paper	163
2002	Conditional value-at-risk for general loss distributions. (2002). Uryasev, Stanislav ; Rockafellar, Tyrrell R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1443-1471. Full description at Econpapers \|\| Download paper	161
2000	A comparative anatomy of credit risk models. (2000). Gordy, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:119-149. Full description at Econpapers \|\| Download paper	156
2001	The ability of banks to lend to informationally opaque small businesses. (2001). Udell, Gregory ; Klapper, Leora ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:25:y:2001:i:12:p:2127-2167. Full description at Econpapers \|\| Download paper	151
1998	Is relationship lending special? Evidence from credit-file data in Germany. (1998). Krahnen, Jan ; Elsas, Ralf . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1283-1316. Full description at Econpapers \|\| Download paper	149
1993	The efficiency of financial institutions: A review and preview of research past, present and future. (1993). Berger, Allen ; Hunter, William C. ; Timme, Stephen G.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:221-249. Full description at Econpapers \|\| Download paper	143
2000	Stability of rating transitions. (2000). Varotto, Simone ; Perraudin, William ; Nickell, Pamela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:203-227. Full description at Econpapers \|\| Download paper	138
2002	Competition, concentration and their relationship: An empirical analysis of the banking industry. (2002). Bikker, Jacob ; Haaf, Katharina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:11:p:2191-2214. Full description at Econpapers \|\| Download paper	137
2000	A comparative analysis of current credit risk models. (2000). Galai, Dan ; Mark, Robert ; Crouhy, Michel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:59-117. Full description at Econpapers \|\| Download paper	132
1980	A model of reserves, bank runs, and deposit insurance. (1980). Bryant, John . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:4:y:1980:i:4:p:335-344. Full description at Econpapers \|\| Download paper	131
1977	An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory. (1977). merton, robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:1:y:1977:i:1:p:3-11. Full description at Econpapers \|\| Download paper	130
1996	A study of bank efficiency taking into account risk-preferences. (1996). Mester, Loretta. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:20:y:1996:i:6:p:1025-1045. Full description at Econpapers \|\| Download paper	128
1993	Bank efficiency derived from the profit function. (1993). Berger, Allen ; Humphrey, David B. ; Hancock, Diana . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:317-347. Full description at Econpapers \|\| Download paper	127
2004	Stock markets, banks, and growth: Panel evidence. (2004). Levine, Ross ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:3:p:423-442. Full description at Econpapers \|\| Download paper	127
2000	Competition, contestability and market structure in European banking sectors on the eve of EMU. (2000). DE BANDT, OLIVIER ; Davis, E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:6:p:1045-1066. Full description at Econpapers \|\| Download paper	126
2006	Bank concentration, competition, and crises: First results. (2006). Levine, Ross ; Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:5:p:1581-1603. Full description at Econpapers \|\| Download paper	125
1998	Availability and cost of credit for small businesses: Customer relationships and credit cooperatives. (1998). Ferri, Giovanni ; Angelini, Paolo ; Di Salvo, R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:925-954. Full description at Econpapers \|\| Download paper	123
1998	Lending relationships in Germany - Empirical evidence from survey data. (1998). Harhoff, Dietmar ; Korting, Timm . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1317-1353. Full description at Econpapers \|\| Download paper	116
2004	Factors explaining the interest margin in the banking sectors of the European Union. (2004). Maudos, Joaquin ; FernÃ¡ndez de Guevara, Juan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:9:p:2259-2281. Full description at Econpapers \|\| Download paper	116
2006	A more complete conceptual framework for SME finance. (2006). Udell, Gregory ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2945-2966. Full description at Econpapers \|\| Download paper	115
1994	Competitive conditions in european banking. (1994). Thornton, John ; Molyneux, Philip ; Lloyd-Williams, D. M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:18:y:1994:i:3:p:445-459. Full description at Econpapers \|\| Download paper	115
2004	The relationship between credit default swap spreads, bond yields, and credit rating announcements. (2004). White, Alan ; Hull, John ; Predescu, Mirela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:11:p:2789-2811. Full description at Econpapers \|\| Download paper	114
1991	Bank commercial loan markets and the role of market structure: evidence from surveys of commercial lending. (1991). Hannan, Timothy. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:15:y:1991:i:1:p:133-149. Full description at Econpapers \|\| Download paper	111
1995	Bank regulation and the credit crunch. (1995). Rosengren, Eric ; Peek, Joe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:19:y:1995:i:3-4:p:679-692. Full description at Econpapers \|\| Download paper	110
1990	Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis. (1990). Olsen, Richard ; Dacorogna, Michel ; Morgenegg, Claude ; Muller, Ulrich A. ; Pictet, Olivier V. ; Schwarz, Matthias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:14:y:1990:i:6:p:1189-1208. Full description at Econpapers \|\| Download paper	109
2002	Ratings migration and the business cycle, with application to credit portfolio stress testing. (2002). Schuermann, Til ; Diebold, Francis ; Kronimus, Andre ; Schagen, Christian ; Bangia, Anil. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:445-474. Full description at Econpapers \|\| Download paper	106
1979	A continuous time approach to the pricing of bonds. (1979). Schwartz, Eduardo S. ; Brennan, Michael J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:3:y:1979:i:2:p:133-155. Full description at Econpapers \|\| Download paper	106
2002	On the coherence of expected shortfall. (2002). Tasche, Dirk ; Acerbi, Carlo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1487-1503. Full description at Econpapers \|\| Download paper	106
1998	Small business lending and the changing structure of the banking industry1. (1998). Weston, James P. ; Strahan, Philip E.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:821-845. Full description at Econpapers \|\| Download paper	105
1992	The relationship between risk and capital in commercial banks. (1992). Dahl, Drew ; Shrieves, Ronald E.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:16:y:1992:i:2:p:439-457. Full description at Econpapers \|\| Download paper	104
1989	Capital regulation and bank risk-taking: A note. (1989). Furlong, Frederick T. ; Keeley, Michael C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:13:y:1989:i:6:p:883-891. Full description at Econpapers \|\| Download paper	103
2002	Costs of banking system instability: Some empirical evidence. (2002). Reis, Ricardo ; Hoggarth, Glenn ; Saporta, Victoria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:5:p:825-855. Full description at Econpapers \|\| Download paper	103
2002	Analyzing rating transitions and rating drift with continuous observations. (2002). Lando, David ; Skodeberg, Torben M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:423-444. Full description at Econpapers \|\| Download paper	102
1999	Building an incentive-compatible safety net. (1999). Calomiris, Charles. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:23:y:1999:i:10:p:1499-1519. Full description at Econpapers \|\| Download paper	99
2006	Foreign banks and credit stability in Central and Eastern Europe. A panel data analysis. (2006). Lelyveld, Iman ; De Haas, Ralph. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:7:p:1927-1952. Full description at Econpapers \|\| Download paper	98
2002	Bank concentration and retail interest rates. (2002). Gropp, Reint ; Corvoisier, Sandrine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:11:p:2155-2189. Full description at Econpapers \|\| Download paper	98
2005	Cost efficiency of banks in transition: Evidence from 289 banks in 15 post-communist countries. (2005). Taci, Anita ; Fries, Steven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:1:p:55-81. Full description at Econpapers \|\| Download paper	98
1991	Capital controls and bank risk. (1991). Pyle, David ; Gennotte, Gerard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:15:y:1991:i:4-5:p:805-824. Full description at Econpapers \|\| Download paper	94
1996	Operational efficiency in banking: An international comparison. (1996). Rai, Anoop ; Allen, Linda . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:20:y:1996:i:4:p:655-672. Full description at Econpapers \|\| Download paper	93
1999	The dollars and sense of bank consolidation. (1999). Mester, Loretta ; Hughes, Joseph ; Moon, Choon-Geol ; Lang, William W.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:23:y:1999:i:2-4:p:291-324. Full description at Econpapers \|\| Download paper	93
2003	The fiscal cost implications of an accommodating approach to banking crises. (2003). Honohan, Patrick ; Klingebiel, Daniela . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:27:y:2003:i:8:p:1539-1560. Full description at Econpapers \|\| Download paper	90
1993	Efficiency in the savings and loan industry. (1993). Mester, Loretta. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:267-286. Full description at Econpapers \|\| Download paper	88

Citing documents used to compute impact factor 686:

Year	Title	See
2012	Corporate taxes, strategic default, and the cost of debt. (2012). Nejadmalayeri, Ali ; Singh, Manohar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:2900-2916. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	THE USE OF A VALUE AT RISK MEASURE FOR THE ANALYSIS OF BANK INTEREST MARGINS. (2012). Gemzik-Salwach, Agata . In: e-Finanse. RePEc:rze:efinan:v:8:y:2012:i:4:p:15-29. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Expectations of future income and real exchange rate movements. (2012). Hayat, Aziz ; Tang, Xueli ; Ganiev, Bahodir . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Subprime mortgage design. (2012). Sengupta, Rajdeep ; Bhardwaj, Geetesh . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1503-1519. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The relationship between Asian equity and commodity futures markets. (2012). Sharma, Susan ; Ali Ahmed, Huson ; Thuraisamy, Kannan . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Investment and oil price volatility. (2012). Sharma, Susan ; Narayan, Paresh. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00212. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	IMPACT OF FINANCIAL CRISIS ON STOCK RETURNS: EVIDENCE FROM SINGAPORE. (2012). Nafis, ALAM ; Chain, TAN Ee . In: Studies in Business and Economics. RePEc:blg:journl:v:7:y:2012:i:2:p:5-19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do industries matter in explaining stock returns and asset-pricing anomalies?. (2012). Ko, Kuan-Cheng ; Ho, Po-Hsin ; Chou, Pin-Huang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:355-370. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Authority and Soft Information Production within a Bank Organization. (2012). Uchida, Hirofumi ; Hattori, Masazumi ; Shintani, Kohei . In: IMES Discussion Paper Series. RePEc:ime:imedps:12-e-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modeling the effects of Geographical Expansion Strategies on the Italian Minor Banksâ Efficiency. (2012). Brighi, Paola ; Bernini, Cristina . In: Working Paper Series. RePEc:rim:rimwps:72_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank size and lending specialization. (2012). Bonfim, Diana ; Dai, Qinglei . In: Working Papers. RePEc:ptu:wpaper:w201219. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Borrowing Locally, Operating Globally? Financing and Trading Patterns of Firms during the 2007/2008 Economic Crisis. (2012). Spies, Julia ; Neugebauer, Katja. In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62066. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does being your bankâs neighbor matter?. (2012). Knyazeva, Diana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1194-1209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Lending competition and credit availability for new firms: Empirical study with the price cost margin in regional loan markets. (2012). Ogura, Yoshiaki. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1822-1838. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Active risk management and loan contract terms: Evidence from rated microfinance institutions. (2012). Tchakoute-Tchuigoua, Hubert . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:4:p:427-437. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Collateral and its substitutes in emerging marketsâ lending. (2012). Neuberger, Doris ; Menkhoff, Lukas ; Rungruxsirivorn, Ornsiri . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:3:p:817-834. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why Have Bank Interest Margins Been so High in Indonesia Since the 1997/1998 Financial Crisis?. (2012). TARAZI, Amine ; TRINUGROHO, IRWAN ; Agusman, Agusman . In: Working Papers. RePEc:hal:wpaper:hal-00916531. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Impact of Stock Market Illiquidity on Real UK GDP Growth. (2012). Milas, Costas ; KOSTAKIS, ALEXANDROS ; Giorgioni, Gianluigi ; Florakis, Chris . In: Working Paper Series. RePEc:rim:rimwps:65_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Higher co-moments and asset pricing on London Stock Exchange. (2012). KOSTAKIS, ALEXANDROS ; Muhammad, Kashif ; Siganos, Antonios . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:3:p:913-922. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why do merger premiums vary across industries and over time?. (2012). Viale, Ariel ; Ngo, Thanh ; Madura, Jeff . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:1:p:49-62. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Portfolio selection with qualitative input. (2012). Chiarawongse, Anant ; Tirapat, Sunti ; Kiatsupaibul, Seksan ; Van Roy, Benjamin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:489-496. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Portfolio selection with mental accounts and background risk. (2012). Baptista, Alexandre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:968-980. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Adapting Macropudential Policies to Global Liquidity Conditions. (2012). Shin, Hyun Song . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:671. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case. (2012). Tabak, Benjamin ; Mauricio da Silva Medeiros Junior, ; Guilherme Maia Rodrigues Gomes, . In: Working Papers Series. RePEc:bcb:wpaper:283. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Simple banking: profitability and the yield curve. (2012). Nelson, Benjamin ; Alessandri, Piergiorgio. In: Bank of England working papers. RePEc:boe:boeewp:0452. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Excessive bank risk taking and monetary policy. (2012). Demertzis, Maria ; Agur, Itai. In: Working Paper Series. RePEc:ecb:ecbwps:20121457. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Macroprudential Policies in Open Emerging Economies. (2012). Shin, Kwanho ; Mishkin, Frederic ; Hahm, Joon-Ho . In: NBER Working Papers. RePEc:nbr:nberwo:17780. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Collateralized Borrowing and Risk Taking at Low Interest Rates?. (2012). Ueberfeldt, Alexander ; Shukayev, Malik ; Cociuba, Simona. In: University of Western Ontario, Economic Policy Research Institute Working Papers. RePEc:uwo:epuwoc:20121. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Interest rates and the risk-taking incentives of bank CEOs. (2012). Niu, Jijun . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00203. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does monetary policy affect bank risk?. (2012). MarquÃ©s IbaÃ±ez, David ; Gambacorta, Leonardo ; Altunbas, Yener ; Marques-Ibanez, David . In: Working Papers. RePEc:bng:wpaper:12002. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Which banks are more risky? The impact of loan growth and business model on bank risk-taking. (2012). Kohler, Matthias . In: Discussion Papers. RePEc:zbw:bubdps:332012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An Empirical Analysis of the Risk Taking Channel of Monetary Policy in Turkey. (2012). Ozsuca, Ekin Ayse ; AkbostancI, Elif . In: ERC Working Papers. RePEc:met:wpaper:1208. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does the ECB act as a lender of last resort during the subprime lending crisis?: Evidence from monetary policy reaction models. (2012). Eichler, Stefan ; Hielscher, Kai . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:552-568. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank market power and monetary policy transmission. (2012). Iosifidi, Maria ; Delis, Manthos ; Brissimis, Sophocles. In: MPRA Paper. RePEc:pra:mprapa:49206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The determinants and consequences of IPOs in a regulated economy: Evidence from China. (2012). Shi, Haina ; Fang, Junxiong ; Xu, Haoping . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:22:y:2012:i:4:p:131-150. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	What drives the Quotes of Earnings Forecasters?. (2012). Franses, Philip Hans ; de Bruijn, Bert . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120067. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	What drives the Quotes of Earnings Forecasters?. (2012). de Bruijn, Bert ; Franses, Philip Hans . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012067. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A remark on Lin and Changs paper âConsistent modeling of S&P 500 and VIX derivativesâ. (2012). Zhang, Jin E. ; Ibraimi, Meriton ; Leippold, Markus ; Cheng, Jun . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:5:p:708-715. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Expectations Hypothesis of the Term Structure of LIBOR US Dollar Interest Rates. (2012). Milobedzki, Pawel . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:12:y:2012:p:5-18. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value. (2012). Hyde, Stuart ; Guidolin, Massimo. In: Working Papers. RePEc:igi:igierp:455. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Evaluating asset pricing models in the Korean stock market. (2012). Kim, Dongcheol ; Shin, Hyun-Soo . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:20:y:2012:i:2:p:198-227. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are good-news firms riskier than bad-news firms?. (2012). Min, Byoung-Kyu ; Kim, Tong Suk . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1528-1535. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Firm Profitability: Mean-Reverting or Random-Walk Behavior?. (2012). Miller, Stephen ; Canarella, Giorgio ; Nourayi, Mahmoud M.. In: Working Papers. RePEc:nlv:wpaper:1202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Barros, Carlos ; Peypoch, Nicolas ; Liang, Qi B.. (2012) Technical Efficiency in the Angolan Banking Sector with the B-convexity model. In: CEsA Working Papers. RePEc:cav:cavwpp:wp101. Full description at Econpapers	[Citation Analysis]
2012	The sources of bank productivity growth in China during 2002â2009: A disaggregation view. (2012). Hu, Jin-Li ; Chang, Tzu-Pu ; Chou, Ray Yeutien ; Sun, Lei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1997-2006. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Collateral Requirements of SMEs:The Evidence from LessâDeveloped Countries. (2012). Broccardo, Eleonora ; Bazzana, Flavio ; Hanedar, Elmas Yaldiz . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:12111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does Basel II Pillar 3 Risk Exposure Data help to Identify Risky Banks?. (2012). Sabiwalsky, Ralf . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-008. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Prepayment option of a perpetual corporate loan: the impact of the funding costs. (2012). Turinici, Gabriel ; Papin, Timothee . In: Working Papers. RePEc:hal:wpaper:hal-00768571. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis. (2012). Chevallier, Julien. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:3:p:943-973. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank resilience to systemic shocks and the stability of banking systems: Small is beautiful. (2012). Vallascas, Francesco ; Keasey, Kevin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1745-1776. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios. (2012). Vouldis, Angelos ; Louzis, Dimitrios ; Metaxas, Vasilios L.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1012-1027. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Ultimate Ownership Structure and Bank Regulatory Capital Adjustment: Evidence from European Commercial Banks. (2012). TARAZI, Amine ; Lepetit, Laetitia ; Zedek, Nadia . In: Working Papers. RePEc:hal:wpaper:hal-00918579. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Macroeconomic Variables and Stock Market Evolution. (2012). Kralik, Lorand. In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:60:y:2012:i:2:p:197-203. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	THE IMPACT OF POLITICAL AND ECONOMIC NEWS ON THE EURO/RON EXCHANGE RATE: A GARCH APPROACH. (2012). Spulbar, Cristi ; Nitoi, Mihai . In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2012:v:4i:p:52-58. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data. (2012). Mun, Kyung-Chun . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:383-394. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	New Approach to Remuneration Policy for Investment Firms: a Polish Capital Market Perspective. (2012). Oko, Szymon . In: Contemporary Economics. RePEc:wyz:journl:id:234. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Return and volatility spillovers among CIVETS stock markets. (2012). Atukeren, Erdal ; evik, Emrah a. ; KORKMAZ, Turhan . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:2:p:230-252. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Volatility Transmission across Currency, Commodity and Equity Markets under Multi-Chain Regime Switching: Implications for Hedging and Portfolio Allocation. (2012). Otranto, Edoardo ; Hammoudeh, Shawkat ; Khalifa, A. ; Ramchander, S.. In: Working Paper CRENoS. RePEc:cns:cnscwp:201214. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Contagion in CDS, Banking and Equity Markets.. (2012). Tabak, Benjamin ; Miranda, Rodrigo ; Rodrigo Cesar de Castro Miranda, ; Junior, Mauricio Medeiros . In: Working Papers Series. RePEc:bcb:wpaper:293. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Emerging markets and financial crises: Regional, global or isolated shocks?. (2012). Kenourgios, Dimitris ; Padhi, Puja . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:22:y:2012:i:1:p:24-38. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modelling oil price and exchange rate co-movements. (2012). Reboredo, Juan C.. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:34:y:2012:i:3:p:419-440. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A bibliometric account of Chinese economics research through the lens of the China Economic Review. (2012). Teixeira, Aurora ; Du, Yuxin ; Teixeira, Aurora A. C., . In: China Economic Review. RePEc:eee:chieco:v:23:y:2012:i:4:p:743-762. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The more contagion effect on emerging markets: The evidence of DCC-GARCH model. (2012). Celk, Sibel . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:5:p:1946-1959. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	After the global financial crisis: From international to multinational banking?. (2012). von Peter, Goetz ; McGuire, Patrick ; McCauley, Robert. In: Journal of Economics and Business. RePEc:eee:jebusi:v:64:y:2012:i:1:p:7-23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The impact of strategic interaction on earnings expectations associated with corporate product strategies. (2012). Chen, Po-Jung ; Lin, Wen-Chun . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:66-77. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The nature of the foreign listing premium: A cross-country examination. (2012). Schill, Michael J. ; Sarkissian, Sergei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2494-2511. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Option-implied volatility factors and the cross-section of market risk premia. (2012). Li, Junye . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:249-260. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Cross-border banking, credit access, and the financial crisis. (2012). Udell, Gregory ; Popov, Alexander. In: Journal of International Economics. RePEc:eee:inecon:v:87:y:2012:i:1:p:147-161. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Heterogeneity in bank pricing policies: The Czech evidence. (2012). Pruteanu-Podpiera, Anca ; Horvath, Roman ; Horvth, Roman . In: Economic Systems. RePEc:eee:ecosys:v:36:y:2012:i:1:p:87-108. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	External finance and firm survival in the aftermath of the crisis: Evidence from Eastern Europe and Central Asia. (2012). Cull, Robert ; Clarke, George ; Clarke, George R. G., ; Kisunko, Gregory . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:40:y:2012:i:3:p:372-392. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How can banks effectively stabilize their retail customers saving behavior? The impact of contractual rewards on saving persistence and cash flow volatility. (2012). Sievers, Sonke ; Schluter, Tobias ; Hartmann-Wendels, Thomas . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62057. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The procyclicality of Basel III leverage: Elasticity-based indicators and the Kalman filter. (2012). CalmÃ¨s, Christian ; Calmes, Christian ; Theoret, Raymond . In: RePAd Working Paper Series. RePEc:pqs:wpaper:012012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank systemic risk and the business cycle: Canadian and U.S. evidence. (2012). CalmÃ¨s, Christian ; Calmes, Christian ; Theoret, Raymond . In: RePAd Working Paper Series. RePEc:pqs:wpaper:022012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Survey of Systemic Risk Analytics. (2012). Lo, Andrew ; Valavanis, Stavros ; Flood, Mark ; Bisias, Dimitrios . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:255-296. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Ranking Systemically Important Financial Institutions. (2012). Veredas, David ; Luciani, Matteo ; Dungey, Mardi. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Derivatives Holdings and Systemic Risk in the U.S. Banking Sector. (2012). Mayordomo, Sergio ; Pea, Juan Ignacio ; Rodriguez-Moreno, Maria . In: Faculty Working Papers. RePEc:una:unccee:wp2112. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Measuring systemic risk: A factor-augmented correlated default approach. (2012). Suh, Sangwon. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:21:y:2012:i:2:p:341-358. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The impact of macro news and central bank communication on emerging European forex markets. (2012). KoÄenda, EvÅ¾en ; Ãgert, BalÃ¡zs ; egert, Balazs ; Koenda, Even . In: EconomiX Working Papers. RePEc:drm:wpaper:2012-20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Global Financial Crisis and currency crises in Latin America. (2012). Kuper, Gerard ; Jacobs, Jan ; Boonman, Tjeerd M. ; Jacobs, Jan P. A. M., . In: Research Report. RePEc:dgr:rugsom:12005-eef. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pegging emerging currencies in the face of dollar swings. (2012). Mignon, ValÃ©rie ; COUHARDE, CÃ©cile ; Coudert, Virginie. In: Working Papers. RePEc:cii:cepidt:2012-21. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	IMF programs, financial and real sector performance, and the Asian crisis. (2012). Muradoglu, Yaz ; Kutan, Ali M. ; Sudjana, Brasukra G.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:164-182. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Structured portfolio analysis under SharpeOmega ratio. (2012). Prigent, Jean-Luc ; HENTATI KAFFEL, Rania. In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-00657327. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Structured portfolio analysis under SharpeOmega ratio.. (2012). Prigent, Jean-Luc ; HENTATI KAFFEL, Rania ; Hentati-Kaffel, Rania . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:12002. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Structured portfolio analysis under SharpeOmega ratio. (2012). Prigent, Jean-Luc ; Hentati, Rania . In: Working Papers. RePEc:hal:wpaper:hal-00657327. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Variable annuities and the option to seek risk: Why should you diversify?. (2012). Mahayni, Antje ; Schneider, Judith C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2417-2428. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Crisis and Italian households: a microeconomic analysis of mortgage contracts. (2012). Manzoli, Elisabetta ; Felici, Roberto ; Pico, Raffaella . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_125_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Measuring Firms Financial Constraints: A Rough Guide. (2012). Silva, Filipe ; Carreira, Carlos. In: GEMF Working Papers. RePEc:gmf:wpaper:2012-14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Measuring Firms Financial Constraints: A Rough Guide. (2012). Silva, Filipe ; Carreira, Carlos. In: Notas EconÃ³micas. RePEc:gmf:journl:y:2012:i:36:p:23-46. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The impact of the sovereign debt crisis on the activity of Italian banks. (2012). Signoretti, Federico ; Ropele, Tiziano ; Albertazzi, Ugo ; Sene, Gabriele . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_133_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Impact of Central Bank Liquidity Infusions on Banks with High Level of Foreign Borrowing during the Crisis. (2012). Sokolov, Vladimir. In: Journal of the New Economic Association. RePEc:nea:journl:y:2012:i:13:p:51-78. