Journal of Banking and Finance, July 2020
Green Tables of Contents

A mean-variance benchmark for household portfolios over the life cycle

Claus Munk

Article 105833

Link to preprint

Unequal returns: Using the Atkinson index to measure financial risk

Thomas Fischer, Frederik Lundtofte

Article 105819

Link to preprint

Bank misconduct and online lending

Christoph Bertsch, Isaiah Hull, Yingjie Qi, Xin Zhang

Article 105822

Link to preprint

The (un)intended effects of government bailouts: The impact of TARP on the interbank market and bank risk-taking

Patrick Behr, Weichao Wang

Article 105820

Link to preprint

VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump

Qi Wang, Zerong Wang

Article 105845

Request via researchgate

Beta uncertainty

Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen

Article 105834

Link to preprint

Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach

Yu You, Xiaochun Liu

Article 105849

Request via researchgate

Spectral backtests of forecast distributions with application to risk management

Michael B. Gordy, Alexander J. McNeil

Article 105817

Link to preprint

Identifying the risk-Taking channel of monetary transmission and the connection to economic activity

Nimrod Segev

Article 105850

Link to preprint