Journal of banking and finance

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  Año 2020, Vol. 116, Número 7

  • A mean-variance benchmark for household portfolios over the life cycle

    Claus Munk

    pág. 1

    

  • Unequal returns: Using the Atkinson index to measure financial risk

    Thomas Fischer, Frederik Lundtofte

    pág. 2

    

  • Bank misconduct and online lending

    Christoph Bertsch, Isaiah Hull, Yingjie Qi, Xin Zhang

    pág. 3

    

  • The (un)intended effects of government bailouts: The impact of TARP on the interbank market and bank risk-taking

    Patrick Behr, Weichao Wang

    pág. 4

    

  • VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump

    Qi Wang, Zerong Wang

    pág. 5

    

  • Beta uncertainty

    Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen

    pág. 6

    

  • Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach

    Yu You, Xiaochun Liu

    pág. 7

    

  • Spectral backtests of forecast distributions with application to risk management

    Michael B. Gordy, Alexander J. McNeil

    pág. 8

    

  • Identifying the risk-Taking channel of monetary transmission and the connection to economic activity

    Nimrod Segev

    pág. 9