Browse by Journal

Ahmed, Shamim and Tsvetanov, Daniel (2016) The predictive performance of commodity futures risk factors. Journal of Banking & Finance, 71. pp. 20-36. DOI https://doi.org/10.1016/j.jbankfin.2016.06.011

Iosifidi, Maria and Kokas, Sotirios (2015) Who lends to riskier and lower-profitability firms? Evidence from the syndicated loan market. Journal of Banking & Finance, 61 (S1). S14-S21. DOI https://doi.org/10.1016/j.jbankfin.2015.02.008

Bulkley, George and Harris, Richard DF and Nawosah, Vivekanand (2015) Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates? Journal of Banking & Finance, 58 (C). pp. 179-193. DOI https://doi.org/10.1016/j.jbankfin.2015.03.018

Panopoulou, Ekaterini and Vrontos, Spyridon (2015) Hedge fund return predictability; To combine forecasts or combine information? Journal of Banking & Finance, 56. pp. 103-122. DOI https://doi.org/10.1016/j.jbankfin.2015.03.004

Duygun, Meryem and Sena, Vania and Shaban, Mohamed (2014) Trademarking status and economic efficiency among commercial banks: Some evidence for the UK. Journal of Banking & Finance, 49. pp. 506-514. DOI https://doi.org/10.1016/j.jbankfin.2014.06.009

Dunis, Christian and Kellard, Neil M and Snaith, Stuart (2013) Forecasting EUR–USD implied volatility: The case of intraday data. Journal of Banking & Finance, 37 (12). pp. 4943-4957. DOI https://doi.org/10.1016/j.jbankfin.2013.08.028

Duygun, Meryem and Sena, Vania and Shaban, Mohamed (2013) Schumpeterian competition and efficiency among commercial banks. In: UNSPECIFIED, ? - ?.

Chortareas, Georgios E and Girardone, Claudia and Ventouri, Alexia (2013) Financial freedom and bank efficiency: Evidence from the European Union. Journal of Banking & Finance, 37 (4). pp. 1223-1231. DOI https://doi.org/10.1016/j.jbankfin.2012.11.015

Vlastakis, Nikolaos and Markellos, Raphael N (2012) Information demand and stock market volatility. Journal of Banking & Finance, 36 (6). pp. 1808-1821. DOI https://doi.org/10.1016/j.jbankfin.2012.02.007

Dungey, Mardi and Hvozdyk, Lyudmyla (2012) Cojumping: Evidence from the US Treasury bond and futures markets. Journal of Banking & Finance, 36 (5). pp. 1563-1575. DOI https://doi.org/10.1016/j.jbankfin.2012.01.005

Bulkley, George and Harris, Richard DF and Nawosah, Vivekanand (2011) Revisiting the expectations hypothesis of the term structure of interest rates. Journal of Banking & Finance, 35 (5). pp. 1202-1212. DOI https://doi.org/10.1016/j.jbankfin.2010.09.031

Calabrese, Raffaella and Zenga, Michele (2010) Bank loan recovery rates: Measuring and nonparametric density estimation. Journal of Banking & Finance, 34 (5). pp. 903-911. DOI https://doi.org/10.1016/j.jbankfin.2009.10.001

Vrontos, Spyridon D and Vrontos, Ioannis D and Giamouridis, Daniel (2008) Hedge fund pricing and model uncertainty. Journal of Banking & Finance, 32 (5). pp. 741-753. DOI https://doi.org/10.1016/j.jbankfin.2007.05.011