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Category Archives: Journal of Banking & Finance

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Leverage and the cost of capital for U.S. banks

Posted on 12 October 2023 by ScienceDirect Publication: Journal of Banking & Finance

Publication date: October 2023

Source: Journal of Banking & Finance, Volume 155

Author(s): Brian Clark, Jonathan Jones, David Malmquist

Posted in Journal of Banking & Finance

Liquidity regulations, bank lending and fire-sale risk

Posted on 12 October 2023 by ScienceDirect Publication: Journal of Banking & Finance

Publication date: November 2023

Source: Journal of Banking & Finance, Volume 156

Author(s): Daniel Roberts, Asani Sarkar, Or Shachar

Posted in Journal of Banking & Finance

Assessing and mitigating fire sales risk under partial information

Posted on 12 October 2023 by ScienceDirect Publication: Journal of Banking & Finance

Publication date: October 2023

Source: Journal of Banking & Finance, Volume 155

Author(s): Raymond Ka-Kay Pang, Luitgard Anna Maria Veraart

Posted in Journal of Banking & Finance

Complexity and the default risk of mortgage-backed securities

Posted on 12 October 2023 by ScienceDirect Publication: Journal of Banking & Finance

Publication date: October 2023

Source: Journal of Banking & Finance, Volume 155

Author(s): Monica Billio, Alfonso Dufour, Samuele Segato, Simone Varotto

Posted in Journal of Banking & Finance

Why Does Option-Implied Volatility Forecast Realized Volatility? Evidence from News Events

Posted on 12 October 2023 by ScienceDirect Publication: Journal of Banking & Finance

Publication date: Available online 6 October 2023

Source: Journal of Banking & Finance

Author(s): Sipeng Chen, Gang Li

Posted in Journal of Banking & Finance

Is lending distance really changing? Distance dynamics and loan composition in small business lending

Posted on 12 October 2023 by ScienceDirect Publication: Journal of Banking & Finance

Publication date: November 2023

Source: Journal of Banking & Finance, Volume 156

Author(s): Robert M. Adams, Kenneth P. Brevoort, John C. Driscoll

Posted in Journal of Banking & Finance

Back to the roots of internal credit risk models: Does risk explain why banks’ risk-weighted asset levels converge over time?

Posted on 12 October 2023 by ScienceDirect Publication: Journal of Banking & Finance

Publication date: November 2023

Source: Journal of Banking & Finance, Volume 156

Author(s): Victoria Böhnke, Steven Ongena, Florentina Paraschiv, Endre J. Reite

Posted in Journal of Banking & Finance

CEO social connections and bank systemic risk: The “dark side” of social networks

Posted on 12 October 2023 by ScienceDirect Publication: Journal of Banking & Finance

Publication date: November 2023

Source: Journal of Banking & Finance, Volume 156

Author(s): Sylvester Adasi Manu, Yaxuan Qi

Posted in Journal of Banking & Finance

Digital finance and financial literacy: Evidence from Chinese households

Posted on 12 October 2023 by ScienceDirect Publication: Journal of Banking & Finance

Publication date: November 2023

Source: Journal of Banking & Finance, Volume 156

Author(s): Junhong Yang, Yu Wu, Bihong Huang

Posted in Journal of Banking & Finance

Decreasing returns to scale and skill in hedge funds

Posted on 12 October 2023 by ScienceDirect Publication: Journal of Banking & Finance

Publication date: November 2023

Source: Journal of Banking & Finance, Volume 156

Author(s): Yun Ling, Stephen Satchell, Juan Yao

Posted in Journal of Banking & Finance

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