Journal of Banking and Finance web
Pontos Posição
CEF.UP+NIPE (average of all rankings) (2012) 37.57 64/501
ABS (2010) 75.0 55/288
Australian RC (2010) 100.0 48/479
Axarloglou and Theoharakis (2003) 3.62 55/94
Carlos III (2010) 20.0 92/153
CNRS (2008) 60.0 94/336
Combes and Linnemer (2003) 33.0 76/253
Engemann and Wall (2009) 0.6 60/65
Ideas discounted recursive impact factor (2012) 7.25 74/396
ISI, JCR SSE, Article Influence Score (2010) 6.85 147/316
ISI, JCR SSE, Impact Factor (2010) 36.75 29/388
Kalaitzidakis et al (2010) 2.53 56/196
Kodrzycki and Yu (2006) 8.18 43/177
Lubrano et al (2003) 60.0 44/211
Qualis (2008) 87.5 63/200
Ritzberger (2008) 2.49 104/153
Schneider and Ursprung (2008) 40.0 113/278
Source Normalized Impact per Paper (SNIP) (2011) 35.08 20/476
Tinbergen Institute (2011) 25.0 110/119
Article Influence Score (2021) 1.38 135/409
Article Influence Score (2019) 1.04 145/428
Impact Factor (2021) 3.54 131/409
Impact Factor (2019) 2.27 127/440
Impact Factor (5 year) (2021) 4.72 95/409
Impact Factor (5 year) (2019) 3.38 100/428
SJR - Scimago (2021) 1.47 133/558
SJR - Scimago (2019) 1.34 148/549
Count (2021) 1.0 409/659
Artigos 76:

Currency Carry Trades and Global Funding Risk
Sara Ferreira Filipe, Juuso Nissinen, Matti Suominen
vol. 149, 2023, p. .

The Importance of Deposit Insurance Credibility
Diana Bonfim, João Santos
vol. 154, 2023, p. .

Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets
Luis Brandao-Marques, Gaston Gelos, Hibiki Ichiue, Hiroko Oura
vol. 144, 2022, p. .

Mapping Exposures of EU Banks to the Global Shadow Banking System
Jorge Abad , Marco D'Errico, Neill Killeen, Vera Luz , Tuomas A. Peltonen, Richard Portes
vol. 134, 2022, p. .

The Correlation Risk Premium: International Evidence
Gonçalo Faria, Robert Kosowski, Tianyu Wang
vol. 136, 2022, p. .

The Impact of Bank Regulation on Firms' Capital Structure: Evidence from Multinationals
Lucas Avezum, Harry Huizinga, Louis Raes
vol. 138, 2022, p. .

Bank Balance Sheet Risk Allocation
Pedro Júdice, Qiji Jim Zhu
vol. 133, 2021, p. .

Suppliers as Financial Intermediaries: Trade Credit for Undervalued Firms
Patrice Fontaine, Sujiao Zhao
vol. 124, 2021, p. .

Asset Pricing Implications of Money: New Evidence
Paulo Maio, André C. Silva
vol. 120, 2020, p. .

Government Support, Regulation, and Risk Taking in the Banking Sector
Luis Brandao-Marques, Ricardo Correia, Horacio Sapriza
vol. 112, 2020, p. .

Jump Activity Analysis for Affine Jump-Diffusion Models: Evidence from the Commodity Market
José da Fonseca, Katja Ignatieva
vol. 99, 2019, p. 45-62.

Policy Mandates and Institutional Architecture
Ioannis Lazopoulos, Vasco Gabriel
vol. 100, 2019, p. 122-134.

The Impact of Interest Rate Ceilings on Households' Credit Access: Evidence from a 2013 Chilean Legislation
Carlos Madeira
vol. 106, 2019, p. 166-179.

Country Transparency and the Global Transmission of Financial Shocks
Luis Brandao-Marques, Gaston Gelos, Natalia Melgar
vol. 96, 2018, p. 56-72.

Economic Activity and Momentum Profits: Further Evidence
Paulo Maio, Dennis Philip
vol. 88, 2018, p. 466-482.

Do Locals Know Better? A Comparison of the Performance of Local and Foreign Institutional Investors
Miguel Almeida Ferreira, Pedro Matos, João Pedro Pereira, Pedro Pires
vol. 82, 2017, p. 151-164.

Equity Index Variance: Evidence from Flexible Parametric Jump-Diffusion Models
Andreas Kaeck, Paulo Rodrigues, Norman J. Seeger
vol. 83, 2017, p. 85-103.

Bank Business Models, Regulation, and the Role of Financial Market Participants in the Global Financial Crisis
Andrew Clare, Meryem Duygun, Mohamed Azzim Gulamhussen, Alberto Franco Pozzolo
vol. 72, 2016, p. S1-5.

Forecasting Distress in European SME Portfolios
Sara Ferreira Filipe, Theoharry Grammatikos, Dimitra Michala
vol. 64, 2016, p. 112-135.

The Economic Value of Controlling for Large Losses in Portfolio Selection
Alexandra Dias
vol. 72, 2016, p. S81-91.