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Informed or speculative: Short selling analyst recommendations. (2012). Blau, Benjamin ; Wade, Chip . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:14-25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Derivatives tradersâ reaction to mispricing in the underlying equity. (2012). Hayunga, Darren K. ; Nishikawa, Takeshi ; Holowczak, Richard D. ; Lung, Peter P.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2438-2454. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	More on the impact of US macroeconomic announcements: Evidence from French and German stock markets volatility. (2012). Lahiani, Amine ; Belgacem, Aymen. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00138. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An Equilibrium Model of Credit Rating Agencies. (2012). Natvik, Gisle ; Holden, Steinar ; Vigier, Adrien ; Natvig, Gisle James . In: Memorandum. RePEc:hhs:osloec:2013_001. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Tests of Parameters Instability: Theoretical Study and Empirical Analysis on Two Types of Models (ARMA Model and Market Model). (2012). FARHANI, Sahbi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2012-03-3. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements. (2012). van Dijk, Dick ; Frijns, Bart ; Scholtus, Martin L.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120121. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements. (2012). Frijns, Bart ; Scholtus, Martin L. ; van Dijk, Dick . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012121. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). Inglesi-Lotz, Roula ; GUPTA, RANGAN ; Peretti, Vittorio . In: Working Papers. RePEc:pre:wpaper:201216. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL. (2012). Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; Simo-Kengne, Beatrice D. ; Aye, Goodness C. ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201222. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode. (2012). Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; Simo-Kengne, Beatrice D. ; Aye, Goodness C. ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:sza:wpaper:wpapers166. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Who Responds More to Monetary Policy? Conventional Banks or Participation Banks. (2012). Macit, Fatih . In: European Research Studies Journal. RePEc:ers:journl:v:xv:y:2012:i:2:p:47-56. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Certification of Corporate Social Responsibility Activities in Oligopolistic Markets. (2012). Petrakis, Emmanuel ; Mitrokostas, Evangelos ; Manasakis, Constantine. In: Working Papers. RePEc:jau:wpaper:2012/06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp362012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers. RePEc:gla:glaewp:2012_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank/sovereign risk spillovers in the European debt crisis. (2012). Vander Vennet, Rudi ; Schepens, Glenn ; DE BRUYCKERE, V. ; GERHARDT, M.. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:12/828. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Euro at Risk: The Impact of Member Countriesâ Credit Risk on the Stability of the Common Currency. (2012). Wolff, Christian ; Rasmouki, Fanou ; Lehnert, Thorsten ; Jin, Xisong ; bekkour, lamia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9229. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Can dual-currency sovereign CDS predict exchange rate returns?. (2012). Zhang, Jianing ; Pu, Xiaoling . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:157-166. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financial crisis risk, ECB ânon-standardâ measures, and the external value of the euro. (2012). Eichler, Stefan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:3:p:257-265. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Private manufacturing SMEs survival and growth in Vietnam: The role of export participation. (2012). . In: MPRA Paper. RePEc:pra:mprapa:42489. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Two to tangle: Financial development, political instability and economic growth in Argentina. (2012). Campos, Nauro ; Tan, Bin ; Karanasos, Menelaos G.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:290-304. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why newly listed firms become acquisition targets. (2012). Jindra, Jan ; De, Soumendra . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2616-2631. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The reaction of stock market returns to anticipated unemployment. (2012). Taamouti, Abderrahim ; Gonzalo, Jesus. In: Economics Working Papers. RePEc:cte:werepe:we1237. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Impact of macroeconomic news on metal futures. (2012). Elder, John ; Miao, Hong ; Ramchander, Sanjay . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:51-65. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Size, value and liquidity. Do They Really Matter on an Emerging Stock Market?. (2012). Lischewski, Judith ; Voronkova, Svitlana . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:1:p:8-25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises. (2012). Subrahmanyam, Marti G. ; Jankowitsch, Rainer ; Friewald, Nils . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:1:p:18-36. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward. (2012). Rime, Dagfinn ; Osler, Carol ; King, Michael . In: Working Papers. RePEc:brd:wpaper:54. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Microstructure of Currency Markets. (2012). Osler, Carol ; Wang, Xuhang . In: Working Papers. RePEc:brd:wpaper:49. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Market Microstructure and the Profitability of Currency Trading. (2012). Osler, Carol . In: Working Papers. RePEc:brd:wpaper:48. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets. (2012). Chakravarty, Sugato ; Rutherford, Leann G.. In: Working Papers. RePEc:csr:wpaper:1011. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Effects of Board Characteristics on Loan Covenants: An Empirical Analysis. (2012). Rutherford, Leann G. ; Chakravarty, Sugato . In: Working Papers. RePEc:csr:wpaper:1014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition. (2012). Galagedera, Don ; Galagedera, Don U. A., ; Watson, John ; Zhu, Joe ; Premachandra, I. M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3302-3317. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Momentum, contrarian, and the January seasonality. (2012). Yao, Yaqiong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2757-2769. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Monitoring Bank Performance in the Presence of Risk. (2012). Lafuente, Esteban ; Epure, Mircea. In: Working Papers. RePEc:bge:wpaper:613. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Foreign banks, corporate strategy and financial stability: lessons from the river plate. (2012). Brei, Michael. In: PSE Working Papers. RePEc:hal:psewpa:halshs-00703738. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Foreign banks, corporate strategy and financial stability: lessons from the river plate. (2012). Winograd, Carlos . In: Working Papers. RePEc:hal:wpaper:halshs-00703738. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Size and earnings volatility of US bank holding companies. (2012). Poghosyan, Tigran ; de Haan, Jakob. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3008-3016. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is It Money or Brains? The Determinants of Intra-Family Decision Power. (2012). Torricelli, Costanza ; Brunetti, Marianna ; Bertocchi, Graziella. In: IZA Discussion Papers. RePEc:iza:izadps:dp6648. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is it money or brains? The determinants of intra-family decision power. (2012). Torricelli, Costanza ; Brunetti, Marianna ; Bertocchi, Graziella. In: Center for Economic Research (RECent). RePEc:mod:recent:083. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is it money or brains? The determinants of intra-family decision power. (2012). Torricelli, Costanza ; Brunetti, Marianna ; Bertocchi, Graziella. In: CEIS Research Paper. RePEc:rtv:ceisrp:238. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is it money or brains? The determinants of intra-family decision power. (2012). Torricelli, Costanza ; Brunetti, Marianna ; Bertocchi, Graziella. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:12062. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is it money or brains? The determinants of intra-family decision power. (2012). Torricelli, Costanza ; Brunetti, Marianna ; Bertocchi, Graziella. In: Department of Economics. RePEc:mod:depeco:0686. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Household portfolio choices, health status and health care systems: A cross-country analysis based on SHARE. (2012). Brunetti, Marianna ; Atella, Vincenzo ; Maestas, Nicole . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1320-1335. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financial reporting quality, debt maturity and investment efficiency. (2012). Juan Pedro Sanchez Ballesta, ; M. Fuensanta Cutillas Gomariz, . In: Working Papers. Serie EC. RePEc:ivi:wpasec:2012-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Federal Reserves balance sheet and overnight interest rates. (2012). Morse, Ari ; Marquez, Jaime ; Schlusche, Bernd . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-66. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Quantifying credit and market risk under Solvency II: Standard approach versus internal model. (2012). Martin, Michael ; Gatzert, Nadine . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:649-666. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Extreme Correlation of Stock and Bond Futures Markets: International Evidence. (2012). Chui, Chin Man ; YANG, JIAN . In: The Financial Review. RePEc:bla:finrev:v:47:y:2012:i:3:p:565-587. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are private banks the better banks? An insight into the principal-agent structure and risk-taking behavior of German banks.. (2012). Schmielewski, Frank ; Wein, Thomas . In: Working Paper Series in Economics. RePEc:lue:wpaper:236. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Foreign banks and foreign currency lending in emerging Europe. (2012). De Haas, Ralph ; Brown, Martin. In: MPRA Paper. RePEc:pra:mprapa:36323. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR. (2012). Tkalec, Marina. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:62:y:2012:i:3:p:278-296. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Information Asymmetry and Foreign Currency Borrowing by Small Firms. (2012). Yesin, Pinar ; Ongena, Steven ; Brown, Martin. In: Working Papers. RePEc:snb:snbwpa:2012-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financial dollarization in Russia: causes and consequences. (2012). Ponomarenko, Alexey ; Solovyeva, Alexandra ; Vasilieva, Elena . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2011_036. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why does Shareholder Protection Matter for Abnormal Returns after Reported Insider Purcases and Sales?. (2012). Fidrmuc, Jana P. ; Korczak, Piotr . In: Working Papers. RePEc:wbs:wpaper:wpn12-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Shareholder and creditor legal rights and the outcome model of dividends. (2012). O'Connor, Thomas ; Byrne, Julie . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n225-12.pdf. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dividend payout and corporate governance along the corporate life-cycle. (2012). O'Connor, Thomas. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n228-12.pdf. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Creditor rights and the outcome model of dividends. (2012). O'Connor, Thomas ; Byrne, Julie ; OaConnor, Thomas . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:2:p:227-242. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The price of unsustainability: An experiment with professional private equity investors. (2012). Crifo, Patricia. In: Working Papers. RePEc:hal:wpaper:hal-00757203. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating the cost of capital with basis assets. (2012). Brown, Stephen ; Lajbcygier, Paul ; Wong, Woon Weng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3071-3079. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do banks value the eco-friendliness of firms in their corporate lending decision? Some empirical evidence. (2012). Nandy, Monomita ; Lodh, Suman . In: International Review of Financial Analysis. RePEc:eee:finana:v:25:y:2012:i:c:p:83-93. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests. (2012). Holler, Julian ; Bessler, Wolfgang ; Kurmann, Philipp . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:109-141. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exploring the dynamic interdependence between gold and other financial markets. (2012). Toyoshima, Yuki ; Miyazaki, Takashi ; Hamori, Shigeyuki. In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00754. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Examining the stochastic behavior of REIT returns: Evidence from the regime switching approach. (2012). Shen, Chung-Hua ; Chen, Shyh-Wei . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:2:p:291-298. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The impact of unconventional monetary policy on the market for collateral: The case of the French bond market. (2012). Idier, Julien ; Avouyi-Dovi, Sanvi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:428-438. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The end of diversification. (2012). James, Jessica ; Kasikov, Kristjan ; Edwards, Kerry-Ann . In: Quantitative Finance. RePEc:taf:quantf:v:12:y:2012:i:11:p:1629-1636. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2012	On the diversification benefits of commodities from the perspective of euro investors. (2012). Dorfleitner, Gregor ; Belousova, Julia . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2455-2472. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.. (2012). Lopez, Claude ; Delatte, Anne-Laure. In: MPRA Paper. RePEc:pra:mprapa:39860. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Futures basis, inventory and commodity price volatility: An empirical analysis. (2012). Symeonidis, Lazaros ; Prokopczuk, Marcel ; Brooks, Chris ; Lazar, Emese . In: MPRA Paper. RePEc:pra:mprapa:39903. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Allocating Commodities in Inflation Hedging Portfolios: A Core Driven Global Macro Strategy. (2012). Fulli-Lemaire, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:42852. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and NaÃ¯ve Diversification Approaches. (2012). Wolff, Dominik ; Bessler, Wolfgang ; Opfer, Heiko . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62020. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2012). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed El Hedi ; Arouri, Mohamed El Hedi, . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:2:p:207-218. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Futures basis, inventory and commodity price volatility: An empirical analysis. (2012). Symeonidis, Lazaros ; Prokopczuk, Marcel ; Brooks, Chris. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2651-2663. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stock salience and the asymmetric market effect of consumer sentiment news. (2012). Subrahmanyam, Avanidhar ; faff, robert ; Akhtar, Shumi ; Oliver, Barry . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3289-3301. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Business group affiliation and R&D propensity. (2012). Iacobucci, Donato ; Guzzini, Enrico . In: Working Papers. RePEc:cme:wpaper:1203. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does ownership concentration improve M&A outcomes in emerging markets?. (2012). Bhaumik, Sumon ; Selarka, Ekta. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:717-726. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal Asset Allocation under Quadratic Loss Aversion. (2012). Hlouskova, Jaroslava ; Fortin, Ines . In: Economics Series. RePEc:ihs:ihsesp:291. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study. (2012). Liu, Shuangzhe ; Polasek, Wolfgang ; Ma, Tiefeng . In: Economics Series. RePEc:ihs:ihsesp:294. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stochastic dominance for law invariant preferences: The happy story of elliptical distributions. (2012). Del Vigna, Matteo . In: DiMaD Working Papers. RePEc:flo:wpaper:2012-08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective. (2012). Hyde, Stuart ; Guidolin, Massimo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:3:p:695-716. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Using industry momentum to improve portfolio performance. (2012). Guettler, Andre ; Behr, Patrick ; Truebenbach, Fabian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1414-1423. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Monetary Policy in a World Where Money (Also) Matters. (2012). Kelly, Logan ; Giesen, Sebastian ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:iwh:dispap:6-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Monetary Transmission Mechanism and Time Variation in the Euro Area. (2012). Bagzibagli, Kemal . In: Discussion Papers. RePEc:bir:birmec:12-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates. (2012). Kim, Jae ; DarnÃ©, Olivier ; Charles, Amelie ; Darne, Olivier . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1607-1626. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Drivers of Household Over-Indebtedness and Delinquency on Mortgage Loans: Evidence from Italian Microdata. (2012). Aristei, David. In: Quaderni del Dipartimento di Economia, Finanza e Statistica. RePEc:pia:wpaper:105/2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Positive Analysis of Deposit Insurance Provision: Regulatory Competition Among European Union Countries. (2012). Schure, Paul ; Engineer, Merwan ; Gillis, Mark . In: Working Paper Series. RePEc:rim:rimwps:29_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Regulators Trade-off: Bank Supervision vs. Minimum Capital. (2012). Schliephake, Eva ; Buck, Florian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3923. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Credit rating dynamics in the presence of unknown structural breaks. (2012). Xing, Haipeng ; Chen, Ying ; Sun, Ning . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:78-89. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The home-institution bias. (2012). Stenkrona, Anders ; McQueen, Grant . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1627-1638. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Creditor concentration: An empirical investigation. (2012). Ongena, Steven ; Tmer-Alkan, Gnseli ; Westernhagen, Natalja v.. In: European Economic Review. RePEc:eee:eecrev:v:56:y:2012:i:4:p:830-847. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are bank loans still âspecialâ (especially during a crisis)? Empirical evidence from a European country. (2012). Godlewski, Christophe. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2012-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dilution/incentive effects associating with employee bonuses in Taiwan: Empirical findings under two regimes. (2012). Chen, Ching-Lung ; Lu, Ming-Che ; Yen, Gili . In: International Review of Economics & Finance. RePEc:eee:reveco:v:22:y:2012:i:1:p:267-283. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries. (2012). Cevik, Serhan ; TEKSOZ, KATERINA . In: IMF Working Papers. RePEc:imf:imfwpa:12/191. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Effect of Foreign Aid on Income Inequality: Evidence from Panel Cointegration. (2012). Nunnenkamp, Peter ; Herzer, Dierk ; Dierk Herzer , Peter Nunnenkamp, ; Dierk Herzer, Peter Nunnenkamp, . In: Kiel Working Papers. RePEc:kie:kieliw:1762. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Revisiting Health and Income Inequality Relationship:Evidence from Developing Countries. (2012). Pulok, Mohammad Habibullah . In: MPRA Paper. RePEc:pra:mprapa:39766. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financial Development and Income Inequality: Is there any Financial Kuznets curve in Iran?. (2012). Tiwari, Aviral ; Shahbaz, Muhammad ; Reza, Sherafatian-Jahromi ; Muhammad, Shahbaz . In: MPRA Paper. RePEc:pra:mprapa:40899. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The effect of foreign aid on income inequality: Evidence from panel cointegration. (2012). Nunnenkamp, Peter ; Herzer, Dierk. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:23:y:2012:i:3:p:245-255. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Interest Rate Pass-Through and the Asymmetric Relationship between the Cash Rate and the Mortgage Rate. (2012). Valadkhani, Abbas ; Anwar, Sajid. In: The Economic Record. RePEc:bla:ecorec:v:88:y:2012:i:282:p:341-350. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rehabilitating the role of active management for pension funds. (2012). Briere, Marie ; Rigot, Sandra ; Signori, Ombretta ; Aglietta, Michel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2565-2574. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Risk and regret aversions on optimal bank interest margin under capital regulation. (2012). Tsai, Jeng-Yan . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2190-2197. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank Regulatory Capital Adjustment and Ultimate Ownership Structure: Evidence from European Commercial Banks. (2012). TARAZI, Amine ; Lepetit, Laetitia ; Zedek, Nadia . In: Working Papers. RePEc:hal:wpaper:hal-00918577. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Credit line use and availability in the financial crisis: the importance of hedging. (2012). Sullivan, Briana D. ; Meisenzahl, Ralf R. ; Berrospide, Jose M.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-27. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Economic conditions, lending competition, and evaluation effect of credit line announcements on borrowers. (2012). Chen, Hsiang-Ju ; Liu, Yong-Chin . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:20:y:2012:i:3:p:438-458. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Cash holdings in private firms. (2012). BIGELLI, MARCO ; Sanchez-Vidal, Javier . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:26-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests. (2012). Papadamou, Stephanos ; Kollias, Christos. In: Economics of Security Working Paper Series. RePEc:diw:diweos:diweos67. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Terrorist attacks and company financial numbers: Evidence on earnings management and value relevance from Madrid, London and Istanbul. (2012). Iatridis, George . In: Research in International Business and Finance. RePEc:eee:riibaf:v:26:y:2012:i:2:p:204-220. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank Capital and Liquidity Creation : Granger Causality Evidence. (2012). Weill, Laurent ; Seidler, Jakub ; Horvath, Roman. In: Working Papers. RePEc:ost:wpaper:318. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Effects of simultaneity on testing Granger-causality â a cautionary note about statistical problems and economic misinterpretations. (2012). Wilde, Joachim. In: Working Papers. RePEc:iee:wpaper:wp0093. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Between Parcimony and Complexity: Comparing Performance Measures for Romanian Banking Institutions. (2012). Brezeanu, Petre ; Munteanu, Anca . In: Annals of the University of Petrosani, Economics. RePEc:pet:annals:v:12:y:2012:i:1:p:225-232. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	CEO Pay with Perks. (2012). Han, Seungjin ; Carrothers, Andrew ; Qiu, Jiaping . In: Department of Economics Working Papers. RePEc:mcm:deptwp:2012-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Classified boards, the cost of debt, and firm performance. (2012). Chen, Dong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3346-3365. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Contingent convertibles. Solving or seeding the next banking crisis?. (2012). Koziol, Christian ; Lawrenz, Jochen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:90-104. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Consumption hedging and home-country bias in a model of international capital market equilibrium. (2012). Schnabel, Jacques A.. In: Studies in Economics and Finance. RePEc:eme:sefpps:v:29:y:2012:i:1:p:4-10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Approximation of Asymmetric Multivariate Return Distributions. (2012). Chu, Ba. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:19:y:2012:i:3:p:293-318. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Roots of the Banking Crisis in the New EU Member States: A Panel Regression Approach. (2012). Kavkler, Alenka ; Festic, Mejra . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2012:i:1:p:20-40. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI. (2012). Castro, Vitor. In: NIPE Working Papers. RePEc:nip:nipewp:11/2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban. (2012). Grundy, Bruce D. ; Verwijmeren, Patrick ; Lim, Bryan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:2:p:331-348. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Commodity futures hedging, risk aversion and the hedging horizon. (2012). Gencay, Ramazan ; cotter, john ; Conlon, Thomas . In: Working Papers. RePEc:ucd:wpaper:201218. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The dynamic relation between short sellers, option traders, and aggregate returns. (2012). Mauck, Nathan. In: MPRA Paper. RePEc:pra:mprapa:42566. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Central bank interventions and limit order behavior in the foreign exchange market. (2012). Yoshida, Yushi ; Susai, Masayuki . In: Discussion Papers. RePEc:kyu:dpaper:56. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Order flow, bidâask spread and trading density in foreign exchange markets. (2012). Chien, Chih-Chung ; Chen, Shikuan ; Chang, Ming-Jen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:597-612. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment. (2012). Stevanovic, Dalibor ; MÃ©sonnier, Jean-StÃ©phane. In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Differentiated interchange fees. (2012). Zenger, Hans. In: Economics Letters. RePEc:eee:ecolet:v:115:y:2012:i:2:p:276-278. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Fiscal policy and asset price volatility. (2012). Tagkalakis, Athanasios. In: Empirica. RePEc:kap:empiri:v:39:y:2012:i:1:p:123-156. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The effects of financial crisis on fiscal positions. (2012). Tagkalakis, Athanasios. In: Working Papers. RePEc:bog:wpaper:145. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Adjusting the U.S. Fiscal Policy for Asset Prices: Evidence from a TVP-MS Framework. (2012). Sousa, Ricardo ; DufrÃ©not, Gilles ; Agnello, Luca ; Dufrenot, Gilles . In: NIPE Working Papers. RePEc:nip:nipewp:20/2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How does fiscal policy react to wealth composition and asset prices?. (2012). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:3:p:874-890. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2012	Are corporate bond market returns predictable?. (2012). Wu, Chunchi ; Hong, Yongmiao ; Lin, Hai . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2216-2232. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financial advisors: A case of babysitters?. (2012). Jappelli, Tullio ; Hackethal, Andreas ; Haliassos, Michael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:509-524. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Liquidity risk and interest rate risk on banks: are they related?. (2012). Baldan, Cinzia ; Rebonato, Tobia ; Zen, Francesco . In: MPRA Paper. RePEc:pra:mprapa:41323. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	New measures of monetary policy surprises and jumps in interest rates. (2012). SebestyÃ©n, Szabolcs ; Leon, Angel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2323-2343. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stock Return and Cash Flow Predictability: The Role of Volatility Risk. (2012). Zhou, Hao ; Bollerslev, Tim ; Xu, Lai . In: CREATES Research Papers. RePEc:aah:create:2012-51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank discrimination, holding bank ownership, and economic consequences: Evidence from China. (2012). Zhu, Jigao ; Lu, Zhengfei ; ZHANG, WEINING . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:341-354. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Contagious Bank Runs: Experimental Evidence. (2012). Vlahu, Razvan ; Trautmann, Stefan ; Brown, Martin. In: DNB Working Papers. RePEc:dnb:dnbwpp:363. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Contagion Risk in the Czech Financial System: A Network Analysis and Simulation Approach. (2012). KubicovÃ¡, Ivana ; Hausenblas, VÃ¡clav ; Kubicova, Ivana ; Lesanovska, Jitka . In: Working Papers. RePEc:cnb:wpaper:2012/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk. (2012). Stiglitz, Joseph ; Gallegati, Mauro ; Delli Gatti, Domenico ; battiston, stefano ; Greenwald, Bruce ; JosephE. Stiglitz, . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:8:p:1121-1141. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Contagious Bank Runs: Experimental Evidence. (2012). Vlahu, Razvan ; Trautmann, Stefan ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank balance sheet dynamics under a regulatory liquidity-coverage-ratio constraint. (2012). VanHoose, David ; Balasubramanyan, Lakshmi . In: Working Paper. RePEc:fip:fedcwp:1209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting the performance of hedge fund styles. (2012). Olmo, Jose ; Sanso-Navarro, Marcos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2351-2365. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Institutional investment horizon and investmentâcash flow sensitivity. (2012). Attig, Najah ; Cleary, Sean ; El Ghoul, Sadok ; Guedhami, Omrane . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1164-1180. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Of Religion and Redemption: Evidence from Default on Islamic Loans (Replaces CentER DP 2010-136). (2012). Ongena, Steven ; Baele, Lieven ; Farooq, M.. In: Discussion Paper. RePEc:dgr:kubcen:2012014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Risk in Islamic Banking. (2012). TARAZI, Amine ; Abedifar, Pejman ; Molyneux, Philip . In: Working Papers. RePEc:hal:wpaper:hal-00915115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Information content of repurchase signals: Tangible or intangible information?. (2012). Liang, Woan-lih . