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Volume 1 / 1987 - Volume 41 / 2012
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Predicting Recurrent Financial Distresses with Autocorrelation Structure: An Empirical Analysis from an Emerging Market
Ruey-Ching Hwang, Huimin Chung and Jiun-Yi Ku
Online First™, 5 May 2012
The Determinants of Mergers and Acquisitions in Banking
Elena Beccalli and Pascal Frantz
Unsolicited Versus Solicited: Credit Ratings and Bond Yields
Seung Hun Han, William T. Moore, Yoon S. Shin and Seongbaek Yi
Online First™, 3 May 2012
A commentary on “Déjà Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around”
Albert S. Kyle
Online First™, 23 April 2012
A Commentary on “Measuring Systemic Risk”
Robert DeYoung
A Commentary on "Differences Across Originators in CMBS Loan Underwriting"
David K. Musto
Online First™, 14 April 2012
How Do Stock Markets in the US and Europe Price Efficiency Gains from Bank M&As?
Dimitris K. Chronopoulos, Claudia Girardone and John C. Nankervis
Online First™, 28 March 2012
Do Information Rents in Loan Spreads Persist over the Business Cycles?
Julian A. Mattes, Sascha Steffen and Mark Wahrenburg
Online First™, 10 March 2012
Forward-Looking Tail Risk Exposures at U.S. Bank Holding Companies
Martin Knaup and Wolf Wagner
Online First™, 6 March 2012
Valuing Core Deposits
Richard G. Sheehan
Online First™, 27 February 2012
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