Table Of Content

Journal of BANKING & FINANCE Journal of Banking & Finance 24 (2000) 2001-2005 www.elsevier.com/locate/econbase Author Index Adams, M. and D. Hillier, The effect of captive insurer formation on stock returns: An empirical test from the UK 24 (2000) 1787 Aintablian, S. and G.S. Roberts, A note on market response to corporate loan announcements in Canada 24 (2000) 381 Akhigbe, A. and A.D. Martin, Information-signaling and competitive effects of foreign acquisitions in the US 24 (2000) 1307 Al-Suhaibani, M. and L. Kryzanowski, An exploratory analysis of the order book, and order flow and execution on the Saudi stock market 24 (2000) 1323 Altman, E.I. and H.J. Suggitt, Default rates in the syndicated bank loan market: A mortality analysis 24 (2000) 229 Altunbas, Y., M.-H. Liu, P. Molyneux and R. Seth, Efficiency and risk in Japanese banking 24 (2000) 1605 Amato, A. and M. Tronzano, Fiscal policy, debt management and exchange rate credibility: Lessons from the recent Italian experience 24 (2000) 921 Anderson, R. and S. Sundaresan, A comparative study of structural models of corporate bond yields: an exploratory investigation 24 (2000) 255 Anderson, R.C. and D.R. Fraser, Corporate control, bank risk taking, and the health of the banking industry 24 (2000) 1383 Aziz, A.R. and E.Z. Prisman, After-tax term structures of real interest rates: Inferences from the UK linked and non-linked gilt markets 24 (2000) 1433 Bagella, M., L. Becchetti and A. Carpentieri, ‘The first shall be last’’. Size and value strategy premia at the London Stock Exchange 24 (2000) 893 Bagliano, F.C., A. Dalmazzo and G. Marini, Bank competition and ECB’s monetary policy 24 (2000) 967 Beattie, V., A.G oodacre and S. Thomson, Operating leases and the assessment of lease—-debt substitutability 24 (2000) 427 Becchetti, L., see Bagella, M. 24 (2000) 893 Berger, A.N., S.D. Bonime, D.M. Covitz and D. Hancock, Why are bank profits so persistent? The roles of product market competition, informational opacity, and regional/macroeconomic shocks 24 (2000) 1203 Bessler, W. and T. Nohel, Asymmetric information, dividend reductions, and contagion effects in bank stock returns 24 (2000) 1831 Billett, M.T. and D.C. Mauer, Diversification and the value of internal capital markets: The case of tracking stock 24 (2000) 1457 Boehm, T.P., see Cyree, K.B. 24 (2000) 709 Bondarenko, O. and P. Bossaerts, Expectations and learning in lowa 24 (2000) 1535 Bonime, S.D., see Berger, A.N. 24 (2000) 1203 Bossaerts, P., see Bondarenko, O. 24 (2000) 1535 0378-4266/00/$ - see front matter © 2000 Elsevier Science B.V. All rights reserved. PII: S0378-4266(00)00152-7 2002 Author Index Brewer III, E., B.A. Minton and J.T. Moser, Interest-rate derivatives and bank lending 24 (2000) 353 Brooks, C., A.D. Clare and G. Persand, A word of caution on calculating market-based minimum capital risk requirements 24 (2000) 1557 Carey, M., see Treacy, W.F. 24 (2000) 167 Carpentieri, A., see Bagella, M. 24 (2000) 893 Chang, E.C., J.W. Cheng and A. Khorana, An examination of herd behavior in equity markets: An international perspective 24 (2000) 1651 Charemza, W.W. and E. Majerowska, Regulation of the Warsaw Stock Exchange: The portfolio allocation problem 24 (2000) 555 Chaudhry, M.K., R. Christie-David, T.W. Koch and A.K. Reichert, The risk of foreign currency contingent claims at US commercial banks 24 (2000) 1399 Chen, S.-S., K.W. Ho, C.