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:261-274. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Managerial Abilities: Evidence from Religious Mutual Fund Managers. (2012). Muoz, Fernando ; Vargas, Maria ; Ferruz, Luis . In: Journal of Business Ethics. RePEc:kap:jbuset:v:105:y:2012:i:4:p:503-517. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Demand for private equity minority investments: A study of large family firms. (2012). Achleitner, Ann-Kristin ; Schraml, Stephanie ; Tappeiner, Florian ; Howorth, Carole . In: Journal of Family Business Strategy. RePEc:eee:fambus:v:3:y:2012:i:1:p:38-51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Systemic Risk Analysis using Forward-Looking Distance-to-Default Series. (2012). Saldias, Martin. In: Working Papers. RePEc:ptu:wpaper:w201216. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	European States and Financial Systems: A Biased Relationship. (2012). REY, Nathalie. In: Post-Print. RePEc:hal:journl:halshs-00758892. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The future and dynamics of global systemically important banks. (2012). Moshirian, Fariborz . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2675-2679. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	When more is less: Using multiple constraints to reduce tail risk. (2012). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2693-2716. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012). Ellis, Luci ; BORIO, Claudio ; Arnold, Bruce ; Moshirian, Fariborz . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3125-3132. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How unconventional are large-scale asset purchases? The impact of monetary policy on asset prices. (2012). Rosa, Carlo. In: Staff Reports. RePEc:fip:fednsr:560. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exchange rate determination and structural changes in response to monetary policies. (2012). Kurihara, Yutaka. In: Studies in Economics and Finance. RePEc:eme:sefpps:v:29:y:2012:i:3:p:187-196. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Minor Nuisance Around Foreign Exchange Markets - Lessons from the Stability and Growth Pact Debate. (2012). . In: Global Financial Markets Working Paper Series. RePEc:hlj:hljwrp:32-2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Monetary policy communication in Turkey. (2012). Ãzbay ÃzlÃ¼, PÄ±nar ; Kara, Hakan ; Demiralp, Selva. In: European Journal of Political Economy. RePEc:eee:poleco:v:28:y:2012:i:4:p:540-556. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Diversification and determinants of international credit portfolios: Evidence from German banks. (2012). Boninghausen, Benjamin ; Kohler, Matthias . In: Discussion Papers. RePEc:zbw:bubdps:282012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Recovering Delisting Returns of Hedge Funds. (2012). Jackwerth, Jens ; Hodder, James E. ; Kolokolova, Olga . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1234. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options. (2012). Stentoft, Lars ; Rombouts, Jeroen ; Violente, Francesco . In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	If we can simulate it, we can insure it: An application to longevity risk management. (2012). Stentoft, Lars ; Boyer, M. Martin. In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options. (2012). Violante, Francesco ; Stentoft, Lars ; ROMBOUTS, JEROEN V. K., . In: CORE Discussion Papers. RePEc:cor:louvco:2012003. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	When are path-dependent payoffs suboptimal?. (2012). Kassberger, Stefan ; Liebmann, Thomas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1304-1310. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models. (2012). Beliaeva, Natalia ; Nawalkha, Sanjay . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:151-163. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Day and night returns of Chinese ADRs. (2012). He, Hui ; Yang, Jiawen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2795-2803. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the efficiency of sovereign bond markets. (2012). Fernandez Bariviera, Aurelio ; Guercio, Belen M. ; Rosso, Osvaldo A. ; Zunino, Luciano ; Martinez, Lisana B.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:18:p:4342-4349. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Debt, interest rates, and integration of financial markets. (2012). SuriÃ±ach, Jordi ; Claeys, Peter ; Suriach, Jordi ; Moreno, Rosina ; Suriñach, Jordi. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:1:p:48-59. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Dynamics of International Capital Flows: Results from a Dynamic Hierarchical Factor Model. (2012). Jorra, Markus ; FÃ¶rster, Marcel ; Forster, Marcel ; Tillmann, Peter ; PeterTillmann, . In: MAGKS Papers on Economics. RePEc:mar:magkse:201221. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Market Discipline during Crisis: Evidence from Bank Depositors in Transition Countries. (2012). KozÅowski, Åukasz ; Kowalewski, Oskar ; HASAN, IFTEKHAR ; Kozowski, ukasz ; Jackowicz, Krzysztof . In: MPRA Paper. RePEc:pra:mprapa:43693. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Banking crises and market discipline: International evidence. (2012). Fonseca, Ana Rosa ; Gonzalez, Francisco ; Cubillas, Elena . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2285-2298. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Follow the money: what does the literature on banking tell prudential supervisors on bank business models?. (2012). Passenier, Joost ; Cavelaars, Paul . In: DNB Working Papers. RePEc:dnb:dnbwpp:336. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Institutional ownership, analyst following, and share prices. (2012). Fernando, Chitru S. ; Gatchev, Vladimir A. ; Spindt, Paul A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2175-2189. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financial crises in efficient markets: How fundamentalists fuel volatility. (2012). Szafarz, Ariane. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:105-111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A note on empirical Sharpe ratio dynamics. (2012). Auer, Benjamin R. ; Schuster, Martin . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:1:p:124-128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A decision-theoretic foundation for reward-to-risk performance measures. (2012). Eling, Martin ; Schuhmacher, Frank . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2077-2082. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Beyond the Sharpe ratio: An application of the AumannâSerrano index to performance measurement. (2012). Pigorsch, Christian ; Homm, Ulrich . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2274-2284. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Framework for Extracting the Probability of Default from Stock Option Prices. (2012). Vinogradov, Dmitri ; Takeyama, Azusa ; Constantinou, Nick . In: IMES Discussion Paper Series. RePEc:ime:imedps:12-e-14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic. (2012). Vojtek, Martin ; Seidler, Jakub ; Belyaev, Konstantin ; Belyaeva, Aelita ; Konecny, Tomas . In: Working Papers. RePEc:cnb:wpaper:2012/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Efficiency and market power in Latin American banking. (2012). Williams, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:8:y:2012:i:4:p:263-276. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank market power and revenue diversification: Evidence from selected ASEAN countries. (2012). Skully, Michael ; Perera, Shrimal ; Nguyen, My. In: Journal of Asian Economics. RePEc:eee:asieco:v:23:y:2012:i:6:p:688-700. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multinational Banking and the International Transmission of Financial Shocks: Evidence from Foreign Bank Subsidiaries. (2012). Wu, Ji ; Olivero, Maria ; Jeon, Bang. In: Department of Economics Working Paper Series. RePEc:ris:drxlwp:2012_002. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank Competition, Crisis and Risk-Taking: Evidence from Emerging Markets in Asia. (2012). TARAZI, Amine ; Soedarmono, Wahyoe ; Machrouh, Fouad . In: Working Papers. RePEc:hal:wpaper:hal-00918500. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A preliminary investigation of northern Irelands housing market dynamics. (2012). Gallagher, Emer ; Bond, Derek ; Ramsey, Elaine . In: MPRA Paper. RePEc:pra:mprapa:39806. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pricing the US residential asset through the rent flow: A cross-sectional study. (2012). Goswami, Gautam ; Tan, Sinan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2742-2756. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A time series test to identify housing bubbles. (2012). Escobari, Diego ; Bello, Andres ; Damianov, Damian . In: MPRA Paper. RePEc:pra:mprapa:44360. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Distress risk premia in expected stock and bond returns. (2012). Zhang, Andrew Jianzhong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:225-238. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financing Entrepreneurship and the Old-Boy Network. (2012). Parker, Simon ; Inci, Eren. In: IZA Discussion Papers. RePEc:iza:izadps:dp6288. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	International diversification: An extreme value approach. (2012). Lu, Ching-Chih ; de la Pea, Victor ; Chollete, Lorn . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:3:p:871-885. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Spillover Effect in the MENA Area: Case of Four Financial Markets. (2012). El Alaoui, Marwane ; Benbachir, Saad . In: MPRA Paper. RePEc:pra:mprapa:48682. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Price and Volatility Spillover between Livestock and Related Commodity Markets. (2012). Schroeder, Ted ; Pozo, Veronica F.. In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:124798. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics. (2012). Caraiani, Petre. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:13:p:3629-3637. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Foreign bank entry, credit allocation and lending rates in emerging markets: Empirical evidence from Poland. (2012). Havrylchyk, Olena ; Degryse, Hans ; Jurzyk, Emilia ; Kozak, Sylwester . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:2949-2959. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	De-noising option prices with the wavelet method. (2012). Haven, Emmanuel ; Liu, Xiaoquan ; Shen, Liya . In: European Journal of Operational Research. RePEc:eee:ejores:v:222:y:2012:i:1:p:104-112. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment. (2012). Asongu, Simplice ; Simplice, Asongu . In: MPRA Paper. RePEc:pra:mprapa:36055. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are Proposed African Monetary Unions Optimal Currency Areas? Real and Monetary Policy Convergence Analysis. (2012). Asongu, Simplice ; Simplice, Asongu . In: MPRA Paper. RePEc:pra:mprapa:36056. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	African Development: Beyond Income Convergence. (2012). Asongu, Simplice ; Simplice, Asongu . In: MPRA Paper. RePEc:pra:mprapa:36054. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	African Financial Development Dynamics: Big Time Convergence. (2012). Asongu, Simplice ; Simplice, Asongu . In: MPRA Paper. RePEc:pra:mprapa:36053. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Real and Monetary Policy Convergence: EMU Crisis to the CFA Zone. (2012). Asongu, Simplice ; Simplice, Asongu . In: MPRA Paper. RePEc:pra:mprapa:36051. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are Proposed African Monetary Unions Optimal Currency Areas? Real, Monetary and Fiscal Policy Convergence Analysis. (2012). Asongu, Simplice ; Simplice, Asongu . In: MPRA Paper. RePEc:pra:mprapa:41552. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Harmonizing IPRs on Software Piracy: Empirics of Trajectories in Africa. (2012). Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:42466. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rethinking stock market integration: Globalization, valuation and convergence. (2012). Tam, Pui Sun. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-052. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2012	A comparative study of the probability of default for global financial firms. (2012). Cmara, Antnio ; Popova, Ivilina ; Simkins, Betty . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:3:p:717-732. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dynamic strategies to optimize asset allocation: empirical evidence in the Brazilian market. (2012). Claudio Henrique da Silveira Barbedo, ; Jose Valentim Machado Vicente, ; Cardoso, Hedmilton Mouro . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:9:y:2012:i:2:p:109-133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal tax-timing and asset allocation when tax rebates on capital losses are limited. (2012). Marekwica, Marcel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2048-2063. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Essays on executive remuneration contracting: Managerial power, corporate payout, and gender discrimination.. (2012). Geiler, P. H. M., . In: Open Access publications from Tilburg University. RePEc:ner:tilbur:urn:nbn:nl:ui:12-5590842. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Evidence of Fire-Sale M&A in European Transition Countries. (2012). Visic, Josipa . In: Managing Global Transitions. RePEc:mgt:youmgt:v:10:y:2012:i:4:p:325-340. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The firm-specific nature of debt tax shields and optimal corporate investment decisions. (2012). Eisdorfer, Assaf . In: Managerial Finance. RePEc:eme:mfipps:v:38:y:2012:i:6:p:560-570. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects. (2012). Fricke, Christoph . In: Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover. RePEc:han:dpaper:dp-493. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why are excess returns on Chinaâs Treasury bonds so predictable? The role of the monetary system. (2012). Zhang, Chu ; Tian, Shu ; Fan, Longzhen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:239-248. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Central bank interventions and limit order behavior in the foreign exchange market. (2012). Yoshida, Yushi ; Susai, Masayuki . In: Discussion Papers. RePEc:kyu:dpaper:56. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Overnight public information, order placement, and price discovery during the pre-opening period. (2012). Nguyen, Huong ; Moshirian, Fariborz ; Pham, Peter Kien . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2837-2851. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Can an interest-free credit facility be more efficient than a usurious payday loan?. (2012). Jaafar, Aziz ; Ebrahim, M. Shahid ; Salleh, Murizah Osman . In: Working Papers. RePEc:bng:wpaper:12008. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Competition as a Savings Incentive: a Field Experiment at a Homeless Shelter. (2012). Linardi, Sera ; Tanaka, Tomomi . In: Working Papers. RePEc:pit:wpaper:484. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Corporate taxes, strategic default, and the cost of debt. (2012). Nejadmalayeri, Ali ; Singh, Manohar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:2900-2916. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pricing the US residential asset through the rent flow: A cross-sectional study. (2012). Goswami, Gautam ; Tan, Sinan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2742-2756. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Two to tangle: Financial development, political instability and economic growth in Argentina. (2012). Campos, Nauro ; Tan, Bin ; Karanasos, Menelaos G.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:290-304. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Extreme downside risk and expected stock returns. (2012). Wu, Feng ; Huang, Wei ; Liu, Qianqiu ; Rhee, Ghon S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1492-1502. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal portfolios with minimum capital requirements. (2012). Ruiz, Esther ; van Dijk, Dick ; Santos, AndrÃÂ© A. P., ; Nogales, Francisco J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1928-1942. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Evaluation of VaR models forecasting performance: the case of oil markets. (2012). Gallali, Med Imen ; Zahraa, Raggad . In: International Journal of Financial Services Management. RePEc:ids:ijfsmg:v:5:y:2012:i:3:p:197-215. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Time-Varying Dependency and Structural Changes in Currency Markets. (2012). Hsieh, Chia-Hsun ; Huang, Shian-Chang . In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:48:y:2012:i:2:p:94-127. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Corporate governance and capital allocations of diversified firms. (2012). Chen, I-Ju, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:395-409. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Institutional investment horizon and investmentâcash flow sensitivity. (2012). Attig, Najah ; Cleary, Sean ; El Ghoul, Sadok ; Guedhami, Omrane . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1164-1180. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Government ownership and corporate governance: Evidence from the EU. (2012). Zagorchev, Andrey ; Brockman, Paul ; Salas, Jesus M. ; Borisova, Ginka . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:2917-2934. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case. (2012). Tabak, Benjamin ; Mauricio da Silva Medeiros Junior, ; Guilherme Maia Rodrigues Gomes, . In: Working Papers Series. RePEc:bcb:wpaper:283. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Frontier Measure of U.S. Banking Competition. (2012). Bolt, Wilko ; Humphrey, David . In: DNB Working Papers. RePEc:dnb:dnbwpp:359. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Retail Payment Systems: Competition, Innovation, and Implications. (2012). Bolt, Wilko. In: DNB Working Papers. RePEc:dnb:dnbwpp:362. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Foreign banks and foreign currency lending in emerging Europe. (2012). De Haas, Ralph ; Brown, Martin. In: MPRA Paper. RePEc:pra:mprapa:36323. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Impact of Central Bank Liquidity Infusions on Banks with High Level of Foreign Borrowing during the Crisis. (2012). Sokolov, Vladimir. In: Journal of the New Economic Association. RePEc:nea:journl:y:2012:i:13:p:51-78. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Foreigners vs. Natives: Bank Lending Technologies and Loan Pricing. (2012). Ioannidou, Vasso ; Beck, Thorsten ; Beck, T. H. L., ; Schfer, L.. In: Discussion Paper. RePEc:dgr:kubcen:2012055. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	âLending by exampleâ: Direct and indirect effects of foreign banks in emerging markets. (2012). Ongena, Steven ; Giannetti, Mariassunta. In: Journal of International Economics. RePEc:eee:inecon:v:86:y:2012:i:1:p:167-180. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecast based Pricing of Weather Derivatives. (2012). Ritter, Matthias ; LÃ³pez Cabrera, Brenda ; HÃ¤rdle, Wolfgang ; Lopez-Cabrera, Brenda ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-027. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Can the market forecast the weather better than meteorologists?. (2012). Ritter, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-067. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are freight futures markets efficient? Evidence from IMAREX. (2012). Skiadopoulos, George ; Goulas, Lambros . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:3:p:644-659. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Efficiency and scale economies in the Japanese non-life insurance industry. (2012). Choo, Yap Yin . In: International Journal of Financial Services Management. RePEc:ids:ijfsmg:v:5:y:2012:i:3:p:239-255. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The efficiency of the buy-write strategy: Evidence from Australia. (2012). Moosa, Imad ; Ramiah, Vikash ; Naughton, Tony ; Mugwagwa, Tafadzwa . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:305-328. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The determinants of interest margins and their effect on bank diversification: Evidence from Asian banks. (2012). Chung, Huimin ; Wu, Soushan ; Hsieh, Ming-Hsiang ; Lin, Jane-Raung . In: Journal of Financial Stability. RePEc:eee:finsta:v:8:y:2012:i:2:p:96-106. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The sources of bank productivity growth in China during 2002â2009: A disaggregation view. (2012). Hu, Jin-Li ; Chang, Tzu-Pu ; Chou, Ray Yeutien ; Sun, Lei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1997-2006. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Diversification and risk-adjusted performance: A quantile regression approach. (2012). Lee, BongSoo ; Li, Ming-Yuan Leon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2157-2173. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Organization and efficiency in the international insurance industry: A cross-frontier analysis. (2012). Eling, Martin ; Biener, Christian. In: European Journal of Operational Research. RePEc:eee:ejores:v:221:y:2012:i:2:p:454-468. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Product markets and corporate investment: Theory and evidence. (2012). Akdoau, Evrim ; MacKay, Peter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:439-453. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Earnings management and auditor specialization in the post-sox era: An examination of the banking industry. (2012). DeBoskey, David Gregory ; Jiang, Wei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:613-623. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany. (2012). Memmel, Christoph ; Kick, Thomas ; Pfingsten, Andreas ; Bornemann, Sven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2403-2415. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Crisis and risk dependencies. (2012). Grundke, Peter ; Polle, Simone . In: European Journal of Operational Research. RePEc:eee:ejores:v:223:y:2012:i:2:p:518-528. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Macroenvironmental determinants of operational loss severity. (2012). Cope, Eric W. ; Piche, Mark T. ; Walter, John S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1362-1380. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Real options and earnings-based bonus compensation. (2012). Huang, Hongming ; Shih, Pai-Ta . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2389-2402. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating probability distributions of future asset prices: empirical transformations from option-implied risk-neutral to real-world density functions. (2012). Noss, Joseph ; de Vincent-Humphreys, Rupert . In: Bank of England working papers. RePEc:boe:boeewp:0455. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dynamic strategies to optimize asset allocation: empirical evidence in the Brazilian market. (2012). Claudio Henrique da Silveira Barbedo, ; Jose Valentim Machado Vicente, ; Cardoso, Hedmilton Mouro . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:9:y:2012:i:2:p:109-133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH. (2012). Yang, Minxian ; Thorp, Susan ; Milunovich, George ; Dungey, Mardi. In: Research Paper Series. RePEc:uts:rpaper:312. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Endogenous crisis dating and contagion using smooth transition structural GARCH. (2012). Yang, Minxian ; Thorp, Susan ; Milunovich, George ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:15030. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modelling oil price and exchange rate co-movements. (2012). Reboredo, Juan C.. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:34:y:2012:i:3:p:419-440. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	International diversification: An extreme value approach. (2012). Lu, Ching-Chih ; de la Pea, Victor ; Chollete, Lorn . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:3:p:871-885. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The end of diversification. (2012). James, Jessica ; Kasikov, Kristjan ; Edwards, Kerry-Ann . In: Quantitative Finance. RePEc:taf:quantf:v:12:y:2012:i:11:p:1629-1636. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financial contagion and the real economy. (2012). Baur, Dirk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2680-2692. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do return prediction models add economic value?. (2012). Timmermann, Allan ; Cenesizoglu, Tolga . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:2974-2987. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An international CAPM for partially integrated markets: Theory and empirical evidence. (2012). Nguyen, Duc Khuong ; AROURI, Mohamed El Hedi ; Arouri, Mohamed El Hedi, ; Pukthuanthong, Kuntara . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2473-2493. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Analytical pricing of American options. (2012). Zhang, Jin ; Cheng, Jun . In: Review of Derivatives Research. RePEc:kap:revdev:v:15:y:2012:i:2:p:157-192. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Corporate Diversification and Firm Value: A Survey of Recent Literature. (2012). Matz, Michael ; Hartmann-Wendels, Thomas ; Erdorf, Stefan ; Heinrichs, Nicolas . In: Cologne Graduate School Working Paper Series. RePEc:cgr:cgsser:03-01. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Efficiency and Risk-Taking in Pre-Crisis Investment Banks. (2012). Girardone, Claudia ; Fiordelisi, Franco ; Radi, Nemanja . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:41:y:2012:i:1:p:81-101. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Economic value, competition and financial distress in the European banking system. (2012). Fiordelisi, Franco ; cipollini, andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3101-3109. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Funding liquidity and equity liquidity in the subprime crisis period: Evidence from the ETF market. (2012). Chung, Huimin ; Wang, George H. K., ; Ho, Keng-Yu ; Chiu, Junmao . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2660-2671. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Momentum, contrarian, and the January seasonality. (2012). Yao, Yaqiong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2757-2769. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Incorporating risk input into the analysis of bank productivity: Application to the Taiwanese banking industry. (2012). Chen, Ku-Hsieh . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1911-1927. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The impact of monetary policy decisions on stock returns: Evidence from Thailand. (2012). Vithessonthi, Chaiporn ; Techarongrojwong, Yaowaluk . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:3:p:487-507. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	New measures of monetary policy surprises and jumps in interest rates. (2012). SebestyÃ©n, Szabolcs ; Leon, Angel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2323-2343. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Regression Model for Proportions with Probability Masses at Zero and One. (2012). Calabrese, Raffaella. In: Working Papers. RePEc:ucd:wpaper:201209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating bank loans loss given default by generalized additive models. (2012). Calabrese, Raffaella. In: Working Papers. RePEc:ucd:wpaper:201224. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic. (2012). Vojtek, Martin ; Seidler, Jakub ; Belyaev, Konstantin ; Belyaeva, Aelita ; Konecny, Tomas . In: Working Papers. RePEc:cnb:wpaper:2012/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	What happens after corporate default? Stylized facts on access to credit. (2012). Richmond, Christine ; Dias, Daniel ; Bonfim, Diana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2007-2025. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Aggregating Credit and Market Risk: The Impact of Model Specification. (2012). Verhoef, Bastiaan ; Lucas, AndrÃ©. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120057. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Simple banking: profitability and the yield curve. (2012). Nelson, Benjamin ; Alessandri, Piergiorgio. In: Bank of England working papers. RePEc:boe:boeewp:0452. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Liquidity risk and interest rate risk on banks: are they related?. (2012). Baldan, Cinzia ; Rebonato, Tobia ; Zen, Francesco . In: MPRA Paper. RePEc:pra:mprapa:41323. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Aggregating Credit and Market Risk: The Impact of Model Specification. (2012). Lucas, Andre ; Verhoef, Bastiaan . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012057. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Risk in Islamic Banking. (2012). TARAZI, Amine ; Abedifar, Pejman ; Molyneux, Philip . In: Working Papers. RePEc:hal:wpaper:hal-00915115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why do UK banks securitize?. (2012). cerrato, mario ; Crosby, John ; Choudhry, Moorad ; Olukuru, John . In: Working Papers. RePEc:gla:glaewp:2012_06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The overnight effect on the Taiwan stock market. (2012). Lih, Jiann-Shing ; Tsai, Kuo-Ting ; Ko, Jing-Yuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6497-6505. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating implied recovery rates from the term structure of CDS spreads. (2012). McAleer, Michael ; Jaskowski, Marcin . In: KIER Working Papers. RePEc:kyo:wpaper:836. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating Implied Recovery Rates from the Term Structure of CDS Spreads. (2012). McAleer, Michael ; Jaskowski, Marcin . In: Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico. RePEc:ucm:doicae:1228. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stress testing credit risk: The Great Depression scenario. (2012). Varotto, Simone . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3133-3149. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Options-based structural model estimation of bond recovery rates. (2012). Mason, Joseph R. ; Cangemi, Robert R. ; Pagano, Michael S.. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:21:y:2012:i:3:p:473-506. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The financial accelerator and monetary policy rules. (2012). Thoenissen, Christoph ; Kamber, Gunes. In: Economics Letters. RePEc:eee:ecolet:v:115:y:2012:i:2:p:309-313. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Fire sales and the financial accelerator. (2012). Cook, David ; Choi, Woon Gyu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:59:y:2012:i:4:p:336-351. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Boundedly rational banksâ contribution to the credit cycle. (2012). Rotheli, Tobias F.. In: The Journal of Socio-Economics. RePEc:eee:soceco:v:41:y:2012:i:5:p:730-737. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Credit rating dynamics in the presence of unknown structural breaks. (2012). Xing, Haipeng ; Chen, Ying ; Sun, Ning . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:78-89. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financing of firms in developing countries : lessons from research. (2012). Maksimovic, Vojislav ; Demirguc-Kunt, Asli ; Ayyagari, Meghana . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6036. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis. (2012). Karolyi, Andrew G.. In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:516-547. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do underwriters matter? The impact of the near failure of an equity underwriter. (2012). Kovner, Anna. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:21:y:2012:i:3:p:507-529. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Mental health and employment: The SAD story. (2012). Tefft, Nathan. In: Economics & Human Biology. RePEc:eee:ehbiol:v:10:y:2012:i:3:p:242-255. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A cloudy day in the market: short selling behavioural bias or trading strategy. (2012). Watson, Ethan ; Funck, Mary C.. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:v:8:y:2012:i:3:p:238-255. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns. (2012). Levi, Maurice ; Kramer, Lisa A. ; Kamstra, Mark J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:934-956. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The week-of-the-year effect: Evidence from around the globe. (2012). Yagil, Joseph ; Levy, Tamir . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1963-1974. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The alpha and omega of fund of hedge fund added value. (2012). Vaissi, Mathieu ; Darolles, Serge . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1067-1078. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting the performance of hedge fund styles. (2012). Olmo, Jose ; Sanso-Navarro, Marcos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2351-2365. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Active PortofolioManagement in the Presence of Regime Switching: What Are the Benefits of Defensive Asset Allocation Strategies If the Investor Faces Bear Markets?. (2012). Grobys, Klaus . In: The Review of Finance and Banking. RePEc:rfb:journl:v:04:y:2012:i:1:p:015-031. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are mutual fund fees excessive?. (2012). Adams, John C. ; Nishikawa, Takeshi ; Mansi, Sattar A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2245-2259. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Banking risk and regulation: Does one size fit all?. (2012). de Haan, Jakob ; Klomp, Jeroen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3197-3212. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Two-way interplays between capital buffers and credit growth: Evidence from French banks. (2012). Coffinet, Jerome ; Coudert, Virginie ; Pop, Adrian ; Pouvelle, Cyril . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1110-1125. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank market power and revenue diversification: Evidence from selected ASEAN countries. (2012). Skully, Michael ; Perera, Shrimal ; Nguyen, My. In: Journal of Asian Economics. RePEc:eee:asieco:v:23:y:2012:i:6:p:688-700. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Banking crises and market discipline: International evidence. (2012). Fonseca, Ana Rosa ; Gonzalez, Francisco ; Cubillas, Elena . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2285-2298. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank Capital Buffer and Liquidity: Evidence from US and European Publicly Traded Banks. (2012). TARAZI, Amine ; Roulet, Caroline ; Distinguin, Isabelle . In: Working Papers. RePEc:hal:wpaper:hal-00918468. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank Regulatory Capital Adjustment and Ultimate Ownership Structure: Evidence from European Commercial Banks. (2012). TARAZI, Amine ; Lepetit, Laetitia ; Zedek, Nadia . In: Working Papers. RePEc:hal:wpaper:hal-00918577. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Ultimate Ownership Structure and Bank Regulatory Capital Adjustment: Evidence from European Commercial Banks. (2012). TARAZI, Amine ; Lepetit, Laetitia ; Zedek, Nadia . In: Working Papers. RePEc:hal:wpaper:hal-00918579. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	IPO characteristics of index firms. (2012). Colak, Gonul . In: Managerial Finance. RePEc:eme:mfipps:v:38:y:2012:i:12:p:1134-1159. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Structural model of credit migration. (2012). Wong, Hoi Ying ; Chan, Ngai Hang ; Zhao, Jing . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3477-3490. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The relationship between Asian equity and commodity futures markets. (2012). Sharma, Susan ; Ali Ahmed, Huson ; Thuraisamy, Kannan . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Die Zinslast des Bundes in der Schuldenkrise: Wie lukrativ ist der âsichere Hafenâ?. (2012). Boysen-Hogrefe, Jens. In: Kiel Working Papers. RePEc:kie:kieliw:1780. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Safe Haven Assets and Investor Behavior Under Uncertainty. (2012). McDermott, Thomas ; Baur, Dirk ; Thomas K. J. McDermott, . In: Working Paper Series. RePEc:uts:wpaper:173. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Destruction of a Safe Haven Asset?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:174. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Central Banks and Gold Puzzles. (2012). Aizenman, Joshua ; Inoue, Kenta . In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt7bx7h0q4. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Gold as an Infl ation Hedge in a Time-Varying Coeffi cient Framework. (2012). Czudaj, Robert ; Beckmann, Joscha. In: Ruhr Economic Papers. RePEc:rwi:repape:0362. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the links between stock and commodity markets volatility. (2012). Mignon, ValÃ©rie ; JoÃ«ts, Marc ; Creti, Anna ; Joets, Marc . In: Working Papers. RePEc:cii:cepidt:2012-20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the links between stock and commodity markets volatility. (2012). Mignon, ValÃ©rie ; JoÃ«ts, Marc ; Creti, Anna ; Joets, Marc . In: EconomiX Working Papers. RePEc:drm:wpaper:2012-42. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Gold Bubble?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:175. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financial market risk and gold investment in an emerging market: the case of Malaysia. (2012). Ibrahim, Mansor H.. In: International Journal of Islamic and Middle Eastern Finance and Management. RePEc:eme:imefpp:v:5:y:2012:i:1:p:25-34. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Safe Haven Assets and Investor Behaviour Under Uncertainty. (2012). McDermott, Thomas ; Baur, Dirk ; Thomas K. J. McDermott, . In: The Institute for International Integration Studies Discussion Paper Series. RePEc:iis:dispap:iiisdp392. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis. (2012). Chevallier, Julien. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:3:p:943-973. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Extreme Correlation of Stock and Bond Futures Markets: International Evidence. (2012). Chui, Chin Man ; YANG, JIAN . In: The Financial Review. RePEc:bla:finrev:v:47:y:2012:i:3:p:565-587. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Foreign exchange market reactions to sovereign credit news. (2012). ap Gwilym, Owain ; Alsakka, Rasha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:4:p:845-864. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are Rating Agencies Powerful? An Investigation into the Impact and Accuracy of Sovereign Ratings. (2012). Nowak, Sylwia ; Kiff, John ; Schumacher, Liliana . In: IMF Working Papers. RePEc:imf:imfwpa:12/23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Credit Ratings and Debt Crises.. (2012). Ristiniemi, Annukka ; Bussiere, Matthieu. In: Working papers. RePEc:bfr:banfra:396. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Tracing the Liquidity Effects on Bank Stability in Barbados. (2012). Guy, Kester ; Lowe, Shane . In: MPRA Paper. RePEc:pra:mprapa:52205. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	RETROSPECTIVE OF FINANCIAL REPORTING ON CAPITAL MARKET. (2012). Muresan, Diana . In: Annales Universitatis Apulensis Series Oeconomica. RePEc:alu:journl:v:2:y:2012:i:14:p:8. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Speed of convergence to market efficiency: The role of ECNs. (2012). Chung, Dennis Y. ; Hrazdil, Karel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:702-720. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why does Shareholder Protection Matter for Abnormal Returns after Reported Insider Purcases and Sales?. (2012). Fidrmuc, Jana P. ; Korczak, Piotr . In: Working Papers. RePEc:wbs:wpaper:wpn12-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	High-Frequency Technical Trading: The Importance of Speed. (2012). van Dijk, Dick ; Scholtus, Martin . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120018. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Intraday technical analysis of individual stocks on the Tokyo Stock Exchange. (2012). Yamamoto, Ryuichi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3033-3047. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Performance of technical analysis in growth and small cap segments of the US equity market. (2012). Shynkevich, Andrei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:193-208. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Short-term predictability of equity returns along two style dimensions. (2012). Shynkevich, Andrei . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:675-685. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements. (2012). van Dijk, Dick ; Frijns, Bart ; Scholtus, Martin L.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120121. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements. (2012). Frijns, Bart ; Scholtus, Martin L. ; van Dijk, Dick . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012121. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Global liquidity risk in the foreign exchange market. (2012). Sarno, Lucio ; Phylaktis, Kate ; Banti, Chiara . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:2:p:267-291. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pre-Trade Transparency and Informed Trading an Experimental Approach to Hidden Liquidity. (2012). Gozluklu, Arie E.. In: Working Papers. RePEc:wbs:wpaper:wpn12-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Households Appetite for Financial Risk. (2012). Soultanaeva, Albina ; Black, Susan ; Rogers, Lamorna . In: RBA Bulletin. RePEc:rba:rbabul:jun2012-04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Portfolio selection with qualitative input. (2012). Chiarawongse, Anant ; Tirapat, Sunti ; Kiatsupaibul, Seksan ; Van Roy, Benjamin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:489-496. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A decision-theoretic foundation for reward-to-risk performance measures. (2012). Eling, Martin ; Schuhmacher, Frank . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2077-2082. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Portfolio frontiers with restrictions to tracking error volatility and value at risk. (2012). Riccetti, Luca ; Palomba, Giulio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2604-2615. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Integration of European Bond Markets. (2012). Christiansen, Charlotte. In: CREATES Research Papers. RePEc:aah:create:2012-33. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rethinking stock market integration: Globalization, valuation and convergence. (2012). Tam, Pui Sun. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-052. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Price discount, inventories and the distortion of WTI benchmark. (2012). Kao, Chung-Wei ; Wan, Jer-Yuh . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:1:p:117-124. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rating agencies credit signals: An analysis of sovereign watch and outlook. (2012). ap Gwilym, Owain ; Alsakka, Rasha. In: International Review of Financial Analysis. RePEc:eee:finana:v:21:y:2012:i:c:p:45-55. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Option pricing and hedging under a stochastic volatility LÃ©vy process model. (2012). Fabozzi, Frank ; Lin, Zuodong ; Kim, Young ; Rachev, Svetlozar . In: Review of Derivatives Research. RePEc:kap:revdev:v:15:y:2012:i:1:p:81-97. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	When are path-dependent payoffs suboptimal?. (2012). Kassberger, Stefan ; Liebmann, Thomas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1304-1310. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The impact of commercial real estate on the financial sector, its tracking by central banks and some recommendations for the macro-financial stability policy of central banks. (2012). Olszewski, Krzysztof. In: MPRA Paper. RePEc:pra:mprapa:41059. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Leading indicators of crisis incidence: evidence from developed countries. (2012). VaÅ¡ÃÄek, BoÅek ; Smidkova, Katerina ; RusnÃ¡k, Marek ; MatÄjÅ¯, Jakub ; Havranek, Tomas ; BabeckÃ½, Jan ; Vaiek, Boek ; Matj, Jakub . In: Working Paper Series. RePEc:ecb:ecbwps:20121486. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model. (2012). Matkovskyy, Roman. In: MPRA Paper. RePEc:pra:mprapa:42173. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Banking, debt and currency crises: early warning indicators for developed countries. (2012). VaÅ¡ÃÄek, BoÅek ; Smidkova, Katerina ; RusnÃ¡k, Marek ; MatÄjÅ¯, Jakub ; Havranek, Tomas ; BabeckÃ½, Jan ; Vaiek, Boek ; Matj, Jakub . In: Working Paper Series. RePEc:ecb:ecbwps:20121485. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The term structure of bond market liquidity conditional on the economic environment: An analysis of government guaranteed bonds. (2012). . In: Working Paper Series in Economics. RePEc:zbw:kitwps:45. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Qual VAR Revisited: Good Forecast, Bad Story. (2012). von Schweinitz, Gregor ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:iwh:dispap:12-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Development of an Early Warning System for Evaluating the Credit PortfolioÂ´s Quality. A Case Study on Romania. (2012). Boitan, Iustina. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2012:y:2012:i:3:id:428:p:347-362. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Cojumping: Evidence from the US Treasury bond and futures markets. (2012). Dungey, Mardi ; Hvozdyk, Lyudmyla . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1563-1575. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A metafrontier directional distance function approach to assessing eco-efficiency. (2012). Reig-MartÃnez, Ernest ; Picazo-Tadeo, Andres ; Beltrn-Esteve, Mercedes ; GMEZ-LIMN, JOS A. ; Reig-Martnez, Ernest . In: Working Papers. RePEc:eec:wpaper:1206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Technology gaps in European banking: Put the blame on inputs or outputs?. (2012). Tsekouras, Kostas ; Kounetas, Kostantinos ; Kontolaimou, Alexandra ; Mourtos, Ioannis . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:5:p:1798-1808. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Openness and Technology Diffusion in Payment Systems: The Case of NAFTA. (2012). Utrero-GonzÃ¡lez, Natalia ; HromcovÃ¡, Jana ; Callado-MuÃ±oz, Francisco. In: Working Papers. RePEc:uab:wprdea:wpdea1206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward. (2012). Rime, Dagfinn ; Osler, Carol ; King, Michael . In: Working Papers. RePEc:brd:wpaper:54. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Common Risk Factors and the Macroeconomy: New Evidence from the Japanese Stock Market. (2012). Bretschger, Lucas ; Lechthaler, Filippo . In: CER-ETH Economics working paper series. RePEc:eth:wpswif:12-160. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are extreme returns priced in the stock market? European evidence. (2012). Annaert J., ; Verstegen K., ; De Ceuster M., . In: Working Papers. RePEc:ant:wpaper:2012018. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Crossing the lines: The conditional relation between exchange rate exposure and stock returns in emerging and developed markets. (2012). Bodnar, Gordon ; Bartram, SÃ¶hnke. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:4:p:766-792. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do industries matter in explaining stock returns and asset-pricing anomalies?. (2012). Ko, Kuan-Cheng ; Ho, Po-Hsin ; Chou, Pin-Huang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:355-370. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are good-news firms riskier than bad-news firms?. (2012). Min, Byoung-Kyu ; Kim, Tong Suk . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1528-1535. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stress-testing macro stress testing: does it live up to expectations?. (2012). Drehmann, Mathias ; BORIO, Claudio ; Tsatsaronis, Kostas . In: BIS Working Papers. RePEc:bis:biswps:369. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pitfalls in Backtesting Historical Simulation VaR Models. (2012). Pei, Pei ; Escanciano, Juan Carlos. In: Caepr Working Papers. RePEc:inu:caeprp:2012-003. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank regulation and stability: An examination of the Basel market risk framework. (2012). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon. In: Discussion Papers. RePEc:zbw:bubdps:092012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Risk management in the energy markets and Value-at-Risk modelling: a Hybrid approach. (2012). Andriosopoulos, Kostas ; Nomikos, Nikos . In: RSCAS Working Papers. RePEc:rsc:rsceui:2012/47. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does Basel II Pillar 3 Risk Exposure Data help to Identify Risky Banks?. (2012). Sabiwalsky, Ralf . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-008. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	When more is less: Using multiple constraints to reduce tail risk. (2012). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2693-2716. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pitfalls in backtesting Historical Simulation VaR models. (2012). Escanciano, Juan Carlos ; Pei, Pei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2233-2244. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Monitoring Bank Performance in the Presence of Risk. (2012). Lafuente, Esteban ; Epure, Mircea. In: Working Papers. RePEc:bge:wpaper:613. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Geographically Weighted Approach in Measuring Efficiency in Panel Data: the Case of US Saving Banks. (2012). Tabak, Benjamin ; Fazio, Dimas ; Miranda, Rogerio B.. In: Working Papers Series. RePEc:bcb:wpaper:275. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modeling the effects of Geographical Expansion Strategies on the Italian Minor Banksâ Efficiency. (2012). Brighi, Paola ; Bernini, Cristina . In: Working Paper Series. RePEc:rim:rimwps:72_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The relationship between banking market competition and risk-taking: Do size and capitalization matter?. (2012). Tabak, Benjamin ; Fazio, Dimas ; Cajueiro, Daniel O.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3366-3381. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A quantile regression approach to bank efficiency measurement. (2012). Pasiouras, Fotios ; mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia . In: MPRA Paper. RePEc:pra:mprapa:51879. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Business confidence and stock returns in the USA: a time-varying Markov regime-switching model. (2012). Atukeren, Erdal ; KORKMAZ, Turhan . In: Applied Financial Economics. RePEc:taf:apfiec:v:22:y:2012:i:4:p:299-312. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Cross-sectional performance and investor sentiment in a multiple risk factor model. (2012). Berger, Dave ; Turtle, H. J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1107-1121. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	What determines the stock markets reaction to monetary policy statements?. (2012). Kurov, Alexander. In: Review of Financial Economics. RePEc:eee:revfin:v:21:y:2012:i:4:p:175-187. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072). (2012). Mahieu, Ronald ; Eijffinger, Sylvester ; Eijffinger, S. C. W., ; Raes, L. B. D., . In: Discussion Paper. RePEc:dgr:kubcen:2012012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stock market reaction to fed funds rate surprises: state dependence and the financial crisis. (2012). Saggu, Aman ; MacDonald, Ronald ; Kontonikas, Alexandros. In: Working Papers. RePEc:gla:glaewp:2012_11. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance. (2012). Peng, Chi-Lu ; Shyu, So-De ; Chen, Ming-Chi ; Zeng, Jhih-Hong . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:45:y:2012:i:2:p:364-382. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stock market volatility and bank performance in China. (2012). Tan, Yong ; Floros, Christos. In: Studies in Economics and Finance. RePEc:eme:sefpps:v:29:y:2012:i:3:p:211-228. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Taxation and Leverage in International Banking. (2012). Poghosyan, Tigran ; de Mooij, Ruud ; Gu, Weishi. In: IMF Working Papers. RePEc:imf:imfwpa:12/281. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Credit portfolio modelling and its effect on capital requirements. (2012). Lambert, Claudia ; Bulbul, Dilek . In: Discussion Papers. RePEc:zbw:bubdps:112012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval. (2012). Zhang, Xibin ; Silvapulle, Mervyn J. ; Li, Song . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-3. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Discrete approximations of continuous and mixed measures on a compact interval. (2012). Punzo, Antonio ; Zini, Alessandro . In: Statistical Papers. RePEc:spr:stpapr:v:53:y:2012:i:3:p:563-575. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An MVAR framework to capture extreme events in macro-prudential stress tests. (2012). Rouabah, Abdelaziz ; Guarda, Paolo ; Theal, John . In: Working Paper Series. RePEc:ecb:ecbwps:20121464. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Linkages Between the Real Sector and the Financial Sector: The Case of Malaysia. (2012). Cheong, Kee-Cheok ; Yusof, Zarinah ; Siti Muliana Samsi, Zarinah Yusof, . In: Asian Academy of Management Journal of Accounting and Finance. RePEc:usm:journl:aamjaf00811__93-113. Full description at Econpapers \|\| Download paper*	[Citation Analysis]
2012	Business cycles, monetary transmission and shocks to financial stability: empirical evidence from a new set of Danish quarterly national accounts 1948-2010. (2012). Abildgren, Kim . In: Working Paper Series. RePEc:ecb:ecbwps:20121458. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Linkages Between the Real Sector and the Financial Sector: The Case of Malaysia. (2012). Samsi, Siti Muliana ; Cheong, Kee-Cheok ; Yusof, Zarinah . In: Asian Academy of Management Journal of Accounting and Finance. RePEc:usm:journl:aamjaf00811_93-113. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Allocating Commodities in Inflation Hedging Portfolios: A Core Driven Global Macro Strategy. (2012). Fulli-Lemaire, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:42852. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Futures basis, inventory and commodity price volatility: An empirical analysis. (2012). Symeonidis, Lazaros ; Prokopczuk, Marcel ; Brooks, Chris ; Lazar, Emese . In: MPRA Paper. RePEc:pra:mprapa:39903. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Futures basis, inventory and commodity price volatility: An empirical analysis. (2012). Symeonidis, Lazaros ; Prokopczuk, Marcel ; Brooks, Chris. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2651-2663. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A simple model of a speculative housing market. (2012). Westerhoff, Frank ; Dieci, Roberto . In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:22:y:2012:i:2:p:303-329. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why are crude oil prices high when global activity is weak?. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:43777. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Crude Oil Prices and Liquidity, the BRIC and G3 countries. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:44049. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Crude Oil Prices and Liquidity, the BRIC and G3 countries. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15727. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	BREAKING INTO THE BLACKBOX: Trend Following, Stop Losses, and the Frequency of Trading: the case of the S&P500. (2012). Smith, Peter ; Clare, Andrew ; Thomas, Stephen ; Seaton, James . In: Discussion Papers. RePEc:yor:yorken:12/11. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation. (2012). Smith, Peter ; Andrew Clare, James Seaton, Peter N. Smith, ; Thomas, Stephen . In: Discussion Papers. RePEc:yor:yorken:12/25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Trend Following, Risk Parity and Momentum in Commodity Futures. (2012). Smith, Peter ; Andrew Clare, James Seaton, Peter N. Smith, ; Thomas, Stephen . In: Discussion Papers. RePEc:yor:yorken:12/28. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	High-Frequency Technical Trading: The Importance of Speed. (2012). van Dijk, Dick ; Scholtus, Martin . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012018. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank size, market concentration, and bank earnings volatility in the US. (2012). Poghosyan, Tigran ; de Haan, Jakob. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:1:p:35-54. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios. (2012). Vouldis, Angelos ; Louzis, Dimitrios ; Metaxas, Vasilios L.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1012-1027. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Size and earnings volatility of US bank holding companies. (2012). Poghosyan, Tigran ; de Haan, Jakob. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3008-3016. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank equity Involvement in Industrial Firms and Bank Risk. (2012). Strobel, Frank ; Lepetit, Laetitia. In: Working Papers. RePEc:hal:wpaper:hal-00916709. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Creditor Rights, Country Governance, and Corporate Cash Holdings. (2012). Seifert, Bruce ; Faleye, Olubunmi ; Gonenc, Halit . In: KoÃ§ University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1214. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Cross-country analysis of secular cash trends. (2012). Iskandar-Datta, Mai E. ; Jia, Yonghong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:3:p:898-912. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Cash holdings in private firms. (2012). BIGELLI, MARCO ; Sanchez-Vidal, Javier . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:26-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Masquerade Ball of the CEOs and the Mask of Excessive Risk. (2012). Inci, Eren ; citci, sadettin. In: MPRA Paper. RePEc:pra:mprapa:35979. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does being your bankâs neighbor matter?. (2012). Knyazeva, Diana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1194-1209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Empowering Women Through Financial Awareness and Education. (2012). Hung, Angela ; Yoong, Joanne ; Brown, Elizabeth . In: OECD Working Papers on Finance, Insurance and Private Pensions. RePEc:oec:dafaad:14-en. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Risk-premia, carry-trade dynamics, and economic value of currency speculation. (2012). Wagner, Christian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:5:p:1195-1219. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Survey of Systemic Risk Analytics. (2012). Lo, Andrew ; Valavanis, Stavros ; Flood, Mark ; Bisias, Dimitrios . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:255-296. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The carry trade and fundamentals: Nothing to fear but FEER itself. (2012). Taylor, Alan ; Jorda, Oscar. In: Journal of International Economics. RePEc:eee:inecon:v:88:y:2012:i:1:p:74-90. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Islamic investing. (2012). Walkshusl, Christian ; Lobe, Sebastian . In: Review of Financial Economics. RePEc:eee:revfin:v:21:y:2012:i:2:p:53-62. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	International diversification with securitized real estate and the veiling glare from currency risk. (2012). Schindler, Felix ; Kroencke, Tim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:7:p:1851-1866. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2012	SME Financing and the Choice of Lending Technology in Italy: Complementarity or Substitutability?. (2012). Ferri, Giovanni ; Bartoli, Francesca ; Rotondi, Zeno ; Murro, Pierluigi . In: Working Papers CASMEF. RePEc:lui:casmef:1212. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank size and lending specialization. (2012). Bonfim, Diana ; Dai, Qinglei . In: Working Papers. RePEc:ptu:wpaper:w201219. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Foreign bank entry, credit allocation and lending rates in emerging markets: Empirical evidence from Poland. (2012). Havrylchyk, Olena ; Degryse, Hans ; Jurzyk, Emilia ; Kozak, Sylwester . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:2949-2959. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A logit model of retail investors individual trading decisions and their relations to insider trades. (2012). Stotz, Olaf ; Georgi, Dominik. In: Review of Financial Economics. RePEc:eee:revfin:v:21:y:2012:i:4:p:159-167. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Option trading: Information or differences of opinion?. (2012). Wei, Jason ; Choy, Siu Kai . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2299-2322. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Information Asymmetry and Foreign Currency Borrowing by Small Firms. (2012). Yesin, Pinar ; Ongena, Steven ; Brown, Martin. In: Working Papers. RePEc:snb:snbwpa:2012-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Risk Buffer Profiles of Foreign Currency Mortgage Holders. (2012). Fessler, Pirmin ; Albacete, NicolÃ¡s ; Schurz, Martin . In: Financial Stability Report. RePEc:onb:oenbfs:y:2012:i:23:b:2. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Corporate boards and the performance of Asian firms: A meta-analysis. (2012). Oosterhout, J. ; Carney, Michael ; Essen, Marc . In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:29:y:2012:i:4:p:873-905. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Emerging markets research: Trends, issues and future directions. (2012). Kearney, Colm. In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:2:p:159-183. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Trujillo-Ponce, Antonio ; Samaniego-Medina, Reyes ; Cardone-Riportella, Clara . In: Working Papers. RePEc:pab:fiecac:12.03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick . In: Working Papers. RePEc:ste:nystbu:12-10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	âMeasuring Sovereign Bond Spillover in Europe and the Impact of Rating Newsâ. (2012). VaÅ¡ÃÄek, BoÅek ; Claeys, Peter ; Vaicek, Borek . In: IREA Working Papers. RePEc:ira:wpaper:201219. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An Equilibrium Model of Credit Rating Agencies. (2012). Natvik, Gisle ; Holden, Steinar ; Vigier, Adrien ; Natvig, Gisle James . In: Memorandum. RePEc:hhs:osloec:2013_001. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Sovereign credit ratings and financial markets linkages: Application to European data. (2012). Gomes, Pedro ; Furceri, Davide ; Afonso, Antonio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:606-638. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A new country risk index for emerging markets: A stochastic dominance approach. (2012). Stengos, Thanasis ; Pinar, Mehmet ; Agliardi, Elettra ; Topaloglou, Nikolas . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:741-761. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Selecting between different productivity measurement approaches: An application using EU KLEMS data. (2012). Giraleas, Dimitris ; Emrouznejad, Ali ; Thanassoulis, Emmanuel . In: MPRA Paper. RePEc:pra:mprapa:37965. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Productivity change using growth accounting and frontier-based approaches â Evidence from a Monte Carlo analysis. (2012). Emrouznejad, Ali ; Thanassoulis, Emmanuel ; Giraleas, Dimitris . In: European Journal of Operational Research. RePEc:eee:ejores:v:222:y:2012:i:3:p:673-683. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financial globalization and stock market risk. (2012). Mollick, Andre ; Assefa, Tibebe A. ; Esqueda, Omar A.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:1:p:87-102. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Trading Activity and Financial Market Integration. (2012). Lee, Chia-Hao ; Pei-I Chou, ; Pei-I Chou, . In: The Financial Review. RePEc:bla:finrev:v:47:y:2012:i:3:p:589-616. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	To liberalize or not to liberalize: Political and economic determinants of financial liberalization. (2012). kaya, ilker ; Miletkov, Mihail ; Lyubimov, Konstantin . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:1:p:78-99. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2012	Channeling the final Say in Politics. (2012). Schmidt, Peter S. ; Werner, Therese . In: CER-ETH Economics working paper series. RePEc:eth:wpswif:12-165. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do financing constraints matter for R&D?. (2012). Petersen, Bruce ; Brown, James ; Martinsson, Gustav . In: European Economic Review. RePEc:eee:eecrev:v:56:y:2012:i:8:p:1512-1529. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). VaÅ¡ÃÄek, BoÅek ; Claeys, Peter ; Vasicek, Borek . In: Working Papers. RePEc:cnb:wpaper:2012/07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies Downgrades. (2012). Antonakakis, Nikolaos. In: MPRA Paper. RePEc:pra:mprapa:43013. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rating Agencies: Role and Influence of Their Sovereign Credit Risk Assessment in the Eurozone. (2012). Eijffinger, Sylvester ; Sylvester C. W. Eijffinger, . In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:50:y:2012:i:6:p:912-921. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financial reporting quality, debt maturity and investment efficiency. (2012). Juan Pedro Sanchez Ballesta, ; M. Fuensanta Cutillas Gomariz, . In: Working Papers. Serie EC. RePEc:ivi:wpasec:2012-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Determinants of the exit decision of foreign banks in India. (2012). Swami, Onkar Shivraj ; Vishnu Kumar , N. Arun, ; Baruah, Palash . In: MPRA Paper. RePEc:pra:mprapa:38722. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The rise and fall of universal banking: ups and downs of a sample of large and complex financial institutions since the late â90s. (2012). Masciantonio, Sergio. In: MPRA Paper. RePEc:pra:mprapa:42494. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The relationship between net interest margin and noninterest income using a system estimation approach. (2012). Nguyen, James. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2429-2437. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How does the stock market value bank diversification? Empirical evidence from Japanese banks. (2012). Sawada, Michiru . In: MPRA Paper. RePEc:pra:mprapa:45852. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why Have Bank Interest Margins Been so High in Indonesia Since the 1997/1998 Financial Crisis?. (2012). TARAZI, Amine ; TRINUGROHO, IRWAN ; Agusman, Agusman . In: Working Papers. RePEc:hal:wpaper:hal-00916531. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Political crises and the stock market integration of emerging markets. (2012). Tourani-Rad, Alireza ; Frijns, Bart ; Indriawan, Ivan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:3:p:644-653. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does Stock Return Predictability Affect ESO Fair Value?. (2012). Vaello-SebastiÃ , Antoni ; CARMONA, JULIO ; Len, Angel . In: QM&ET Working Papers. RePEc:ris:qmetal:2011_002. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Futures pricing in electricity markets based on stable CARMA spot models. (2012). Kluppelberg, Claudia ; Vos, Linda ; Muller, Gernot ; Benth, Fred Espen . In: Papers. RePEc:arx:papers:1201.1151. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A multi-stage financial hedging approach for the procurement of manufacturing materials. (2012). Sculli, Domenic ; Shi, Yuan ; Chu, Lap Keung ; Ni, Jian ; Wu, Feng . In: European Journal of Operational Research. RePEc:eee:ejores:v:221:y:2012:i:2:p:424-431. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does stock return predictability affect ESO fair value?. (2012). Vaello-SebastiÃ , Antoni ; Leon, Angel ; Carmona, Julio ; Vaello-Sebastia, Antoni . In: European Journal of Operational Research. RePEc:eee:ejores:v:223:y:2012:i:1:p:188-202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The impact of macro news and central bank communication on emerging European forex markets. (2012). KoÄenda, EvÅ¾en ; Ãgert, BalÃ¡zs ; egert, Balazs ; Koenda, Even . In: EconomiX Working Papers. RePEc:drm:wpaper:2012-20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	More on the impact of US macroeconomic announcements: Evidence from French and German stock markets volatility. (2012). Lahiani, Amine ; Belgacem, Aymen. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00138. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data. (2012). Mun, Kyung-Chun . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:383-394. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Impact of macroeconomic news on metal futures. (2012). Elder, John ; Miao, Hong ; Ramchander, Sanjay . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:51-65. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Performance of the life insurance industry under pressure: efficiency, competition and consolidation. (2012). Bikker, Jacob. In: DNB Working Papers. RePEc:dnb:dnbwpp:357. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Performance of the life insurance industry under pressure: efficiency, competition and consolidation. (2012). Bikker, Jacob. In: Working Papers. RePEc:use:tkiwps:1219. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does the use of stock incentives influence the payout policy of financial institutions?. (2012). Akhigbe, Aigbe ; Whyte, Ann Marie . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:1:p:63-71. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multivariate stress scenarios and solvency. (2012). McNeil, Alexander J. ; Smith, Andrew D.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:299-308. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Global House Price Fluctuations: Synchronization and Determinants. (2012). Terrones, Marco ; Otrok, Christopher ; Kose, Ayhan ; Hirata, Hideaki. In: NBER Working Papers. RePEc:nbr:nberwo:18362. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Theoretical Channels of International,Transmission During the Subprime Crisis to OCDE Countries : A FAVAR Model Under Bayesian Framework. (2012). Olfa, KAABIA ; Abid, Ilyes ; Kaabia, Olfa . In: EconomiX Working Papers. RePEc:drm:wpaper:2012-40. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Housing Cycles and Macroeconomic Fluctuations: A Global Perspective. (2012). Cesa-Bianchi, Ambrogio. In: Research Department Publications. RePEc:idb:wpaper:4810. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Global House Price Fluctuations: Synchronization and Determinants. (2012). Kose, Ayhan M. ; Terrones, Marco ; Hirata, Hideaki ; Otrok, Christopher . In: NBER Chapters. RePEc:nbr:nberch:12771. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Great Recession: US dynamics and spillovers to the world economy. (2012). MORANA, CLAUDIO ; Bagliano, Fabio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:1-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models. (2012). Beliaeva, Natalia ; Nawalkha, Sanjay . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:151-163. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stock returns and implied volatility: A new VAR approach. (2012). Lee, BongSoo ; Ryu, Doojin . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201251. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The dynamic adjustments of stock prices to inflation disturbances. (2012). Valcarcel, Victor (Vic). In: Journal of Economics and Business. RePEc:eee:jebusi:v:64:y:2012:i:2:p:117-144. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Price inflation and stock returns. (2012). Oxman, Jeffrey . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:385-388. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Drug approval decisions: A note on stock liquidity effects. (2012). Himmelmann, Achim ; Schiereck, Dirk . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:640-652. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	House Price and Bank Lending in a Premium Submarket in Korea. (2012). Kim, Heeho ; Lee, Sun Hye ; Park, SaeWoon . In: International Real Estate Review. RePEc:ire:issued:v:15:n:01:2012:p:1-42. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Subprime mortgage design. (2012). Sengupta, Rajdeep ; Bhardwaj, Geetesh . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1503-1519. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exploring determinants of housing prices: A case study of Chinese experience in 1999â2010. (2012). zhao, liang ; Zhang, Yanbing ; Hua, Xiuping . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2349-2361. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Portfolios in disguise? Window dressing in bond fund holdings. (2012). Ortiz, Cristina ; Vicente, Luis ; Sarto, Jos Luis . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:418-427. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Changes to mutual fund risk: Intentional or mean reverting?. (2012). Gasbarro, Dominic ; Zumwalt, Kenton J. ; Cullen, Grant ; Monroe, Gary S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:112-120. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Investment policy in family controlled firms. (2012). Duru, Augustine ; Anderson, Ronald C. ; Reeb, David M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1744-1758. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value. (2012). Hyde, Stuart ; Guidolin, Massimo. In: Working Papers. RePEc:igi:igierp:455. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal tax-timing and asset allocation when tax rebates on capital losses are limited. (2012). Marekwica, Marcel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2048-2063. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Variable annuities and the option to seek risk: Why should you diversify?. (2012). Mahayni, Antje ; Schneider, Judith C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2417-2428. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Non-Gaussian diversification: When size matters. (2012). Kharoubi-Rakotomalala, Ccile ; Desmoulins-Lebeault, Franois . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1987-1996. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Decision-Making Process of Relocations: What, Where, How and Why?. (2012). CORIS, Marie ; CARRINCAZEAUX, Christophe. In: Cahiers du GREThA. RePEc:grt:wpegrt:2012-04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Information immobility, industry concentration, and institutional investorsÃ¢â¬â¢ performance. (2012). Shaffer, Sherrill ; Skiba, Hilla ; Fedenia, Mark . In: CAMA Working Papers. RePEc:een:camaaa:2012-24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The impact of financial crises and tolerance for uncertainty. (2012). Inklaar, Robert ; Yang, Jing . In: Journal of Development Economics. RePEc:eee:deveco:v:97:y:2012:i:2:p:466-480. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	National culture and corporate debt maturity. (2012). Kwok, Chuck C. Y., ; Zheng, Xiaolan ; El Ghoul, Sadok ; Guedhami, Omrane . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:468-488. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Gravity and culture in foreign portfolio investment. (2012). lucey, brian ; Kearney, Colm ; Aggarwal, Raj. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:525-538. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Fuzzy risk adjusted performance measures: Application to hedge funds. (2012). SADEFO KAMDEM, Jules ; Terraza, M. ; Moussa, Mbairadjim A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:702-712. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Effects of credit scores on consumer payment choice. (2012). Hayashi, Fumiko ; Stavins, Joanna . In: Public Policy Discussion Paper. RePEc:fip:fedbpp:12-1. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Effects of credit scores on consumer payment choice. (2012). Hayashi, Fumiko ; Stavins, Joanna . In: Research Working Paper. RePEc:fip:fedkrw:rwp12-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Explaining adoption and use of payment instruments by U. S. consumers. (2012). Koulayev, Sergei. In: Working Papers. RePEc:fip:fedbwp:12-14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why donât most merchants use price discounts to steer consumer payment choice?. (2012). Shy, Oz ; Briglevics, Tamas . In: Public Policy Discussion Paper. RePEc:fip:fedbpp:12-9. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Interchange fees and inefficiencies in the substitution between debit cards and cash. (2012). Verdier, Marianne . In: International Journal of Industrial Organization. RePEc:eee:indorg:v:30:y:2012:i:6:p:682-696. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Measuring household spending and payment habits: the role of âtypicalâ and âspecificâ time frames in survey questions. (2012). Kapteyn, Arie ; Schuh, Scott ; Angrisani, Marco . In: Working Papers. RePEc:fip:fedbwp:12-7. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	More on the optimal demand for long-term care insurance. (2012). Tarnaud, Albane ; Leleu, Herve ; CRAINICH, David. In: Working Papers. RePEc:ies:wpaper:e201218. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Une Evaluation Economique du risque de modÃ¨le pour les investisseurs de long-terme. (2012). Maillet, Bertrand ; Hamidi, Benjamin ; Kouontchou, Patrick ; Boucher, Christophe . In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00825337. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2012	The 1/N investment strategy is optimal under high model ambiguity. (2012). Pichler, Alois ; Pflug, Georg Ch., ; Wozabal, David . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:410-417. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rationalizing the Value Premium under Economic Fundamentals in an Emerging Market. (2012). Hudson, Robert ; Ebrahim, M. Shahid ; Shah, Eskandar M. ; Girm, Sourafel . In: Working Papers. RePEc:bng:wpaper:12010. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The simple econometrics of tail dependence. (2012). Zhou, Chen ; Oordt, Maarten ; van Oordt, Maarten R. C., . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:371-373. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Robust estimation of covariance and its application to portfolio optimization. (2012). Kim, Tae-Hwan ; Huo, Lijuan . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:121-134. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Remittances and financial openness. (2012). Vermeulen, Robert ; Lodigiani, Elisabetta ; Beine, Michel. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:42:y:2012:i:5:p:844-857. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Higher co-moments and asset pricing on London Stock Exchange. (2012). KOSTAKIS, ALEXANDROS ; Muhammad, Kashif ; Siganos, Antonios . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:3:p:913-922. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Asset pricing with partial-moments. (2012). Anthonisz, Sean A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2122-2135. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Trujillo-Ponce, Antonio ; Samaniego-Medina, Reyes ; Cardone-Riportella, Clara . In: Working Papers. RePEc:pab:wpbsad:12.07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank/sovereign risk spillovers in the European debt crisis. (2012). Vander Vennet, Rudi ; Schepens, Glenn ; DE BRUYCKERE, V. ; GERHARDT, M.. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:12/828. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis. (2012). Naifar, Nader . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:2:p:119-131. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Correlation in credit risk changes. (2012). Pu, Xiaoling ; Zhao, Xinlei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1093-1106. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Extracting Information from Financial Market Instruments. (2012). Finlay, Richard ; Olivan, David . In: RBA Bulletin. RePEc:rba:rbabul:mar2012-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Legal bonding, investor recognition, and cross-listing premia in emerging markets. (2012). O'Connor, Thomas. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n226-12.pdf. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do Financial Frictions Matter as a Source of Misallocation? Evidence from Japan. (2012). Hosono, Kaoru ; Takizawa, Miho . In: Discussion papers. RePEc:mof:wpaper:ron246. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Private contracting and corporate governance: Evidence from the provision of tag-along rights in Brazil. (2012). Nielsen, Kasper Meisner ; Bennedsen, Morten . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:904-918. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Sovereign default Risk in the Euro-Periphery and the Euro-Candidate Countries. (2012). Pusch, Toralf ; Orlowski, Lucjan ; Gabrisch, Hubert. In: MPRA Paper. RePEc:pra:mprapa:41265. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	STUDY REGARDING THE INFLUENCE OF THE UNEMPLOYMENT RATE OVER NON-PERFORMING LOANS IN ROMANIA USING THE CORRELATION INDICATOR. (2012). Iuga, Iulia ; Lazea, Ruxandra . In: Annales Universitatis Apulensis Series Oeconomica. RePEc:alu:journl:v:2:y:2012:i:14:p:18. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Which banks are more risky? The impact of loan growth and business model on bank risk-taking. (2012). Kohler, Matthias . In: Discussion Papers. RePEc:zbw:bubdps:332012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The common drivers of default risk. (2012). Memmel, Christoph ; GÃ¼ndÃ¼z, Yalin ; Raupach, Peter ; Gunduz, Yalin . In: Discussion Papers. RePEc:zbw:bubdps:362012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Coincident correlations of growth and cash flow in banking. (2012). Dahl, Drew . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1139-1143. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?. (2012). BORIO, Claudio ; Zhu, Haibin . In: Journal of Financial Stability. RePEc:eee:finsta:v:8:y:2012:i:4:p:236-251. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank profitability during recessions. (2012). Oordt, Maarten ; Hoeberichts, Marco ; de Haan, Leo ; Bolt, Wilko ; Swank, Job ; van Oordt, Maarten R. C., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2552-2564. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank resilience to systemic shocks and the stability of banking systems: Small is beautiful. (2012). Vallascas, Francesco ; Keasey, Kevin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1745-1776. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Cash usage in the Netherlands: How much, where, when, who and whenever one wants?. (2012). Kosse, Anneke ; Jonker, Nicole ; HernÃ¡ndez, Lola ; Hernandez, Lola . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1002. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces CentER DP 2011-006). (2012). Ongena, Steven ; Chong, Terence ; Chong, T. T. L., ; Lu, L.. In: Discussion Paper. RePEc:dgr:kubcen:2012013. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Productivity and efficiency at large and community banks in the US: A Bayesian true random effects stochastic distance frontier analysis. (2012). Feng, Guohua ; Zhang, Xiaohui . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1883-1895. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exploring the role of the realized return distribution in the formation of the implied volatility smile. (2012). Rompolis, Leonidas ; Chalamandaris, George. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1028-1044. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests. (2012). Guidolin, Massimo ; Bernales, Alejandro. In: Working Papers. RePEc:igi:igierp:456. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Keep on smiling? The pricing of Quanto options when all covariances are stochastic. (2012). Muck, Matthias ; Branger, Nicole . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1577-1591. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	What does PIN identify? Evidence from the T-bill market. (2012). Winters, Drew B. ; Akay, Ozgur ; Griffiths, Mark D. ; Cyree, Ken B.. In: Journal of Financial Markets. RePEc:eee:finmar:v:15:y:2012:i:1:p:29-46. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Correlated Trades and Herd Behavior in the Stock Market. (2012). Nautz, Dieter ; Jurkatis, Simon ; Kremer, Stephanie . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-035. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Assessing Bank Competition within the East African Community. (2012). Gaertner, Matthew ; Sanya, Sarah . In: IMF Working Papers. RePEc:imf:imfwpa:12/32. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Competition and efficiency in EU27 banking systems. (2012). Capraru, Bogdan ; Andries, Alin Marius ; Cpraru, Bogdan . In: Baltic Journal of Economics. RePEc:bic:journl:v:12:y:2012:i:1:p:41-60. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank Competition and Stability: Cross-country Heterogeneity (Revised version of CentER DP 2011-080). (2012). Schepens, Glenn ; De Jonghe, Olivier ; Beck, Thorsten ; Beck, T. H. L., . In: Discussion Paper. RePEc:dgr:kubcen:2012085. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Firm Growth and Efficiency in the Banking Industry: A new test of the efficient structure hypothesis. (2012). Uchida, Hirofumi ; Tsutsui, Yoshiro ; Tetsushi, HOMMA ; Hirofumi, UCHIDA ; Yoshiro, TSUTSUI . In: Discussion papers. RePEc:eti:dpaper:12060. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is bank competition detrimental to efficiency? Evidence from China. (2012). Weill, Laurent ; FungÃ¡ÄovÃ¡, Zuzana ; Pessarossi, Pierre . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_031. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Reciprocal Deposits and Incremental Bank Risk. (2012). Shaffer, Sherrill. In: CAMA Working Papers. RePEc:een:camaaa:2012-22. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Efficiency and market power in Latin American banking. (2012). Williams, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:8:y:2012:i:4:p:263-276. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2012	Interest Rate Pass-Through and the Asymmetric Relationship between the Cash Rate and the Mortgage Rate. (2012). Valadkhani, Abbas ; Anwar, Sajid. In: The Economic Record. RePEc:bla:ecorec:v:88:y:2012:i:282:p:341-350. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Influence of Banking Centralisation on Depositors: Regional Heterogeneities in the Transmission of Monetary Policy. (2012). Ashton, john ; Gregoriou, Andros . In: Working Papers. RePEc:bng:wpaper:12005. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Going overboard? On busy directors and firm value. (2012). Jun, Chulhee ; Gillan, Stuart L. ; Cashman, George D.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3248-3259. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The impact of strategic interaction on earnings expectations associated with corporate product strategies. (2012). Chen, Po-Jung ; Lin, Wen-Chun . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:66-77. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The board mechanism and entry mode choice. (2012). Lai, Jung-Ho ; Chang, Shao-Chi ; Chen, Li-Yu . In: Journal of International Management. RePEc:eee:intman:v:18:y:2012:i:4:p:379-392. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	AsimetrÃa en la informaciÃ³n y su efecto en los rendimientos en los mercados accionarios latinoamericanos. (2012). Agudelo, Diego ; Diego Alonso Agudelo Rueda, ; Giraldo, Santiago ; Villarraga, Edwin . In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:010669. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Informed trading, information uncertainty, and price momentum. (2012). Zhao, Huainan ; Chen, Yifan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2095-2109. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests. (2012). Papadamou, Stephanos ; Kollias, Christos. In: Economics of Security Working Paper Series. RePEc:diw:diweos:diweos67. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Propuesta metodolÃ³gica para el cÃ¡lculo del riesgo sistÃ©mico financiero en estudios de Historia EconÃ³mica: AplicaciÃ³n para el caso de la banca libre en Antioquia, 1888. (2012). MejÃa-Cubillos, Javier. In: MPRA Paper. RePEc:pra:mprapa:35460. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects. (2012). lioui, abraham ; Sharma, Zenu . In: Ecological Economics. RePEc:eee:ecolec:v:78:y:2012:i:c:p:100-111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Japans Intangible Capital and Valuation of Corporations in a Neoclassical Framework. (2012). Yamada, Katsunori ; Arato, Hiroki. In: Review of Economic Dynamics. RePEc:red:issued:10-34. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Comprehensive Review on Capital Structure Theories. (2012). Hesami, Elham ; Afrasiabishani, Javad ; Ahmadinia, Hamed . In: Romanian Economic Journal. RePEc:rej:journl:v:15:y:2012:i:45:p:3-26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	La structure du capital et la profitabilitÃ© : Le cas des entreprises industrielles franÃ§aises. (2012). KEBEWAR, Mazen. In: MPRA Paper. RePEc:pra:mprapa:42899. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	LâENDETTEMENT AFFECTE-T-IL LA PROFITABILITÃ? LE CAS DES FIRMES AGRO-ALIMENTAIRES FRANÃAISES. (2012). KEBEWAR, Mazen. In: MPRA Paper. RePEc:pra:mprapa:42834. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	La structure du capital et la profitabilitÃ© Une Ã©tude empirique sur donnÃ©es de panel franÃ§aises. (2012). KEBEWAR, Mazen. In: MPRA Paper. RePEc:pra:mprapa:42446. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Lâimpact de lâendettement sur la profitabilitÃ©: Une Ã©tude empirique sur donnÃ©es franÃ§aises en panel. (2012). KEBEWAR, Mazen. In: MPRA Paper. RePEc:pra:mprapa:42579. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The effect of debt on corporate profitability: Evidence from French service sector. (2012). KEBEWAR, Mazen ; Shah, Syed Muhammad Noaman Ahmed, . In: MPRA Paper. RePEc:pra:mprapa:43304. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The effect of debt on corporate profitability : Evidence from French service sector. (2012). KEBEWAR, Mazen ; Syed Muhammad Noaman Ahmed Shah, . In: Working Papers. RePEc:hal:wpaper:halshs-00766758. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Lâendettement affecte-t-il la profitabilitÃ©? Le cas des firmes agro-alimentaires franÃ§aises. (2012). KEBEWAR, Mazen. In: EconStor Preprints. RePEc:zbw:esprep:73691. