Journal of banking and finance

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  Año 2005, Vol. 29, Número 10

  • An appreciation of Lawrence G. Goldberg

    A. Saunders

    págs. 2407-2408

    

  • Employee stock options as warrants

    Allan C. Eberhart

    págs. 2409-2433

    

  • Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk

    Jin-Chuan Duan, Min-Teh Yu

    págs. 2435-2454

    

  • Measuring the value of strategic alliances in the wake of a financial implosion: Evidence from Japan¿s financial services sector

    Ingyu Chiou, Lawrence J. White

    págs. 2455-2473

    

  • Dynamic stock market integration driven by the European Monetary Union: An empirical analysis

    Fariborz Moshirian, Eliza Wu, Suk-Joong Kim

    págs. 2475-2502

    

  • The implied jump risk of LIBOR rates

    Christopher Ting, Lim Kian Guan, Mitch Warachka

    págs. 2503-2522

    

  • Rational bubbles or persistent deviations from market fundamentals?

    Zisimos Koustas, Apostolos Serletis

    págs. 2523-2539

    

  • Tests of the expectations hypothesis: Resolving the anomalies when the short-term rate is the federal funds rate

    Daniel L. Thornton

    págs. 2541-2556

    

  • Banks, financial markets, and social welfare

    François Marini

    págs. 2557-2575

    

  • Measuring systemic risk: A risk management approach

    Alfred Lehar

    págs. 2577-2603

    

  • Is learning a dimension of risk?

    Andrei Simonov, Massimo Massa

    págs. 2605-2632

    

  • A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach

    J. Cuñado, F. Perez de Gracia, Luis Alberiko Gil Alaña

    págs. 2633-2654

    

  • Re-examining the asymmetric predictability of conditional variances: The role of sudden changes in variance

    Farooq Malik, Bradley T. Ewing

    págs. 2655-2673

    

  • Investor protection, prospect theory, and earnings management: An international comparison of the banking industry

    Chung-Hua Shen, Hsiang-Lin Chih

    págs. 2675-2697