-f. Lee and G.H.H. Yeo, Investment opportunities, free cash flow and market reaction to international joint ventures 24 (2000) 1747 Cheng, J.W., see Chang, E.C. 24 (2000) 1651 Chow, Y.-F., C. Huang and M. Liu, Valuation of adjustable rate mortgages with automatic stretching maturity 24 (2000) 1809 Christie-David, R., see Chaudhry, M.K. 24 (2000) 1399 Chun, R.M., Compensation vouchers and equity markets: Evidence from Hungary 24 (2000) 1155 Clare, A.D., see Brooks, C. 24 (2000) 1557 Covitz, D.M., see Berger, A.N. 24 (2000) 1203 Crouhy, M., D. Galai and R. Mark, A comparative analysis of current credit risk models 24 (2000) 59 Cybo-Ottone, A. and M. Murgia, Mergers and shareholder wealth in European banking 24 (2000) 831 Cyree, K.B., J.W. Wansley and T.P. Boehm, Determinants of bank growth choice 24 (2000) 709 Dalmazzo, A., see Bagliano, F.C. 24 (2000) 967 Davis, E.P., see De Bandt, O. 24 (2000) 1045 De Bandt, O. and E.P. Davis, Competition, contestability and market structure in European banking sectors on the eve of EMU 24 (2000) 1045 de Haan, J. and W.J. Kooi, Does central bank independence really matter? New evidence for developing countries using a new indicator 24 (2000) 643 Dietsch, M. and A. Lozano-Vivas, How the environment determines banking efficiency: A comparison between French and Spanish industries 24 (2000) 995 Doukas, J. and L.N. Switzer, Common stock returns and international listing announcements: Conditional tests of the mild segmentation hypothesis 24 (2000) 471 Drudi, F. and R. Giordano, Default risk and optimal debt management 24 (2000) 861 Drudi, F. and R. Giordano, Erratum to “Default risk and optimal debt management” [Journal of Banking and Finance 24 (6) 861-891] 24 (2000) 1849 Ferri, G. and M. Messori, Bank-—firm relationships and allocative efficiency in Northeastern and Central Italy and in the South 24 (2000) 1067 Flavell, R.B., see Niffikeer, C.I. 24 (2000) 1903 Franses, P.H., see Taylor, N. 24 (2000) 1289 Fraser, D.R., see Anderson, R.C. 24 (2000) 1383 Fung, A.K.-W., D.M.Y. Mok and K. Lam, Intraday price reversals for index futures in the US and Hong Kong 24 (2000) 1179 Galai, D., see Crouhy, M. 24 (2000) 59 Gangopadhyay, S. and G. Singh, Avoiding bank runs in transition economies: The role of risk neutral capital 24 (2000) 625 Author Index 2003 Giordano, R., see Drudi, F. 24 (2000) 861 Giordano, R., see Drudi, F. 24 (2000) 1849 Gleason, K.C., see Lee, C.1. 24 (2000) 787 Goodacre, A., see Beattie, V. 24 (2000) 427 Gordy, M.B., A comparative anatomy of credit risk models 24 (2000) 119 Grauer, R.R. and F.C. Shen, Do constraints improve portfolio performance? 24 (2000) 1253 Green, C.J., P. Maggioni and V. Murinde, Regulatory lessons for emerging stock markets from a century of evidence on transactions costs and share price volatility in the London Stock Exchange 24 (2000) 577 Hancock, D., see Berger, A.N. 24 (2000) 1203 Harper, J.T. and J.R. Wingender, An empirical test of agency cost reduction using interest rate swaps 24 (2000) 1419 Hermes, N. and R. Lensink, Financial system development in transition economies 24 (2000) 507 Hewins, R.D., see Niffikeer, C.1. 24 (2000) 1903 Hillier, D., see Adams, M. 24 (2000) 1787 Ho, K.W., see Chen, S.-S. 24 (2000) 1747 Huang, C., see Chow, Y.