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Performance of Liabilities Accruing from Liberalization of the Banking Sector in Nigeria. (2012). Edo, Samson E.. In: The Review of Finance and Banking. RePEc:rfb:journl:v:04:y:2012:i:2:p:135-146. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Industry and country factors in emerging market returns: Did the Asian crisis make a difference?. (2012). Green, Christopher ; Bai, Ye ; Leger, Lawrence. In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:559-580. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is Director Industry Experience Valuable?. (2012). von Meyerinck, Felix ; Schmid, Markus ; OESCH, DAVID . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:17. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do investment banks listen to their own analysts?. (2012). Jordan, Bradford ; Wu, Qun ; Liu, Mark H.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1452-1463. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Expected inflation and inflation risk premium in the euro area and in the United States. (2012). Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_842_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	What accounts for the fall in UK ten-year government bond yields?. (2012). Guimares, Rodrigo . In: Bank of England Quarterly Bulletin. RePEc:boe:qbullt:0082. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why are excess returns on Chinaâs Treasury bonds so predictable? The role of the monetary system. (2012). Zhang, Chu ; Tian, Shu ; Fan, Longzhen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:239-248. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Changing Banking Relationships and Client Firm Performance: Evidence for Japan from the 1990s. (2012). Tsuruta, Daisuke . In: MPRA Paper. RePEc:pra:mprapa:35895. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Portfolio selection with mental accounts and background risk. (2012). Baptista, Alexandre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:968-980. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The impact of background risk. (2012). Alghalith, Moawia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6506-6508. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank Ownership and Credit over the Business Cycle: Is Lending by State Banks Less Procyclical?. (2012). Huizinga, Harry ; Demirguc-Kunt, Asli ; Bertay, Ata ; Demirgc-Kunt, A.. In: Discussion Paper. RePEc:dgr:kubcen:2012049. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank ownership and credit over the business cycle : is lending by state banks less procyclical?. (2012). Huizinga, Harry ; Demirguc-Kunt, Asli ; Bertay, Ata. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6110. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Globalizations and bank performance in China. (2012). SUFIAN, FADZLAN ; Habibullah, Muzafar Shah. In: Research in International Business and Finance. RePEc:eee:riibaf:v:26:y:2012:i:2:p:221-239. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Capital Income Taxation and Risk Taking under Prospect Theory. (2012). Tsigaris, Panagiotis ; Hlouskova, Jaroslava. In: Economics Series. RePEc:ihs:ihsesp:283. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study. (2012). Liu, Shuangzhe ; Polasek, Wolfgang ; Ma, Tiefeng . In: Economics Series. RePEc:ihs:ihsesp:294. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal Asset Allocation under Quadratic Loss Aversion. (2012). Hlouskova, Jaroslava ; Fortin, Ines . In: Economics Series. RePEc:ihs:ihsesp:291. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Capital income taxation and risk taking under prospect theory. (2012). Tsigaris, Panagiotis ; Hlouskova, Jaroslava. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:19:y:2012:i:4:p:554-573. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence. (2012). TranvÃ¥g, Hans JÃ¸rgen ; Rime, Dagfinn ; Tranvg, Hans Jorgen . In: Working Paper Series. RePEc:nst:samfok:12412. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	What Covered Interest Parity Implies about the Theory of Uncovered Interest Parity.. (2012). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt0zk6t2hj. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises. (2012). Tsoukas, Serafeim ; Mizen, Paul. In: Working Papers. RePEc:gla:glaewp:2012_08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Corporate bond liquidity before and after the onset of the subprime crisis. (2012). Lando, David ; Feldhtter, Peter ; Dick-Nielsen, Jens . In: Journal of Financial Economics. RePEc:eee:jfinec:v:103:y:2012:i:3:p:471-492. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises. (2012). Tsoukas, Serafeim ; Mizen, Paul. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3048-3059. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	PERSISTENCE IN PERFORMANCE FOR MUTUAL FUNDS IN PERIODS OF CRISIS. (2012). GROSE, Chris ; KARGIDIS, Theodoros . In: Scientific Bulletin - Economic Sciences. RePEc:pts:journl:y:2012:i:1:p:85-98. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How can banks effectively stabilize their retail customers saving behavior? The impact of contractual rewards on saving persistence and cash flow volatility. (2012). Sievers, Sonke ; Schluter, Tobias ; Hartmann-Wendels, Thomas . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62057. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do momentum-based trading strategies work in emerging currency markets?. (2012). Tajaddini, Reza ; Crack, Timothy Falcon . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:3:p:521-537. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Currency Momentum Strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: Working Paper Series. RePEc:rim:rimwps:09_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Currency momentum strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:660-684. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe. (2012). Szafarz, Ariane ; Herinckx, Astrid . In: Working Papers CEB. RePEc:sol:wpaper:2013/107635. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Margin Trading Bans in Experimental Asset Markets. (2012). Neugebauer, Tibor ; FÃ¼llbrunn, Sascha ; Fullbrunn, Sascha . In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2012-058. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The anatomy of short sales and price adjustment: evidence from the Hong Kong stock market. (2012). Chen, Crystal Xiaobei . In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:v:8:y:2012:i:3:p:204-218. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Short selling of ADRs and foreign market short-sale constraints. (2012). Blau, Benjamin ; Van Ness, Robert A. ; Warr, Richard S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:3:p:886-897. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Transparency in IPO mechanism: Retail investorsâ participation, IPO pricing and returns. (2012). Neupane, Suman ; Poshakwale, Sunil S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2064-2076. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Employees Equity Issue and Asymmetric Information:Evidence from France - Augmentations de capital rÃ©servÃ©es aux salariÃ©s et AsymÃ©trie dâinformation:Cas de la France. (2012). Alidou, Djaoudath . In: Working Papers FARGO. RePEc:dij:wpfarg:1120901. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Mergers and corporate debt financing. (2012). Selvarajah, Esaignani ; Ursel, Nancy . In: Economics Letters. RePEc:eee:ecolet:v:114:y:2012:i:3:p:296-298. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank systemic risk and the business cycle: Canadian and U.S. evidence. (2012). CalmÃ¨s, Christian ; Calmes, Christian ; Theoret, Raymond . In: RePAd Working Paper Series. RePEc:pqs:wpaper:022012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Securitization, risk-transferring and financial instability: The case of Spain. (2012). MarquÃ©s IbaÃ±ez, David ; Carbo Valverde, Santiago ; Marques-Ibanez, David ; Carb-Valverde, Santiago ; Rodrguez-Fernndez, Francisco . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:1:p:80-101. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Credit risk securitization and bank soundness in Europe. (2012). Uhde, Andre ; Michalak, Tobias C.. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:3:p:272-285. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Credit risk transfer in U.S. commercial banks: What changed during the 2007â2009 crisis?. (2012). Bruno, Brunella ; Bedendo, Mascia . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3260-3273. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Systemic Risk Analysis using Forward-Looking Distance-to-Default Series. (2012). Saldias, Martin. In: Working Papers. RePEc:ptu:wpaper:w201216. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A new measurement method of investor overconfidence. (2012). Zwinkels, Remco ; van der Sar, Nico L. ; Zwinkels, Remco C. J., ; Huisman, Ronald . In: Economics Letters. RePEc:eee:ecolet:v:114:y:2012:i:1:p:69-71. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

Year	Title	See
2012	The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums. (2012). Osterrieder, Daniela ; Schotman, Peter C.. In: CREATES Research Papers. RePEc:aah:create:2012-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financial Advice. (2012). Ottaviani, Marco ; Inderst, Roman . In: Journal of Economic Literature. RePEc:aea:jeclit:v:50:y:2012:i:2:p:494-512. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Econometric Estimations of the Services and Financial Sector Impact on Economic Growth Variations in Times of Crisis. (2012). . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:14:y:2012:i:special_no_6:p:621-634. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Option Price Estimations and Speculative Trading In Knowledge Society. (2012). TURCOANE, Ovidiu . In: Informatica Economica. RePEc:aes:infoec:v:16:y:2012:i:4:p:131-141. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Information Demand and Agriculture Commodity Prices. (2012). Vandone, Daniela ; Peri, Massimo ; Baldi, Lucia . In: 2012 International European Forum, February 13-17, 2012, Innsbruck-Igls, Austria. RePEc:ags:iefi12:144973. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Smooth Nonparametric Bernstein Vine Copulas. (2012). Weiss, Gregor ; Scheffer, Marcus . In: Papers. RePEc:arx:papers:1210.2043. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Consumer Interest Rates and Retail Mutual Fund Flows. (2012). Sierra, Jesus . In: Working Papers. RePEc:bca:bocawp:12-39. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Contagion in CDS, Banking and Equity Markets.. (2012). Tabak, Benjamin ; Miranda, Rodrigo ; Rodrigo Cesar de Castro Miranda, ; Junior, Mauricio Medeiros . In: Working Papers Series. RePEc:bcb:wpaper:293. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The safety and soundness effects of bank M&As in the EU: does prudential regulation have any impact?. (2012). Wall, Larry ; Hagendorff, Jens ; Nieto, Maria J.. In: Banco de España Working Papers. RePEc:bde:wpaper:1236. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Regulators Trade-off: Bank Supervision vs. Minimum Capital. (2012). Schliephake, Eva ; Buck, Florian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3923. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment. (2012). Stevanovic, Dalibor ; MÃ©sonnier, Jean-StÃ©phane. In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Robust Portfolio Allocation with Systematic Risk Contribution Restrictions. (2012). gourieroux, christian ; Jay, Emmanuelle ; Darolles, Serge . In: Working Papers. RePEc:crs:wpaper:2012-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Foreigners vs. Natives: Bank Lending Technologies and Loan Pricing. (2012). Ioannidou, Vasso ; Beck, Thorsten ; Beck, T. H. L., ; Schfer, L.. In: Discussion Paper. RePEc:dgr:kubcen:2012055. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies. (2012). Sharma, Susan ; Thuraisamy, Kannan . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Agency Problem II and Convergence in CEO Pay. (2012). Doucouliagos, Chris ; Haman, Janto ; Graham, Michael . In: Economics Series. RePEc:dkn:econwp:eco_2012_5. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The impact of macro news and central bank communication on emerging European forex markets. (2012). KoÄenda, EvÅ¾en ; Ãgert, BalÃ¡zs ; egert, Balazs ; Koenda, Even . In: EconomiX Working Papers. RePEc:drm:wpaper:2012-20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	More on the impact of US macroeconomic announcements: Evidence from French and German stock markets volatility. (2012). Lahiani, Amine ; Belgacem, Aymen. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00138. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does ownership concentration improve M&A outcomes in emerging markets?. (2012). Bhaumik, Sumon ; Selarka, Ekta. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:717-726. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Hierarchical information and the rate of information diffusion. (2012). Gencay, Ramazan ; Genay, Ramazan ; Xue, Yi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:9:p:1372-1401. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis. (2012). Chevallier, Julien. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:3:p:943-973. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Robust risk management. (2012). Fertis, Apostolos ; Baes, Michel ; Luthi, Hans-Jakob . In: European Journal of Operational Research. RePEc:eee:ejores:v:222:y:2012:i:3:p:663-672. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Emerging markets research: Trends, issues and future directions. (2012). Kearney, Colm. In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:2:p:159-183. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The relationship between liquidity, corporate governance, and firm valuation: Evidence from Russia. (2012). Chen, Clara Chia-Sheng ; Li, Wei-Xuan ; French, Joseph J.. In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:465-477. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Crisis, internal governance mechanisms and pension fund performance: Evidence from Poland. (2012). Kowalewski, Oskar ; Jackowicz, Krzysztof . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:493-515. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Emerging market sovereign bond spreads: Estimation and back-testing. (2012). Comelli, Fabio . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:598-625. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The cross-section of stock returns in frontier emerging markets. (2012). Swinkels, Laurens ; Pang, Juan ; de Groot, Wilma . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:796-818. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Reprint of Investorsâ distraction and strategic repricing decisions. (2012). Navone, Marco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2729-2741. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Momentum, contrarian, and the January seasonality. (2012). Yao, Yaqiong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2757-2769. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Intraday technical analysis of individual stocks on the Tokyo Stock Exchange. (2012). Yamamoto, Ryuichi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3033-3047. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating the cost of capital with basis assets. (2012). Brown, Stephen ; Lajbcygier, Paul ; Wong, Woon Weng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3071-3079. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Market-specific and currency-specific risk during the global financial crisis: Evidence from the interbank markets in Tokyo and London. (2012). Fukuda, Shin-ichi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3185-3196. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Large shareholder diversification, corporate risk taking, and the benefits of changing to differential voting rights. (2012). Sushka, Marie E. ; Bauguess, Scott W. ; Slovin, Myron B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1244-1253. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Characteristic-based mean-variance portfolio choice. (2012). Hjalmarsson, Erik ; Manchev, Petar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1392-1401. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Countercyclical contingent capital. (2012). Barucci, Emilio ; Del Viva, Luca . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1688-1709. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Granularity adjustment for mark-to-market credit risk models. (2012). Gordy, Michael ; Marrone, James . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1896-1910. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The week-of-the-year effect: Evidence from around the globe. (2012). Yagil, Joseph ; Levy, Tamir . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1963-1974. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Informed trading, information uncertainty, and price momentum. (2012). Zhao, Huainan ; Chen, Yifan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2095-2109. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are corporate bond market returns predictable?. (2012). Wu, Chunchi ; Hong, Yongmiao ; Lin, Hai . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2216-2232. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are mutual fund fees excessive?. (2012). Adams, John C. ; Nishikawa, Takeshi ; Mansi, Sattar A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2245-2259. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Political connection and leverage: Some Malaysian evidence. (2012). Gul, Ferdinand A. ; Bliss, Mark A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2344-2350. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Downside risk of international stock returns. (2012). Galsband, Victoria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2379-2388. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Real options and earnings-based bonus compensation. (2012). Huang, Hongming ; Shih, Pai-Ta . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2389-2402. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An international CAPM for partially integrated markets: Theory and empirical evidence. (2012). Nguyen, Duc Khuong ; AROURI, Mohamed El Hedi ; Arouri, Mohamed El Hedi, ; Pukthuanthong, Kuntara . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2473-2493. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank profitability during recessions. (2012). Oordt, Maarten ; Hoeberichts, Marco ; de Haan, Leo ; Bolt, Wilko ; Swank, Job ; van Oordt, Maarten R. C., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2552-2564. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	What do bank acquirers want? Evidence from worldwide bank M&A targets. (2012). Pozzolo, Alberto ; Caiazza, Stefano ; Clare, Andrew . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2641-2659. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Short selling after hours. (2012). Blau, Benjamin ; Brough, Tyler J. ; Alldredge, Dallin M.. In: Journal of Economics and Business. RePEc:eee:jebusi:v:64:y:2012:i:6:p:439-451. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	No contagion, only globalization and flight to quality. (2012). Szafarz, Ariane ; Chapelle, Ariane ; Briere, Marie . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1729-1744. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Real option valuation of abandoned farmland. (2012). NISHIHARA, Michi . In: Review of Financial Economics. RePEc:eee:revfin:v:21:y:2012:i:4:p:188-192. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An improvement to Kogut and Singh measure of cultural distance considering the relationship among different dimensions of culture. (2012). Kandogan, Yener . In: Research in International Business and Finance. RePEc:eee:riibaf:v:26:y:2012:i:2:p:196-203. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting Bank Leverage. (2012). Shaffer, Sherrill ; Hambusch, Gerhard. In: CAMA Working Papers. RePEc:een:camaaa:2012-56. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Impact of cash holdings and ownership concentration on firm valuation: Empirical evidence from Australia. (2012). Ameer, Rashid. In: Review of Accounting and Finance. RePEc:eme:rafpps:v:11:y:2012:i:4:p:448-467. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective. (2012). MORANA, CLAUDIO. In: Working Papers. RePEc:fem:femwpa:2012.28. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The safety and soundness effects of bank M&A in the EU. (2012). Wall, Larry ; Hagendorff, Jens ; Nieto, Maria J.. In: Working Paper. RePEc:fip:fedawp:2012-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Payment size, negative equity, and mortgage default. (2012). Fuster, Andreas ; Willen, Paul S.. In: Public Policy Discussion Paper. RePEc:fip:fedbpp:12-10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Payment size, negative equity, and mortgage default. (2012). Fuster, Andreas ; Willen, Paul S.. In: Staff Reports. RePEc:fip:fednsr:582. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The performance of non-owner-occupied mortgages during the housing crisis. (2012). Robinson, Breck . In: Economic Quarterly. RePEc:fip:fedreq:y:2012:i:2q:p:111-138:n:v.98no.2. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The performance of non-owner-occupied mortgages during the housing crisis. (2012). . In: Economic Quarterly. RePEc:fip:fedreq:y:2012:i:2q:p:111-138:n:vol.98no.2. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Measuring systemic funding liquidity risk in the Russian banking system. (2012). Andrievskaya, Irina . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting with Bayesian Vector Autoregressions. (2012). Karlsson, Sune. In: Working Papers. RePEc:hhs:oruesi:2012_012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An Equilibrium Model of Credit Rating Agencies. (2012). Natvik, Gisle ; Holden, Steinar ; Vigier, Adrien ; Natvig, Gisle James . In: Memorandum. RePEc:hhs:osloec:2013_001. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value. (2012). Hyde, Stuart ; Guidolin, Massimo. In: Working Papers. RePEc:igi:igierp:455. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Money Doctors. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert . In: Working Papers. RePEc:igi:igierp:464. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Systemic Risk and Asymmetric Responses in the Financial Industry. (2012). Moreno, Antonio ; Valderrama, Laura ; Lpez-Espinosa, Germn ; Rubia, Antonio . In: IMF Working Papers. RePEc:imf:imfwpa:12/152. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rolling over EUAs and CERs. (2012). Tornero, angel Pardo ; Martinez, Vicente Medina ; Carchano, Oscar . In: Working Papers. Serie AD. RePEc:ivi:wpasad:2012-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting interest rates. (2012). Duffee, Greg. In: Economics Working Paper Archive. RePEc:jhu:papers:599. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Creditor Rights, Country Governance, and Corporate Cash Holdings. (2012). Seifert, Bruce ; Faleye, Olubunmi ; Gonenc, Halit . In: KoÃ§ University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1214. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Foreign activity of Russian banks:reconsidering multinational banking theory. (2012). Gorshkov, Victor . In: KIER Working Papers. RePEc:kyo:wpaper:830. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Effects of Efficiency and TFP Growth on Nitrogen and Sulphur Emissions in Europe: A Multistage Spatial Analysis. (2012). Sickles, Robin ; Glass, Anthony J. ; Kenjegalieva, Karligash . In: Discussion Paper Series. RePEc:lbo:lbowps:2012_11. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Collateral Requirements of SMEs:The Evidence from LessâDeveloped Countries. (2012). Broccardo, Eleonora ; Bazzana, Flavio ; Hanedar, Elmas Yaldiz . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:12111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI. (2012). Castro, Vitor. In: NIPE Working Papers. RePEc:nip:nipewp:11/2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The effects of external financing costs on investment timing and sizing decisions. (2012). Futagami, Koichi ; Hori, Takeo ; SHIBATA, Takashi ; Maebayashi, Noritaka ; NISHIHARA, Michi . In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1207. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Changing Banking Relationships and Client Firm Performance: Evidence for Japan from the 1990s. (2012). Tsuruta, Daisuke . In: MPRA Paper. RePEc:pra:mprapa:35895. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Foreign banks and foreign currency lending in emerging Europe. (2012). De Haas, Ralph ; Brown, Martin. In: MPRA Paper. RePEc:pra:mprapa:36323. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Market risk of developed and developing countries during the global financial crisis. (2012). KÃ¶ksal, BÃ¼lent ; Koksal, Bulent ; Orhan, Mehmet . In: MPRA Paper. RePEc:pra:mprapa:37523. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.. (2012). Lopez, Claude ; Delatte, Anne-Laure. In: MPRA Paper. RePEc:pra:mprapa:39860. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Attenuation of Idiosyncratic Risk under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market. (2012). Lim, Kai Jie Shawn ; Chia, Rui Ming Daryl ; Chia, Rui Ming Daryl, ; Lim, Kai Jie Shawn, . In: MPRA Paper. RePEc:pra:mprapa:41455. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Private manufacturing SMEs survival and growth in Vietnam: The role of export participation. (2012). . In: MPRA Paper. RePEc:pra:mprapa:42489. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate. (2012). Muto, Ichiro. In: MPRA Paper. RePEc:pra:mprapa:43220. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rational Speculators, Contrarians and Excess Volatility. (2012). Lof, Matthijs. In: MPRA Paper. RePEc:pra:mprapa:43490. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Strategic Asset Allocation for Central Bankâs Management of Foreign Reserves: A new approach. (2012). Zhang, Zhichao ; Xie, Li ; Chau, Frankie . In: MPRA Paper. RePEc:pra:mprapa:43654. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is the Magnitude of Household Debt in Barbados a Concern?. (2012). Moore, Winston ; Jackman, Mahalia ; Carter, Justin . In: MPRA Paper. RePEc:pra:mprapa:47791. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Industry Specific Shocks and Non-Performing Loans in Barbados. (2012). Jackman, Mahalia ; Belgrave, Anton ; Guy, Kester . In: The Review of Finance and Banking. RePEc:rfb:journl:v:04:y:2012:i:2:p:123-133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modeling the effects of Geographical Expansion Strategies on the Italian Minor Banksâ Efficiency. (2012). Brighi, Paola ; Bernini, Cristina . In: Working Paper Series. RePEc:rim:rimwps:72_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The impact of market power of Russian banks on their credit risk tolerance: A panel study. (2012). Mamonov, Mikhail . In: Applied Econometrics. RePEc:ris:apltrx:0197. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank/sovereign risk spillovers in the European debt crisis. (2012). Vander Vennet, Rudi ; Schepens, Glenn ; DE BRUYCKERE, V. ; GERHARDT, M.. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:12/828. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Using Internet Data to Account for Special Events in Economic Forecasting. (2012). Vosen, Simeon ; Schmidt, Torsten. In: Ruhr Economic Papers. RePEc:rwi:repape:0382. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	SEEKING THE DIVERSIFICATION BENEFITS WITH FOREIGN EQUITIES AND COMMODITIES â THE CASE OF POLISH INVESTOR. (2012). Kurach, RadosÅaw. In: e-Finanse. RePEc:rze:efinan:v:8:y:2012:i:3:p:26-36. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	THE USE OF A VALUE AT RISK MEASURE FOR THE ANALYSIS OF BANK INTEREST MARGINS. (2012). Gemzik-Salwach, Agata . In: e-Finanse. RePEc:rze:efinan:v:8:y:2012:i:4:p:15-29. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Information Asymmetry and Foreign Currency Borrowing by Small Firms. (2012). Yesin, Pinar ; Ongena, Steven ; Brown, Martin. In: Working Papers. RePEc:snb:snbwpa:2012-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe. (2012). Szafarz, Ariane ; Herinckx, Astrid . In: Working Papers CEB. RePEc:sol:wpaper:2013/107635. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Determinants of US financial fragility conditions. (2012). MORANA, CLAUDIO ; Bagliano, Fabio. In: Working papers. RePEc:tur:wpapnw:011. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban. (2012). Mayordomo, Sergio ; Arce, Oscar. In: Faculty Working Papers. RePEc:una:unccee:wp2512. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Term Structure Persistence. (2012). Moreno, Antonio ; Lovcha, Yuliya ; Gil-Alana, Luis ; Abbritti, Mirko. In: Faculty Working Papers. RePEc:una:unccee:wp2612. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Money doctors. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert . In: Economics Working Papers. RePEc:upf:upfgen:1355. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is Director Industry Experience Valuable?. (2012). von Meyerinck, Felix ; Schmid, Markus ; OESCH, DAVID . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:17. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Linkages Between the Real Sector and the Financial Sector: The Case of Malaysia. (2012). Samsi, Siti Muliana ; Cheong, Kee-Cheok ; Yusof, Zarinah . In: Asian Academy of Management Journal of Accounting and Finance. RePEc:usm:journl:aamjaf00811_93-113. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Linkages Between the Real Sector and the Financial Sector: The Case of Malaysia. (2012). Cheong, Kee-Cheok ; Yusof, Zarinah ; Siti Muliana Samsi, Zarinah Yusof, . In: Asian Academy of Management Journal of Accounting and Finance. RePEc:usm:journl:aamjaf00811__93-113. Full description at Econpapers \|\| Download paper*	[Citation Analysis]
2012	Forecasting Bank Leverage. (2012). Shaffer, Sherrill ; Hambusch, Gerhard. In: Research Paper Series. RePEc:uts:rpaper:320. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting Bank Leverage. (2012). Shaffer, Sherrill ; Hambusch, Gerhard. In: Working Paper Series. RePEc:uts:wpaper:176. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Benchmarking financial systems around the world. (2012). Levine, Ross ; Demirguc-Kunt, Asli ; Cihak, Martin ; Feyen, Erik . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6175. Full description at Econpapers \|\| Download paper	[Citation Analysis]

More than 100 citations. List broken...

