abbreviation
- J BANK FINANC
JOURNAL OF BANKING & FINANCE
Journal
Overview
publication venue for
- Vulnerable Funding in the Global Economy. 107314. 2024
- Unpacking the black box of trade credit to socially responsible customers. 119. 2020
- Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection. 118:1-13. 2020
- Prudential supervisors' independence and income smoothing in European banks. 102:156-176. 2019
- Ultra-Fast Activity and Intraday Market Quality. 19:157-181. 2019
- Portfolio selection with proportional transaction costs and predictability. 94:131-151. 2018
- Multiperiod portfolio optimization with multiple risky assets and general transaction costs. 69:108-120. 2016
- The idiosyncratic volatility anomaly: Corporate investment or investor mispricing?. 60:224-238. 2015
- A structural model with Explicit Distress. 58:112-130. 2015
- Quote inefficiency in options markets. 55:23-36. 2015
- Industry characteristics and financial risk contagion. 50:411-427. 2015
- Derivatives holdings and systemic risk in the U.S. banking sector. 45:84-104. 2014
- Impact of ethical behavior on syndicated loan rates. 38:122-144. 2014
- Financial contagion and depositor monitoring. 37:3076-3084. 2013
- Size matters: optimal calibration of shrinkage estimators for portfolio selection. 37:3018-3034. 2013
- The impact of distressed economies on the EU sovereign market. 37:2520-2523. 2013
- Pitfalls in backtesting historical simulation VaR models. 36:2233-2244. 2012
- Optimal portfolios with minimum capital requirements. 36:1928-1942. 2012
- Market power and reputational concerns in the ratings industry. 36:1616-1626. 2012
- Volatility and covariation of financial assets: A high-frequency analysis. 35:3319-3334. 2011
- Government, Taxes and Banking Crises. 35:2761-2770. 2011
- What drives Bank Securitisation? The Spanish Experience. 34:2639-2651. 2010
- CAPM and APT-Like Models with Risk Measures. 34:1166-1174. 2010
- Credit Spreads: An empirical Analysis on the Informational Content of Stocks, Bonds, and CDS. 33:2013-2025. 2009
- The Value of Coskewness in Mutual Fund Performance Evaluation. 33:1664-1676. 2009
- Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity. 32:2502-2519. 2008
- Information Acquisition and Financial Contagion. 32:2136-2147. 2008
- Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium. 32:2006-2021. 2008
- Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches. 32:2482-2492. 2008
International Standard Serial Number (ISSN)
- 0378-4266
Electronic International Standard Serial Number (EISSN)
- 1872-6372