-F. 24 (2000) 1809 Hwang, S. and S.E. Satchell, Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets 24 (2000) 759 Jackson, P. and W. Perraudin, Regulatory implications of credit risk modelling 24 (2000) | Jarrow, R.A. and S.M. Turnbull, The intersection of market and credit risk 24 (2000) 271 Jones, D., Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues 24 (2000) 35 Kairys Jr. J.P, J.P. Kairys Jr., R. Kruza and R. Kumpins, Winners and losers from the introduction of continuous variable price trading: Evidence from the Riga Stock Exchange 24 (2000) 603 Khorana, A., see Chang, E.C. 24 (2000) 1651 Kim, M., A.C. Szakmary and I. Mathur, Price transmission dynamics between ADRs and their underlying foreign securities 24 (2000) 1359 Kleimeier, S. and H. Sander, Regionalisation versus globalisation in European financial market integration: Evidence from co-integration analyses 24 (2000) 1005 Klumpes, P.J.M. and M.B. Shackleton, Valuing the strategic option to sell life insurance business: Theory and evidence 24 (2000) 1681 Koch, T.W., see Chaudhry, M.K. 24 (2000) 1399 Kooi, W.J., see de Haan, J. 24 (2000) 643 Koskela, E. and R. Stenbacka, Is there a tradeoff between bank competition and financial fragility? 24 (2000) 1853 Kruza, R., see Kairys Jr., J.P. 24 (2000) 603 Kryzanowski, L., see Al-Suhaibani, M. 24 (2000) 1323 Kumpins, R., see Kairys Jr., J.P. 24 (2000) 603 Lam, K., see Fung, A.K.-W. 24 (2000) 1179 Lee, C.-f., see Chen, S.-S. 24 (2000) 1747 Lee, C.I., K.C. Gleason and |. Mathur, Efficiency tests in the French derivatives market 24 (2000) 787 Lensink, R., see Hermes, N. 24 (2000) 507 Liu, M., see Chow, Y.-F. 24 (2000) 1809 Liu, M.-H., see Altunbas, Y. 24 (2000) 1605 Longin, F.M., From value at risk to stress testing: The extreme value approach 24 (2000) 1097 Lopez, J.A. and M.R. Saidenberg, Evaluating credit risk models 24 (2000) 151 2004 Author Index Lotz, C. and L. Schlégl, Default risk in a market model 24 (2000) 301 Lozano-Vivas, A., see Dietsch, M. 24 (2000) 995 Lucas, A., see Taylor, N. 24 (2000) 1289 Maggioni, P., see Green, C.J. 24 (2000) 577 Majerowska, E., see Charemza, W.W. 24 (2000) 555 Malliaropulos, D., A note on nonstationarity, structural breaks, and the Fisher effect 24 (2000) 695 Marini, G., see Bagliano, F.C. 24 (2000) 967 Mark, R., see Crouhy, M. 24 (2000) 59 Martin, A.D., see Akhigbe, A. 24 (2000) 1307 Mathur, I., see Kim, M. 24 (2000) 1359 Mathur, I., see Lee, C.1. 24 (2000) 787 Mauer, D.C., see Billett, M.T. 24 (2000) 1457 Menyah, K. and K. Paudyal, The components of bid—ask spreads on the London Stock Exchange 24 (2000) 1767 Messori, M., see Ferri, G. 24 (2000) 1067 Mingo, J.J., Policy implications of the Federal Reserve study of credit risk models at major US banking institutions 24 (2000) =15 Minton, B.A., see Brewer III, E. 24 (2000) 353 Mok, D.M.Y., see Fung, A.K.-W. 24 (2000) 1179 Molyneux, P., see Altunbas, Y. 24 (2000) 1605 Moser, J.T., see Brewer III, E. 24 (2000) 353 Murgia, M., see Cybo-Ottone, A. 24 (2000) 831 Murinde, V., see Green, C.J. 24 (2000) 577 Nakazato, D., Determination of the adequate capital for default protection under the one-factor Gaussian term structure model 24 (2000) 329 Narayanan, R., Insider trading and the voluntary disclosure of information by firms 24 (2000) 395 Nickell, P., W. Perraudin and S. Varotto, Stability of rating transitions 24 (2000) 203 Niffikeer, C.I., R.D. Hewins and R.B. Flavell, A synthetic factor approach to the estimation of value-at-risk of a portfolio of interest rate swaps 24 (2000) 1903 Nohel, T., see Bessler, W. 24 (2000) 1831 Pantzalis, C., D.A. Stangeland and H.J. Turtle, Political elections and the resolution of uncertainty: The international evidence 24 (2000) 1575 Park, S., Effects