Recent citations received in: 2011

Year	Title	See
2011	Collaterals, Bank Monitoring and Performance: the Case of Newly Established Wine Farmers. (2011). Cadot, Julien . In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania. RePEc:ags:aaea11:103414. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Do Low Interest Rates Sow the Seeds of Financial Crises?. (2011). Ueberfeldt, Alexander ; Shukayev, Malik ; Cociuba, Simona. In: Working Papers. RePEc:bca:bocawp:11-31. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Bank Efficiency and Default in Brazil: Causality Tests. (2011). Tabak, Benjamin ; Cajueiro, Daniel O. ; Craveiro, Giovana L.. In: Working Papers Series. RePEc:bcb:wpaper:253. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Housing, consumption and monetary policy: how different are the U.S. and the euro area?. (2011). Stracca, Livio ; Neri, Stefano ; Musso, Alberto. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_807_11. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The impact of unconventional monetary policy on the market for collateral: The case of the French bond market. (2011). Idier, Julien ; Avouyi-Dovi, Sanvi. In: Working papers. RePEc:bfr:banfra:339. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Asset price volatility and government revenue. (2011). Tagkalakis, Athanasios. In: Working Papers. RePEc:bog:wpaper:133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Collateral and its Substitutes in Emerging Markets Lending. (2011). Neuberger, Doris ; Menkhoff, Lukas ; Rungruxsirivorn, Ornsiri . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3585. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Financial information and restructuring of spanish savings banks in a context of crisis. Changes in the regulation; content and evolution of FROB. (2011). Gil, Ester Gras ; Hernandez, Salvador Marin ; Renart, Marcos Anton . In: CIRIEC-EspaÃ±a, revista de economÃa pÃºblica, social y cooperativa. RePEc:cic:revcir:y:2011:i:73:p:99-126. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The âForward Premium Puzzleâ and the Sovereign Default Risk. (2011). Mignon, ValÃ©rie ; Coudert, Virginie. In: Working Papers. RePEc:cii:cepidt:2011-17. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Volatility models. (2011). Laurent, SÃ©bastien ; Hafner, Christian ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:2011058. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Of Religion and Redemption: Evidence from Default on Islamic Loans. (2011). Ongena, Steven ; Baele, Lieven ; Farooq, Moazzam . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8504. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Multiscale Analysis of the Liquidity Effect. (2011). Michis, Antonis . In: Working Papers. RePEc:cyb:wpaper:2011-5. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Information Asymmetry and Foreign Currency Borrowing by Small Firms. (2011). Yesin, Pinar ; Ongena, Steven ; Brown, Martin. In: Discussion Paper. RePEc:dgr:kubcen:2011099. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	How Does Personal Bankruptcy Law Affect Start-ups?. (2011). Penas, MarÃa ; Cerqueiro, G. M.. In: Discussion Paper. RePEc:dgr:kubcen:2011106. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting Volatility with Copula-Based Time Series Models. (2011). van Dijk, Dick ; Sokolinskiy, Oleg . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110125. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting Volatility with Copula-Based Time Series Models. (2011). van Dijk, Dick ; Sokolinskiy, Oleg . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011125. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Financial Integration and Macroeconomic Stability: What Role for Large Banks?. (2011). Bremus, Franziska. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1178. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The January and turn-of-the-month effect on firm returns and return volatility. (2011). Sharma, Susan ; Narayan, Paresh. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2011_01. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Investment and oil price volatility. (2011). Sharma, Susan ; Narayan, Paresh. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2011_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The simple econometrics of tail dependence. (2011). Zhou, Chen ; Oordt, Maarten ; Maarten R. C. van Oordt, . In: DNB Working Papers. RePEc:dnb:dnbwpp:296. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Interchange fees in card payments. (2011). Borestam, Ann ; Schmiedel, Heiko . In: Occasional Paper Series. RePEc:ecb:ecbops:20110131. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Who invests in home equity to exempt wealth from bankruptcy?. (2011). Laeven, Luc ; Huizinga, Harry ; Gropp, Reint ; Corradin, Stefano. In: Working Paper Series. RePEc:ecb:ecbwps:20111337. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	CEO pay incentives and risk-taking: Evidence from bank acquisitions. (2011). Hagendorff, Jens ; Vallascas, Francesco . In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:4:p:1078-1095. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Currency equivalent monetary aggregates as leading indicators of inflation. (2011). Ramachandran, M ; Paul, Sunil. In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:4:p:2041-2048. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The effects of the subprime crisis on the Latin American financial markets: An empirical assessment. (2011). PEGUIN-FEISSOLLE, Anne ; Mignon, ValÃ©rie ; DufrÃ©not, Gilles ; Dufrenot, Gilles . In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:5:p:2342-2357. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Performance and characteristics of acquiring firms in the Chinese stock markets. (2011). Young, Martin ; Chi, Jing ; Sun, Qian . In: Emerging Markets Review. RePEc:eee:ememar:v:12:y:2011:i:2:p:152-170. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	On the performance of emerging market equity mutual funds. (2011). Huij, Joop ; Post, Thierry . In: Emerging Markets Review. RePEc:eee:ememar:v:12:y:2011:i:3:p:238-249. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Intraday jumps and US macroeconomic news announcements. (2011). Evans, Kevin P.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2511-2527. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The return impact of realized and expected idiosyncratic volatility. (2011). Smedema, Adam R. ; Peterson, David R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2547-2558. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis. (2011). Aggarwal, Raj ; Mougoue, Mbodja . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2690-2703. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The impact of macroeconomic news on quote adjustments, noise, and informational volatility. (2011). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2733-2746. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Ownership structure and tax-friendly dividends. (2011). Henry, Darren. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2747-2760. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Nominal and true cost of loan collateral. (2011). Niinimaki, J. -P., ; Niinimaki, J.-P., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2782-2790. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Volatility transmission in emerging European foreign exchange markets. (2011). KoÄenda, EvÅ¾en ; Bubak, Vit ; Zikes, Filip . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:2829-2841. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The persistence of bank profit. (2011). Wilson, John ; Molyneux, Philip ; Goddard, John ; Liu, Hong ; Wilson, John O. S., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:2881-2890. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union. (2011). Eichler, Stefan ; Herrera, R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:2916-2930. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Housing, consumption and monetary policy: How different are the US and the euro area?. (2011). Stracca, Livio ; Neri, Stefano ; Musso, Alberto. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:3019-3041. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Macroeconomic risk and the cross-section of stock returns. (2011). Min, Byoung-Kyu ; Kim, Tong Suk ; Kang, Jangkoo ; Lee, Changjun . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3158-3173. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The impact of management and board ownership on profitability in banks with different strategies. (2011). Westman, Hanna . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3300-3318. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Conditional beta pricing models: A nonparametric approach. (2011). Orbe, Susan ; Gil-Bazo, Javier ; Ferreira, Eva . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3362-3382. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Institutional trading and share returns. (2011). Foster, Frederick ; Looi, Adrian ; Gallagher, David R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3383-3399. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Information disclosure in credit markets when banks costs are endogenous. (2011). Van Tassel, Eric . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:2:p:490-497. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The global financial crisis and the evolution of markets, institutions and regulation. (2011). Moshirian, Fariborz . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:3:p:502-511. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Rethinking the liquidity puzzle: Application of a new measure of the economic money stock. (2011). Kelly, Logan ; Barnett, William ; KEATING, JOHN W.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:4:p:768-774. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Interest rates and bank risk-taking. (2011). Kouretas, Georgios ; Delis, Manthos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:4:p:840-855. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Do foreign banks increase competition? Evidence from emerging Asian and Latin American banking markets. (2011). Wu, Ji ; Olivero, Maria ; Jeon, Bang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:4:p:856-875. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Information verifiability, bank organization, bank competition and bank-borrower relationships. (2011). Udell, Gregory ; Uchida, Hirofumi ; Watanabe, Wako ; Kano, Masaji. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:4:p:935-954. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The pricing and performance of leveraged exchange-traded funds. (2011). Charupat, Narat ; Miu, Peter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:4:p:966-977. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Market structure and the pass-through of the federal funds rate. (2011). Amel, Dean F. ; Adams, Robert M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1087-1096. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns. (2011). Mistrulli, Paolo Emilio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1114-1127. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The diversification effects of volatility-related assets. (2011). Chen, Hsuan-Chi ; Chung, San-Lin ; Ho, Keng-Yu . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1179-1189. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Revisiting the expectations hypothesis of the term structure of interest rates. (2011). Harris, Richard ; Bulkley, George ; Nawosah, Vivekanand ; Harris, Richard D. F., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1202-1212. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns. (2011). Subrahmanyam, Avanidhar ; faff, robert ; Akhtar, Shumi ; Oliver, Barry . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1239-1249. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The rise of risk-based pricing of mortgage interest rates in Italy. (2011). Magri, Silvia ; Pico, Raffaella . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1277-1290. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Efficiency and risk in European banking. (2011). Molyneux, Philip ; MarquÃ©s IbaÃ±ez, David ; Fiordelisi, Franco ; Marques-Ibanez, David . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1315-1326. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Asset market linkages: Evidence from financial, commodity and real estate assets. (2011). Brooks, Robert ; Chan, Kam Fong ; Gray, Stephen ; Treepongkaruna, Sirimon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:6:p:1415-1426. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Bank size and risk-taking under Basel II. (2011). Schnabel, Isabel ; Hakenes, Hendrik. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:6:p:1436-1449. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Price determinants of Aboriginal art, and its role as an alternative asset class. (2011). Coleman, Les ; Taylor, Dominic . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:6:p:1519-1529. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Do ESOPs enhance firm performance? Evidence from Chinas reform experiment. (2011). Zhu, Hongquan ; Zhou, Xianming ; Ning, Xiangdong ; Meng, Rujing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:6:p:1541-1551. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	On the characteristics and performance of long-short, market-neutral and bear mutual funds. (2011). Badrinath, S. G. ; Gubellini, S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:7:p:1762-1776. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Recovering copulas from limited information and an application to asset allocation. (2011). Chu, Ba. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:7:p:1824-1842. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Measuring and explaining the volatility of capital flows to emerging countries. (2011). Erce, Aitor ; DÃaz-Cassou, Javier ; Broto, Carmen ; Diaz-Cassou, Javier . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:8:p:1941-1953. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Dependence structure and extreme comovements in international equity and bond markets. (2011). Garcia, RenÃ© ; Tsafack, Georges . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:8:p:1954-1970. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A test of the different implications of the overconfidence and disposition hypotheses. (2011). Chou, Robin K. ; Wang, Yun-Yi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:8:p:2037-2046. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The comovement of option listed stocks. (2011). Mazouz, Khelifa ; Agyei-Ampomah, Sam . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:8:p:2056-2069. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Labor unions, bargaining power and corporate bond yield spreads: Structural credit model perspectives. (2011). Liao, Hsien-Hsing ; Chen, Yan-Shing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:8:p:2084-2098. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Securitization and the balance sheet channel of monetary transmission. (2011). Hepp, Ralf ; Aysun, Uluc. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:8:p:2111-2122. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	How do lending relationships affect access to credit and loan conditions in microlending?. (2011). Guttler, Andre ; Behr, Patrick ; Entzian, Annekathrin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:8:p:2169-2178. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Liquidity and asset pricing: Evidence from the Hong Kong stock market. (2011). Tam, Lewis ; Lam, Keith S. K., ; Tam, Lewis H. K., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2217-2230. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Momentum or contrarian investment strategies: Evidence from Dutch institutional investors. (2011). Kakes, Jan ; de Haan, Leo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2245-2251. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The 2008 short sale ban: Liquidity, dispersion of opinion, and the cross-section of returns of US financial stocks. (2011). Autore, Don M. ; Kovacs, Tunde ; Billingsley, Randall S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2252-2266. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Determinants of start-up firm external financing worldwide. (2011). Nofsinger, John R. ; Wang, Weicheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2282-2294. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Sufficient conditions for expected utility to imply drawdown-based performance rankings. (2011). Eling, Martin ; Schuhmacher, Frank . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2311-2318. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Home country bias: Does domestic experience help investors enter foreign markets?. (2011). santos, joao ; Mendes, Victor ; Abreu, Margarida ; Santos, JoÃ£o A. C., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2330-2340. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX. (2011). Poon, Ser-Huang ; Tawn, Jonathan ; Hilal, Sawsan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2374-2387. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Does corporate social responsibility affect the cost of capital?. (2011). Mishra, Dev ; Kwok, Chuck C. Y., ; El Ghoul, Sadok ; Guedhami, Omrane . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2388-2406. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Implications of bank ownership for the credit channel of monetary policy transmission: Evidence from India. (2011). Kutan, Ali ; Bhaumik, Sumon ; Dang, Vinh . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2418-2428. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Have community banks reduced home foreclosure rates?. (2011). Fogel, Kathy ; Yeager, Tim ; Kali, Raja . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2498-2509. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Nonlinearity in the financial developmentÃ¢ÂÂincome inequality nexus. (2011). Lin, Shu-Chin ; Kim, Dong-Hyeon . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:39:y:2011:i:3:p:310-325. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Consolidation in banking and the lending channel of monetary transmission: Evidence from Asia and Latin America. (2011). Olivero, Maria ; Jeon, Bang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:6:p:1034-1054. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Fiscal adjustments and asset price changes. (2011). Tagkalakis, Athanasios. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:33:y:2011:i:2:p:206-223. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Time-Varying Beta Estimators in the Mexican Emerging Market. (2011). Zarraga, Ainhoa ; Orbe, Susan ; Alonso, Ainhoa Zarraga ; Mandaluniz, Susan Orbe ; Domenech, Belen Nieto . In: BILTOKI. RePEc:ehu:biltok:5283. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The asymmetric relationship between corporate environmental responsibility and earnings management: Evidence from the United States. (2011). Heltzer, Wendy . In: Managerial Auditing Journal. RePEc:eme:majpps:v:26:y:2011:i:1:p:65-88. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Financial market equilibria with heterogeneous agents: CAPM and market segmentation.. (2011). Del Vigna, Matteo . In: DiMaD Working Papers. RePEc:flo:wpaper:2011-08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Financial Constraints and Exports: An Analysis of Portuguese Firms During the European Monetary Integration. (2011). Silva, Filipe ; Carreira, Carlos. In: Notas EconÃ³micas. RePEc:gmf:journl:y:2011:i:34:p:35-56. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Financial constraints and exports: An analysis of Portuguese firms during the European monetary integration. (2011). Silva, Filipe ; Carreira, Carlos. In: GEMF Working Papers. RePEc:gmf:wpaper:2011-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	How Does Fiscal Policy React to Wealth Composition and Asset Prices?. (2011). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: GEMF Working Papers. RePEc:gmf:wpaper:2011-18. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Firm-level determinants and impacts of finance-seeking behaviour and outcomes for small and medium-sized enterprises (SMEs) in Australia. (2011). Worthington, Andrew ; Higgs, Helen ; Xiang, Dong . In: Discussion Papers in Finance. RePEc:gri:fpaper:finance:201115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Number of Regimes Across Asset Returns: Identification and Economic Value. (2011). Ielpo, Florian ; Gatumel, Mathieu . In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00658540. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Monetary policy, risk-taking channel and income structure: an empirical assessment of the French banking system. (2011). Eid, Samer . In: Post-Print. RePEc:hal:journl:dumas-00643715. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	La juste valeur des instruments financiers : Un nouveau canal de contagion ?. (2011). Halioui, Khamoussi ; Gharbi, Leila . In: Post-Print. RePEc:hal:journl:hal-00650435. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Number of Regimes Across Asset Returns: Identification and Economic Value. (2011). Ielpo, Florian ; Gatumel, Mathieu . In: Post-Print. RePEc:hal:journl:halshs-00658540. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Transfer of financial risk in emerging eastern European stock markets: A sectoral perspective. (2011). Fedorova, Elena. In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2011_024. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR. (2011). Tkalec, Marina. In: Working Papers. RePEc:iez:wpaper:1102. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Do Lenders Value Corporate Social Responsibility? Evidence from China. (2011). Ye, Kangtao ; Zhang, Ran . In: Journal of Business Ethics. RePEc:kap:jbuset:v:104:y:2011:i:2:p:197-206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Monetary policy communication under inflation targeting: Do words speak louder than actions?. (2011). Kara, Hakan ; Demiralp, Selva ; zlu, Pnar . In: KoÃ§ University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Global Player im Bankenwesen - Ã¶konomisch sinnvoll oder problembehaftet?. (2011). Gischer, Horst ; Richter, Toni . In: FEMM Working Papers. RePEc:mag:wpaper:110012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Efficiency and Its Impact on the Performance of European Commercial Banks. (2011). Kryvko, Anna ; Reichling, Peter ; Afsharian, Mohsen . In: FEMM Working Papers. RePEc:mag:wpaper:110018. Full description at Econpapers \|\| Download paper	[Citation Analysis]

More than 100 citations. List broken...

Recent citations received in: 2010

Year	Title	See
2010	Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns. (2010). Tsiaras, Leonidas. In: CREATES Research Papers. RePEc:aah:create:2010-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	CLASSICAL LASSICAL AND BEHAVIOURAL FINANCE IN INVESTOR DECISION. (2010). murgea, aurora ; Lect. Aurora Murgea Ph. D, . In: Annals of University of Craiova - Economic Sciences Series. RePEc:aio:aucsse:v:2:y:2010:i:12:p:212-223. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Financial Disruptions and the Evolution of Malaysian Banking Sectorâs Efficiency: A Non-Stochastic Frontier Approach. (2010). SUFIAN, FADZLAN ; Habibullah, Muzafar Shah. In: Economic Studies journal. RePEc:bas:econst:y:2010:i:2:p:166-186. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Do Inflation-linked Bonds Contain Information about Future Inflation?. (2010). Vicente, JosÃ© Valentim ; GuillÃ©n, Osmani ; Jose Valentim Machado Vicente, ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, ; Osmani Teixeira de Carvalho Guillen, . In: Working Papers Series. RePEc:bcb:wpaper:214. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Is there Evidence of Shift-Contagion in International Housing Markets?. (2010). DE BANDT, OLIVIER ; Malik, Sheheryar . In: Working papers. RePEc:bfr:banfra:295. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	An overview of Asian equity markets. (2010). Nieh, Chien-Chung ; Hsieh, Joyce . In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:24:y:2010:i:2:p:19-51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Inflation risk and the inflation risk premium. (2010). Bekaert, Geert ; Wang, Xiaozheng . In: Economic Policy. RePEc:bla:ecpoli:v:25:y:2010:i::p:755-806. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The Market Impact of Relative Agency Activity in the Sovereign Ratings Market. (2010). faff, robert ; Hill, Paula . In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:37:y:2010:i:9-10:p:1309-1347. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Competition and Stability in European Banking: A Regional Analysis. (2010). Wilson, John ; Molyneux, Philip ; JOHN O. S. WILSON, ; Liu, Hong . In: Working Papers. RePEc:bng:wpaper:10019. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Measuring Competition and Stability: Recent Evidence for European Banking. (2010). Wilson, John ; Molyneux, Philip ; JOHN O. S. WILSON, ; Liu, Hong . In: Working Papers. RePEc:bng:wpaper:10020. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	An Experimental Analysis of the Demand for Payday Loans. (2010). Wilson, Bart ; BartJ. Wilson, ; Schurter, Karl ; Meehan, James W. ; Findlay, David W. ; Wellford, Charissa . In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:10:y:2010:i:1:n:93. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Risk Management of Precious Metals. (2010). McAleer, Michael ; Hammoudeh, Shawkat ; Malik, Farooq . In: Working Papers in Economics. RePEc:cbt:econwp:10/37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Remittances and Financial Openness. (2010). Vermeulen, Robert ; Lodigiani, Elisabetta ; Beine, Michel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3090. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Riesgo SistÃ©mico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: AnÃ¡lisis bajo TopologÃa de Redes y SimulaciÃ³n de Pagos. (2010). Sarmiento, Miguel ; LeÃ³n, Carlos ; Leon, Carlos ; Chipatecua, Orlando ; Machado, Clara Lia . In: BORRADORES DE ECONOMIA. RePEc:col:000094:007669. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Foreign Currency Loans - Demand or Supply Driven?. (2010). Ongena, Steven ; Brown, Martin ; Kirschenmann, Karolin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7952. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2010	Systemic Risk Diagnostics. (2010). Lucas, Andre ; Koopman, Siem Jan ; Schwaab, Bernd . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2010104. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Digitization of Retail Payment. (2010). Chakravorti, Sujit ; Bolt, Wilko. In: DNB Working Papers. RePEc:dnb:dnbwpp:270. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Does China overinvest? Evidence from a panel of Chinese firms. (2010). Knight, John ; Guariglia, Alessandra ; Ding, Sai. In: Working Papers. RePEc:dur:durham:2010_05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Foreign currency lending in emerging Europe: bank-level evidence. (2010). De Haas, Ralph ; Brown, Martin. In: Working Papers. RePEc:ebd:wpaper:122. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Inflation risks and inflation risk premia. (2010). Garcia, Juan Angel ; Werner, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20101162. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Efficiency and risk in european banking. (2010). Molyneux, Philip ; MarquÃ©s IbaÃ±ez, David ; Fiordelisi, Franco ; Marques-Ibanez, David . In: Working Paper Series. RePEc:ecb:ecbwps:20101211. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Modelling the UK and Euro yield curves using the Generalized Vasicek model: Empirical results from panel data for one and two factor models. (2010). Ben Nowman, Khalid . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:5:p:334-341. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Dynamic hedge fund portfolio construction. (2010). Harris, Richard ; Harris, Richard D. F., ; Mazibas, Murat . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:5:p:351-357. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Evolution of earnings-to-price ratios: International evidence. (2010). Eun, Cheol S. ; Lee, Jinsoo . In: Global Finance Journal. RePEc:eee:glofin:v:21:y:2010:i:2:p:125-137. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Liquidity and market efficiency: Analysis of NASDAQ firms. (2010). Chung, Dennis Y. ; Hrazdil, Karel . In: Global Finance Journal. RePEc:eee:glofin:v:21:y:2010:i:3:p:262-274. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Catastrophe risk management with counterparty risk using alternative instruments. (2010). Chung, San-Lin ; Wu, Yang-Che . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:47:y:2010:i:2:p:234-245. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Is the diversification discount caused by the book value bias of debt?. (2010). Glaser, Markus ; Muller, Sebastian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:10:p:2307-2317. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Corporate bond credit spreads and forecast dispersion. (2010). Hackbarth, Dirk ; Guntay, Levent . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:10:p:2328-2345. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Liquidity and market efficiency: A large sample study. (2010). Chung, Dennis ; Hrazdil, Karel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:10:p:2346-2357. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Misreaction or misspecification? A re-examination of volatility anomalies. (2010). Jiang, George J. ; Tian, Yisong S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:10:p:2358-2369. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Does information drive trading in option strategies?. (2010). Fahlenbrach, Ruediger ; Sands, Patrik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:10:p:2370-2385. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Operational outages and aggregate uncertainty in the federal funds market. (2010). Klee, Elizabeth . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:10:p:2386-2402. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Short-sale inflow and stock returns: Evidence from Japan. (2010). Takahashi, Hidetomo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:10:p:2403-2412. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The Other January Effect: Evidence against market efficiency?. (2010). Visaltanachoti, Nuttawat ; Marshall, Ben R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:10:p:2413-2424. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Investor sentiment, executive compensation, and corporate investment. (2010). Li, Hui ; Grundy, Bruce D.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:10:p:2439-2449. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Capital-based regulation, portfolio risk and capital determination: Empirical evidence from the US property-liability insurers. (2010). Shim, Jeungbo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:10:p:2450-2461. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Forecasting bank loans loss-given-default. (2010). Bastos, JoÃ£o. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:10:p:2510-2517. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Tactical allocation in commodity futures markets: Combining momentum and term structure signals. (2010). Fuertes, Ana-Maria ; Rallis, Georgios ; Miffre, Joelle . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:10:p:2530-2548. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Accelerated investment effect of risky debt. (2010). Zhdanov, Alexei ; Lyandres, Evgeny . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:11:p:2587-2599. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Leads and lags in sovereign credit ratings. (2010). ap Gwilym, Owain ; Alsakka, Rasha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:11:p:2614-2626. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	What drives bank securitisation? The Spanish experience. (2010). Trujillo-Ponce, Antonio ; Samaniego-Medina, Reyes ; Cardone-Riportella, Clara . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:11:p:2639-2651. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Dynamic portfolio choice with deferred annuities. (2010). Maurer, Raimond ; Horneff, Wolfram ; Rogalla, Ralph . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:11:p:2652-2664. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	An advanced perspective on the predictability in hedge fund returns. (2010). Cengiz, Cetin ; von Nitzsch, Rudiger ; Wegener, Christian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:11:p:2694-2708. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Combining mean reversion and momentum trading strategies in foreign exchange markets. (2010). Serban, Alina F.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:11:p:2720-2727. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Consumer credit-risk models via machine-learning algorithms. (2010). Lo, Andrew ; Kim, Adlar J. ; Khandani, Amir E.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:11:p:2767-2787. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Bank profitability and taxation. (2010). Gambacorta, Leonardo ; Albertazzi, Ugo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:11:p:2801-2810. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Integrated models of capital adequacy - Why banks are undercapitalised. (2010). McNeil, Alexander J. ; Kretzschmar, Gavin ; Kirchner, Axel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:12:p:2838-2850. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	EMU and European government bond market integration. (2010). GÃ³mez-Puig, Marta ; ChuliÃ¡, Helena ; Abad, Pilar ; Chulia, Helena ; Gomez-Puig, Marta . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:12:p:2851-2860. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Assessing financial market integration in Asia - Equity markets. (2010). Tam, Chi-sang ; Fung, Kang-Por ; Yu, Ip-wing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:12:p:2874-2885. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Trading activity and bid-ask spreads of individual equity options. (2010). Wei, Jason ; Zheng, Jinguo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:12:p:2897-2916. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Timing exchange rates using order flow: The case of the Loonie. (2010). Sojli, Elvira ; Sarno, Lucio ; King, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:12:p:2917-2928. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Behavior of liquidity and returns around Canadian seasoned equity offerings. (2010). Rakita, Ian ; Lazrak, Skander ; Kryzanowski, Lawrence . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:12:p:2954-2967. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Does gender matter in bank-firm relationships? Evidence from small business lending. (2010). Zazzaro, Alberto ; Borisov, Alexander ; Bellucci, Andrea . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:12:p:2968-2984. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The impact of conglomeration on the option value of equity. (2010). Grass, Gunnar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:12:p:3010-3024. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The economic function of credit rating agencies - What does the watchlist tell us?. (2010). Bannier, Christina ; Hirsch, Christian W.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:12:p:3037-3049. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Securitization and systematic risk in European banking: Empirical evidence. (2010). Uhde, Andre ; Michalak, Tobias C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:12:p:3061-3077. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application. (2010). Stringa, Marco ; Sorensen, Steffen ; Drehmann, Mathias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:4:p:713-729. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	An economic capital model integrating credit and interest rate risk in the banking book. (2010). Drehmann, Mathias ; Alessandri, Piergiorgio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:4:p:730-742. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Market conditions, default risk and credit spreads. (2010). Yan, Hong ; Tang, Dragon Yongjun . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:4:p:743-753. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Settlement delays in the money market. (2010). McAndrews, James ; Bartolini, Leonardo ; Hilton, Spence . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:5:p:934-945. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	World market risk, country-specific risk and expected returns in international stock markets. (2010). Cakici, Nusret ; Bali, Turan G.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:6:p:1152-1165. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Predictable dynamics in implied volatility surfaces from OTC currency options. (2010). Tsekrekos, Andrianos ; Chalamandaris, George. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:6:p:1175-1188. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The determinants of shareholder value in European banking. (2010). Molyneux, Philip ; Fiordelisi, Franco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:6:p:1189-1200. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Aggregate insider trading: Contrarian beliefs or superior information?. (2010). Zaman, Mir A. ; Jiang, Xiaoquan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:6:p:1225-1236. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis. (2010). Lee, BongSoo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:6:p:1257-1273. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Interest rate deregulation: Monetary policy efficacy and rate rigidity. (2010). Chong, Beng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:6:p:1299-1307. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Differential impact of Korean banking system reforms on bank productivity. (2010). Chang, Hsihui ; Lee, Seok-Young ; Banker, Rajiv D.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:7:p:1450-1460. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	First Financial Restructuring and operating efficiency: Evidence from Taiwanese commercial banks. (2010). Cianci, Anna M. ; Huang, Li-Hua ; Hsiao, Hsing-Chin ; Chang, Hsihui . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:7:p:1461-1471. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Malmquist-type indices in the presence of negative data: An application to bank branches. (2010). Silva Portela, Maria ; Thanassoulis, Emmanuel ; Portela, Maria C. A. S., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:7:p:1472-1483. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Scaling models for the severity and frequency of external operational loss data. (2010). Dionne, Georges ; Dahen, Hela . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:7:p:1484-1496. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The robustness of output measures in property-liability insurance efficiency studies. (2010). Grace, Martin ; Leverty, Tyler J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:7:p:1510-1524. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Economies of scope in financial services: A DEA efficiency analysis of the US insurance industry. (2010). Weiss, Mary ; Cummins, David J. ; Xie, Xiaoying ; Zi, Hongmin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:7:p:1525-1539. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Single Market effects on productivity in the German insurance industry. (2010). Mahlberg, Bernhard ; Url, Thomas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:7:p:1540-1548. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Sales order backlogs and momentum profits. (2010). Huang, Dayong ; Gu, Li. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:7:p:1564-1575. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Bought deals: The value of underwriter certification in seasoned equity offerings. (2010). Pandes, Ari J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:7:p:1576-1589. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Endogenously structured boards of directors in banks. (2010). Pathan, Shams ; Skully, Michael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:7:p:1590-1606. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	News announcements and price discovery in foreign exchange spot and futures markets. (2010). Gau, Yin-Feng ; Chen, Yu-Lun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:7:p:1628-1636. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns. (2010). Guo, Hui ; Savickas, Robert . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:7:p:1637-1649. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Structural models of corporate bond pricing with personal taxes. (2010). Wu, Chunchi ; Liu, Sheen ; Qi, Howard . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:7:p:1700-1718. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Retail payments: New contributions, empirical results, and unanswered questions. (2010). Humphrey, David B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1729-1737. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Why are (some) consumers (finally) writing fewer checks? The role of payment characteristics. (2010). Stavins, Robert ; Schuh, Scott . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1745-1758. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Price incentives and consumer payment behaviour. (2010). Simon, John ; Smith, Kylie ; West, Tim . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1759-1772. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Payment card rewards programs and consumer payment choice. (2010). Hayashi, Fumiko ; Ching, Andrew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1773-1787. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Credit card interchange fees. (2010). Wright, Julian ; Rochet, Jean. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1788-1797. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Private cards and the bypass of payment systems by merchants. (2010). Bourreau, Marc ; Verdier, Marianne . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1798-1807. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The coskewness puzzle. (2010). PotÃ¬, Valerio ; Wang, DengLi ; Poti, Valerio . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1827-1838. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The relationship between house prices and house purchase loans: The Spanish case. (2010). Gimeno, Ricardo ; Martinez-Carrascal, Carmen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1849-1855. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Is gold a safe haven? International evidence. (2010). McDermott, Thomas ; Baur, Dirk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1886-1898. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Portfolio performance gauging in discrete time using a Luenberger productivity indicator. (2010). Kerstens, Kristiaan ; Brandouy, Olivier ; Briec, Walter ; Van de Woestyne, Ignace . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1899-1910. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Earnings management, market discounts and the performance of private equity placements. (2010). Chen, An-Sing ; Chih, Shu-Wei ; Cheng, Lee-Young . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1922-1932. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Are cooperatives the weakest link in European banking? A non-parametric metafrontier approach. (2010). Tsekouras, Kostas ; Kontolaimou, Alexandra . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1946-1957. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Estimating financial risk measures for options. (2010). Sorwar, Ghulam ; Dowd, Kevin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1982-1992. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Multiple directorships and acquirer returns. (2010). Kim, Young ; Jiraporn, Pornsit ; Ahn, Seoungpil. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:9:p:2011-2026. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Market response to bank relationships: Evidence from Korean bank reform. (2010). Sohn, Wook . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:9:p:2042-2055. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade. (2010). Mylonidis, Nikolaos ; Kollias, Christos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:9:p:2056-2064. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Measuring portfolio credit risk correctly: Why parameter uncertainty matters. (2010). Tarashev, Nikola. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:9:p:2065-2076. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The choice of ADRs. (2010). Samet, Anis ; Boubakri, Narjess ; Cosset, Jean-Claude . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:9:p:2077-2095. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Tempered stable and tempered infinitely divisible GARCH models. (2010). Fabozzi, Frank ; Kim, Young Shin ; Rachev, Svetlozar T. ; Bianchi, Michele Leonardo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:9:p:2096-2109. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Detecting insider trading: The theory and validation in Korea Exchange. (2010). Lee, Jaehyun ; Park, Young S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:9:p:2110-2120. Full description at Econpapers \|\| Download paper	[Citation Analysis]

More than 100 citations. List broken...

Recent citations received in: 2009

Year	Title	See
2009	Payday Loans and Credit Cards: New Liquidity and Credit Scoring Puzzles?. (2009). Tobacman, Jeremy ; Agarwal, Sumit ; Skiba, Paige Marta . In: American Economic Review. RePEc:aea:aecrev:v:99:y:2009:i:2:p:412-17. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	A Black Swan in the Money Market. (2009). Williams, John ; Taylor, John. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:1:y:2009:i:1:p:58-83. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Analysis Of The Relevance Of Non-Traditional Activities Items Upon The Efficiency Of Chinese Banks: A Non-Stochastic Frontier DEA Approach. (2009). SUFIAN, FADZLAN. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2009:i:4:sufianf. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Competition and Relationship Lending: Friends or Foes?. (2009). Zazzaro, Alberto ; Presbitero, Andrea. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Life-Cycle Finance and the Design of Pension Plans. (2009). Rindisbacher, Marcel ; Bodie, Zvi ; Jérôme Detemple, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:249-286. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Price Discovery, Causality and Volatility Spillovers in European Union Allowances Phase II: A High Frequency Analysis. (2009). Rittler, Daniel . In: Working Papers. RePEc:awi:wpaper:0492. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	What explains the low profitability of Chinese banks?. (2009). SantabÃ¡rbara, Daniel ; Garcia-Herrero, Alicia ; Gavila, Sergio . In: Banco de España Working Papers. RePEc:bde:wpaper:0910. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers. (2009). Packer, Frank ; Baba, Naohiko . In: BIS Working Papers. RePEc:bis:biswps:285. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Time to buy or just buying time? The market reaction to bank rescue packages. (2009). King, Michael. In: BIS Working Papers. RePEc:bis:biswps:288. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Rational Cost Inefficiency in Chinese Banks. (2009). Xiao, Zhiguo ; Matthews, Kent ; Zhang, Xu. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2009/13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Measuring bank efficiency: tradition or sophistication? - A note. (2009). Matthews, Kent ; Daley, Jenifer . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2009/24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Efficiency and Convergence in the Jamaican banking sector 1998-2007. (2009). Matthews, Kent ; Daley, Jenifer . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2009/30. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Zur Bewertung von Emissionshandel als Politikinstrument. (2009). Ketterer, Janina ; Gronwald, Marc. In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:62:y:2009:i:11:p:22-25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The Dark Side of Global Integration: Increasing Tail Dependence. (2009). Vermeulen, Robert ; Beine, Michel ; antonio. cosma@uni. lu, . In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs. (2009). Mayordomo, Sergio ; Pea, Juan Ignacio ; Romo, Juan . In: Business Economics Working Papers. RePEc:cte:wbrepe:wb096303. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The International Wealth Effect: A Global Error-Correcting Analysis. (2009). Vermeulen, Robert ; Holinski, Nils ; Bertrand, Candelon ; Norbert, Metiu . In: Research Memoranda. RePEc:dgr:umamet:2009019. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Being a Foreigner among Domestic Banks: Asset or Liability?. (2009). Van Horen, Neeltje ; Claessens, Stijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:224. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Dynamic linkages among European carbon markets. (2009). Boutaba, Mohamed Amine . In: Economics Bulletin. RePEc:ebl:ecbull:eb-09-00063. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Analysis of structural breaks in the stock market integration of mexico into world. (2009). JOUINI, Jamel ; el hdi, Arouri Mohamed . In: Economics Bulletin. RePEc:ebl:ecbull:eb-09-00159. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Payment scale economies, competition, and pricing. (2009). Humphrey, David B.. In: Working Paper Series. RePEc:ecb:ecbwps:20091136. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	SEPA, efficiency, and payment card competition. (2009). Bolt, Wilko ; Schmiedel, Heiko . In: Working Paper Series. RePEc:ecb:ecbwps:20091140. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Choosing and using payment instruments: evidence from German microdata. (2009). von Kalckreuth, Ulf ; Stix, Helmut ; Schmidt, Tobias. In: Working Paper Series. RePEc:ecb:ecbwps:20091144. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The effects of governance changes on bank efficiency in China: A stochastic distance function approach. (2009). Jiang, Chunxia ; Zhang, Zongyi ; Yao, Shujie . In: China Economic Review. RePEc:eee:chieco:v:20:y:2009:i:4:p:717-731. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	A note on the closed-form solution to the Lucas-Uzawa model with externality. (2009). Hiraguchi, Ryoji. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:33:y:2009:i:10:p:1757-1760. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	A solution to the Lucas-Uzawa model with increasing returns to scale: Note. (2009). Hiraguchi, Ryoji. In: Economic Modelling. RePEc:eee:ecmode:v:26:y:2009:i:5:p:831-834. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Do macroeconomic variables have regime-dependent effects on stock return dynamics? Evidence from the Markov regime switching model. (2009). Chang, Kuang-Liang . In: Economic Modelling. RePEc:eee:ecmode:v:26:y:2009:i:6:p:1283-1299. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Election outcomes and financial market returns in Canada. (2009). Coggins, Frank ; Chretien, Stephane . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:1:p:1-23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Central bank interventions and implied exchange rate correlations. (2009). VÃ¤hÃ¤maa, Sami ; Nikkinen, Jussi ; Vahamaa, Sami . In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:5:p:862-873. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Modeling the price dynamics of CO2 emission allowances. (2009). Trueck, Stefan ; Benz, Eva ; Truck, Stefan . In: Energy Economics. RePEc:eee:eneeco:v:31:y:2009:i:1:p:4-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach. (2009). JAMMAZI, RANIA ; Aloui, Chaker. In: Energy Economics. RePEc:eee:eneeco:v:31:y:2009:i:5:p:789-799. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext. (2009). Markellos, Raphael ; Daskalakis, George. In: Energy Policy. RePEc:eee:enepol:v:37:y:2009:i:7:p:2594-2604. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The effectiveness of the VaR-based portfolio insurance strategy: An empirical analysis. (2009). Jiang, Chonghui ; Ma, Yongkai . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:4:p:185-197. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Extended Black term structure models. (2009). Realdon, Marco. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:232-238. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Financial reforms and time-varying microstructures in emerging equity markets. (2009). Lagoarde-Segot, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:10:p:1755-1769. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Markets and institutions in financial intermediation: National characteristics as determinants. (2009). Goodell, John ; Aggarwal, Raj. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:10:p:1770-1780. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	How much intraregional exchange rate variability could a currency union remove? The case of ASEAN+3. (2009). Qin, Duo ; Tan, Tao . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:10:p:1793-1803. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Ownership changes and access to external financing. (2009). Stiglitz, Joseph ; Knyazeva, Diana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:10:p:1804-1816. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Propping and tunneling: Empirical evidence from Japanese keiretsu. (2009). McGuire, Jean ; Dow, Sandra . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:10:p:1817-1828. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The joint estimation of bank-level market power and efficiency. (2009). Tsionas, Efthymios ; Delis, Manthos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:10:p:1842-1850. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Measuring performance in a dynamic world: Conditional mean-variance fundamentals. (2009). Korkie, Bob ; Jha, Ranjini ; Turtle, Harry J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:10:p:1851-1859. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	An evaluation of contingent immunization. (2009). Diaz, Antonio ; Gonzalez, Maria de la O, ; Skinner, Frank S. ; Navarro, Eliseo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:10:p:1874-1883. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08. (2009). Packer, Frank ; Baba, Naohiko . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:1953-1962. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Does multinationality matter? Implications of operational hedging for the exchange risk exposure. (2009). Jiang, Cao ; Choi, Jongmoo Jay . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:1973-1982. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The ADR shadow exchange rate as an early warning indicator for currency crises. (2009). Eichler, Stefan ; Karmann, Alexander ; Maltritz, Dominik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:1983-1995. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Contagion as a domino effect in global stock markets. (2009). van Dijk, Dick ; Kole, Erik ; Markwat, Thijs . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:1996-2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS. (2009). Pea, Juan Ignacio ; Forte, Santiago . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:2013-2025. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Explaining international stock correlations with CPI fluctuations and market volatility. (2009). Chou, Ray ; Li, Dan ; Cai, Yijie . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:2026-2035. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	A framework for assessing the systemic risk of major financial institutions. (2009). Zhou, Hao ; Zhu, Haibin ; Huang, Xin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:2036-2049. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach. (2009). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:2050-2061. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	IPOs, clustering, indirect learning and filing independently. (2009). Ghosh, Chinmoy ; Teall, John L. ; Knopf, John D. ; Colaco, Hugh M. J., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:2070-2079. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	What explains the low profitability of Chinese banks?. (2009). SantabÃ¡rbara, Daniel ; Garcia-Herrero, Alicia ; Gavila, Sergio ; Santabarbara, Daniel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:2080-2092. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation. (2009). Rakowski, David ; Wang, Xiaoxin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:2102-2109. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Static hedging and pricing American options. (2009). Shih, Pai-Ta ; Chung, San-Lin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:2140-2149. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Efficiency in housing markets: Which home buyers know how to discount?. (2009). Hjalmarsson, Randi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:2150-2163. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Macroeconomic sources of foreign exchange risk in new EU members. (2009). Poghosyan, Tigran ; KoÄenda, EvÅ¾en ; Kocenda, Evzen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:2164-2173. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Bank fragility, money under the mattress, and long-run growth: US evidence from the perfect Panic of 1893. (2009). Ramirez, Carlos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:12:p:2185-2198. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Firm performance and mutual fund voting. (2009). Ng, Lilian ; Wang, Qinghai ; Zaiats, Nataliya . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:12:p:2207-2217. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Announcements and the effectiveness of monetary policy: A view from the US prime rate. (2009). Kobayashi, Teruyoshi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:12:p:2253-2266. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The effect of mergers on credit union performance. (2009). Bauer, Keldon J. ; Nishikawa, Takeshi ; Miles, Linda L.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:12:p:2267-2274. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Consumption smoothing channels in open economies. (2009). Kim, Soyoung ; Asdrubali, Pierfederico. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:12:p:2293-2300. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Cash, investments and asset returns. (2009). Huang, Dayong ; Wang, Fang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:12:p:2301-2311. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Do financial conglomerates create or destroy value? Evidence for the EU. (2009). Lelyveld, Iman ; van Lelyveld, Iman ; Knot, Klaas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:12:p:2312-2321. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	A re-examination of Chinas share issue privatization. (2009). Yue, Heng ; Jiang, Guohua ; Zhao, Longkai . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:12:p:2322-2332. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Bond risk premia and realized jump risk. (2009). Zhou, Hao ; Wright, Jonathan H.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:12:p:2333-2345. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Testing for strict stationarity in financial variables. (2009). Kapetanios, George . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:12:p:2346-2362. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Earnings management and initial public offerings: The case of the depository industry. (2009). Adams, Brian ; Perry, Tod ; Carow, Kenneth A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:12:p:2363-2372. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Competitive and value effects of bank privatization in developed countries. (2009). Otchere, Isaac . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:12:p:2373-2385. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Interest rate changes and the timing of debt issues. (2009). Rodriguez, Mauricio ; Mihov, Vassil ; Mann, Steven ; Barry, Christopher B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:4:p:600-608. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Irreversible investment, managerial discretion and optimal capital structure. (2009). Andrikopoulos, Andreas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:4:p:709-718. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Extreme coexceedances in new EU member states stock markets. (2009). Ranaldo, Angelo ; Christiansen, Charlotte. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:6:p:1048-1057. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Health status and portfolio choice: Causality or heterogeneity?. (2009). Zhao, Ruoyun (Lucy) ; Fan, Elliott. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:6:p:1079-1088. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Political regimes, business cycles, seasonalities, and returns. (2009). Shi, Jing ; Smith, Tom ; Whaley, Robert E. ; Powell, John G.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:6:p:1112-1128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Inside the black box: Bank credit allocation in Chinas private sector. (2009). Lin, Chen ; Wong, Sonia M. L., ; Liu, Ping ; Firth, Michael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:6:p:1144-1155. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Market power in local banking monopolies. (2009). Coccorese, Paolo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:7:p:1196-1210. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Does the market dole out collective punishment? An empirical analysis of industry, geography, and Arthur Andersens reputation. (2009). Li, Hang ; Huang, Roger D.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:7:p:1255-1265. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Foreign institutional ownership and stock market liquidity: Evidence from Indonesia. (2009). Wang, Jianxin ; Rhee, Ghon S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:7:p:1312-1324. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Varying risk premia in international bond markets. (2009). Scherer, Bernd ; Kessler, Stephan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:8:p:1361-1375. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Are interest rate options important for the assessment of interest rate risk?. (2009). Vicente, JosÃ© Valentim ; Almeida, Caio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:8:p:1376-1387. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The wandering weekday effect in major stock markets. (2009). Chen, Catherine Huirong ; Doyle, John R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:8:p:1388-1399. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The identification of technology regimes in banking: Implications for the market power-fragility nexus. (2009). Poghosyan, Tigran ; Koetter, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:8:p:1413-1422. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Does concurrent management of mutual and hedge funds create conflicts of interest?. (2009). Chen, Fan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:8:p:1423-1433. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The effects of regulation on industry structure and trade generation in the US securities industry. (2009). Choi, Hyung Suk ; Ferris, Stephen P. ; Jayaraman, Narayanan ; Clarke, Jonathan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:8:p:1434-1445. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Regional growth and finance in Europe: Is there a quality effect of bank efficiency?. (2009). Wedow, Michael ; Koetter, Michael ; HASAN, IFTEKHAR. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:8:p:1446-1453. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Demutualization: Determinants and consequences of the mutual holding company choice. (2009). Roden, Dianne M. ; Cox, Steven R. ; Carow, Kenneth A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:8:p:1454-1463. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Did the repeated debt ceiling controversies embed default risk in US Treasury securities?. (2009). Liu, Pu ; Shao, Yingying ; Yeager, Timothy J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:8:p:1464-1471. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The announcement impact of seasoned equity offerings on bondholder wealth. (2009). Rao, Ramesh ; Elliott, William ; Prevost, Andrew K.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:8:p:1472-1480. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The safety first expected utility model: Experimental evidence and economic implications. (2009). Levy, Haim . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:8:p:1494-1506. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Compensation committee governance quality, chief executive officer stock option grants, and future firm performance. (2009). Emanuel, David ; Cahan, Steven F. ; Sun, Jerry . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:8:p:1507-1519. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Bank credit risk and structural credit models: Agency and information asymmetry perspectives. (2009). Lu, Chia-Wu ; Chen, Tsung-Kang ; Liao, Hsien-Hsing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:8:p:1520-1530. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Endless leverage certificates. (2009). rossetto, silvia ; Bommel, Jos Van ; Van Bommel, Jos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:8:p:1543-1553. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	On the integrability of money-demand functions by the Sidrauski and the shopping-time models. (2009). Turchick, David ; Cysne, Rubens. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:9:p:1555-1562. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Stock market crashes, firm characteristics, and stock returns. (2009). Meric, Gulser ; Liu, Zugang ; Wang, Jia . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:9:p:1563-1574. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Evaluation of linear asset pricing models by implied portfolio performance. (2009). Huang, Dayong ; Balvers, Ronald. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:9:p:1586-1596. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The bright and dark side of staging: Investment performance and the varying motivations of private equity firms. (2009). Krohmer, Philipp ; Calanog, Victor ; Lauterbach, Rainer. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:9:p:1597-1609. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Overvaluation and earnings management. (2009). Chi, Jianxin ; Gupta, Manu . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:9:p:1652-1663. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The value of coskewness in mutual fund performance evaluation. (2009). Moreno, David ; Rodriguez, Rosa . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:9:p:1664-1676. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Asset allocation and location over the life cycle with investment-linked survival-contingent payouts. (2009). Mitchell, Olivia ; Stamos, Michael Z. ; Horneff, Wolfram J. ; Maurer, Raimond H.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:9:p:1688-1699. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The effects of default and call risk on bond duration. (2009). Anderson, Bing ; Xie, Yan Alice ; Liu, Sheen ; Wu, Chunchi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:9:p:1700-1708. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Crises, contagion and cross-listings. (2009). Yezegel, Ari ; Chandar, Nandini ; Patro, Dilip K.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:9:p:1709-1729. Full description at Econpapers \|\| Download paper	[Citation Analysis]

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