Journal of banking and finance

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  Año 2002, Vol. 26, Número 2

  • Risk management in the global economy: A review essay

    William C. Hunter, Stephen D. Smith

    págs. 205-221

    

  • Measuring off-balance-sheet leverage

    Peter Breuer

    págs. 223-242

    

  • Risk management and the credit risk premium

    Tim Rene Adam

    págs. 243-269

    

  • Does executive portfolio structure affect risk management? CEO risk-taking incentives and corporate derivatives usage

    Daniel A. Rogers

    págs. 271-295

    

  • Value and risk

    Richard D. MacMinn

    págs. 297-301

    

  • The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements

    Michel Dietsch, Joel Petey

    págs. 303-322

    

  • GARCH vs. stochastic volatility: Option pricing and risk management

    Martin Scheicher, Christian Schittenkopf, Alfred Lehar

    págs. 323-345

    

  • Modeling correlated market and credit risk in fixed income portfolios

    William F. Maxwell, Theodore M. Barnhill Jr.

    págs. 347-374

    

  • Innovations in testing the stability of risk measures over time and across models

    Peter J. G. Vlaar

    págs. 375-380

    

  • Testing the stability of implied probability density functions

    Robert R. Bliss, Nikolaos Panigirtzoglou

    págs. 381-421

    

  • Analyzing rating transitions and rating drift with continuous observations

    Torben M. Skodeberg, David Lando

    págs. 423-444

    

  • Ratings migration and the business cycle, with application to credit portfolio stress testing

    Christian Schagen, Andre Kronimus, Anil Bangia, Francis X. Diebold, Til Schuermann

    págs. 445-474

    

  • Trade, credit and systemic fragility

    John Bryant

    págs. 475-489

    

  • Optimal capacity in the banking sector and economic growth

    Jean-Bernard Chatelain, Olivier De Bandt, Bruno Amable

    págs. 491-517

    

  • Sovereign liquidity crises: Analytics and implications for public policy

    Andrew G. Haldane, Prasanna Gai, Michael Chui

    págs. 519-546

    

  • Financial crises and coordination failure: A comment

    David A. Marshall

    págs. 547-565

    

  • Can insurers pay for the "big one"? Measuring the capacity of the insurance market to respond to catastrophic losses

    Neil Doherety, J. David Cummins, Anita Lo

    págs. 557-583

    

  • The allocation of catastrophe risk

    Greg Niehaus

    págs. 585-596

    

  • Labor income and risky assets under market incompleteness: Evidence from Italian data

    Luigi Ventura, Giuseppe Grande

    págs. 597-613