of the affiliation of banking and commerce on the firm’s investmenatnd the bank’s risk 24 (2000) 1629 Paudyal, K., see Menyah, K. 24 (2000) 1767 PerraW.,u sdee iJacnkson,, P. 24 (2000) l Perraudin, W., see Nickell, P. 24 (2000) 203 Persand, G., see Brooks, C. 24 (2000) 1557 Prisman, E.Z., see Aziz, A.R. 24 (2000) 1433 Purroy, P. and V. Salas, Strategic competition in retail banking under expense preference behavior 24 (2000) 809 Ramchand, L. and P. Sethapakdi, Changes in systematic risk following global equity issuance 24 (2000) 1491 Reichert, A.K., see Chaudhry, M.K. 24 (2000) 1399 Renneboog, L., Ownership, managerial control and the governance of companies listed on the Brussels stock exchange 24 (2000) 1959 Roberts, G.S., see Aintablian, S. 24 (2000) 381 Rousseau, P.L. and P. Wachtel, Equity markets and growth: Cross-country evidence on timing and outcomes, 1980-1995 24 (2000) 1933 Author Index 2005 Safvenblad, P., Trading volume and autocorrelation: Empirical evidence from the Stockholm Stock Exchange 24 (2000) 1275 Saidenberg, M.R., see Lopez, J.A. 24 (2000) 151 Salas, V., see Purroy, P. 24 (2000) 809 Sander, H., see Kleimeier, S. 24 (2000) 1005 Santomero, A.M. and J.J. Seater, Is there an optimal size for the financial sector? 24 (2000) 945 Satchell, S.E., see Hwang, S. 24 (2000) 759 Schlégl, L., see Lotz, C. 24 (2000) 301 Scholtens, B., Financial regulation and financial system architecture in Central Europe 24 (2000) 525 Scholtens, B. and D. van Wensveen, A critique on the theory of financial intermediation 24 (2000) 1243 Seater, J.J., see Santomero, A.M. 24 (2000) 945 Sercu, P. and X. Wu, Cross- and delta-hedges: Regression- versus price-based hedge ratios 24 (2000) 735 Seth, R., see Altunbas, Y. 24 (2000) 1605 Sethapakdi, P., see Ramchand, L. 24 (2000) 1491 Shackleton, M.B., see Klumpes, P.J.M. 24 (2000) 1681 Shen, F.C., see Grauer, R.R. 24 (2000) 1253 Singh, G., see Gangopadhyay, S. 24 (2000) 625 Soares de Pinho, P., The impact of deregulation on price and non-price competition in the Portuguese deposits market 24 (2000) 1515 Stangeland, D.A., see Pantzalis, C. 24 (2000) 1575 Stenbacka, R., see Koskela, E. 24 (2000) 1853 Stiroh, K.J., How did bank holding companies prosper in the 1990s? 24 (2000) 1703 Suggitt, H.J., see Altman, E.I. 24 (2000) 229 Sun, Q. and W.H.S. Tong, The effect of market segmentation on stock prices: The China syndrome 24 (2000) 1875 Sundaresan, S., see Anderson, R. 24 (2000) 255 Sweeney, R.J., Does the Fed beat the foreign-exchange market? 24 (2000) 665 Switzer, L.N., see Doukas, J. 24 (2000) 471 Szakmary, A.C., see Kim, M. 24 (2000) 1359 Taylor, N., D. van Dijk, P.H. Franses and A. Lucas, SETS, arbitrage activity, and stock price dynamics 24 (2000) 1289 Thomson, S., see Beattie, V. 24 (2000) 427 Tong, W.H.S., see Sun, Q. 24 (2000) 1875 Treacy, W.F. and M. Carey, Credit risk rating systems at large US banks 24 (2000) 167 Tronzano, M., see Amato, A. 24 (2000) 921 Turnbull, $.M., see Jarrow, R.A. 24 (2000) 271 Turtle, H.J., see Pantzalis,C . 24 (2000) 1575 van Dijk, D., see Taylor, N. 24 (2000) 1289 van Wensveen, D., see Scholtens, B. 24 (2000) 1243 Varotto, S., see Nickell, P. 24 (2000) 203 Viaar, P.J.G., Value at risk models for Dutch bond portfolios 24 (2000) 1131 Wachtel, P., see Rousseau, P.L. 24 (2000) 1933 Wansley, J.W., see Cyree, K.B. 24 (2000) 709 WingendJ.eR.r,, s ee Harper, J.T. 24 (2000) 1419 Wu, X., see Sercu, P. 24 (2000) 735 Yeo, G.H.H., see Chen, S.-S. 24 (2000) 1747