What Drives Cross-Border M&As in Commercial Banking?
Mohamed Azzim Gulamhussen, Jean-Francois Hennart, Carlos Pinheiro
vol. 72, 2016, p. S6-18.

A Structural Model with Explicit Distress
Ricardo Correia, Javier Población
vol. 58, 2015, p. 112-130.

Pricing and Static Hedging of American-Style Knock-In Options on Defaultable Stocks
João Pedro Vidal Nunes, João Pedro Ruas, José Carlos Dias
vol. 58, 2015, p. 343-360.

What Determines the Exit Decision for Leveraged Buyouts?
Tim Jenkinson, Miguel Sousa
vol. 59, 2015, p. 399-408.

Bank Liquidity, Stock Market Participation, and Economic Growth
Elena Mattana, Ettore Panetti
vol. 48, 2014, p. 292-306.

House Prices, Capital Inflows and Macroprudential Policy
Caterina Mendicino, Maria Teresa Punzi
vol. 49, 2014, p. 337-355.

Modelling Long Run Comovements in Equity Markets: A Flexible Approach
Luis Martins, Vasco Gabriel
vol. 47, 2014, p. 288-295.

Semiparametric Estimation of Multi-asset Portfolio Tail Risk
Alexandra Dias
vol. 49, 2014, p. 398-408.

The Determinants of International Equity Investment: Do They Differ between Institutional and Noninstitutional Investors?
Vanda Roque, Maria Céu Cortez
vol. 49, 2014, p. 469-482.

The Search for Financial Stability: Models, Policies and Prospects
Meryem Duygun, Ingmar Nolte, Filipa Sa, Mohamed Shaban
vol. 49, 2014, p. 323-325.

A Market-Based Approach to Sector Risk Determinants and Transmission in the Euro Area
Martín Saldías
vol. 37, 2013, p. 4534-4555.

A Perspective on the Symptoms and Causes of the Financial Crisis
Ricardo Cabral
vol. 37, 2013, p. 103-117.

Long-Term Bank Balance Sheet Management: Estimation and Simulation of Risk-Factors
John R. Birge, Pedro Júdice
vol. 37, 2013, p. 4711-4720.

Market Capitalization and Value-at-Risk
Alexandra Dias
vol. 37, 2013, p. 5248-5260.

Pricing and Static Hedging of American-Style Options under the Jump to Default Extended CEV Model
João Pedro Vidal Nunes, José Carlos Dias, João Pedro Ruas
vol. 37, 2013, p. 4059-4072.

Return Decomposition and the Intertemporal CAPM
Paulo Maio
vol. 37, 2013, p. 4958-4972.

Endogenizing Exogenous Default Barrier Models: The MM Algorithm
Santiago Forte, Lidija Lovreta
vol. 36, 2012, p. 1639-1652.

Level, Slope, Curvature of the Sovereign Yield Curve, and Fiscal Behaviour
António Afonso, Manuel M. F. Martins
vol. 36, 2012, p. 1789-1807.

Market Power and Reputational Concerns in the Ratings Industry
Beatriz Mariano
vol. 36, 2012, p. 1616-1626.

New Measures of Monetary Policy Surprises and Jumps in Interest Rates
Angel Leon, Szabolcs Sebestyen
vol. 36, 2012, p. 2323-2343.

Overbidding in Fixed Rate Tenders: The Role of Exposure Risk
Christian Ewerhart, Nuno Cassola, Natacha Valla
vol. 36, 2012, p. 539-549.

Portfolio Selection with Mental Accounts and Background Risk
Alexandre M. Baptista
vol. 36, 2012, p. 968-980.

The Flow-Performance Relationship around the World
Miguel Almeida Ferreira, Sofia Ramos, Aneel Keswani, António F. Miguel
vol. 36, 2012, p. 1759-1780.

What Happens after Corporate Default? Stylized Facts on Access to Credit
Diana Bonfim, Daniel Dias, Christine Richmond
vol. 36, 2012, p. 2007-2025.

When More Is Less: Using Multiple Constraints to Reduce Tail Risk
Gordon Alexander, Alexandre M. Baptista, Shu Yan
vol. 36, 2012, p. 2693-2716.

Are Small Family Firms Financially Sophisticated?
Alberta Di Giuli, Stefano Caselli, Stefano Gatti
vol. 35, 2011, p. 2931-2944.

Can Broker-Dealer Client Surveys Provide Signals for Debt Investing?
Sandro C. Andrade, W. Brian Barrett
vol. 35, 2011, p. 1170-1178.

Capital Requirements under the Credit Risk-Based Framework
Paula Antão, Ana Lacerda
vol. 35, 2011, p. 1380-1390.

Does Debtor Protection Really Protect Debtors? Evidence from the Small Business Credit Market
Allen Berger, Geraldo Cerqueiro, Maria F. Penas
vol. 35, 2011, p. 1843-1857.

Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?
Margarida Abreu, Victor Mendes, João Santos
vol. 35, 2011, p. 2330-2340.

Libor Manipulation?
Rosa Abrantes-Metz, Michael Kraten, Albert D. Metz, Gim S. Seow
vol. 36, 2011, p. 136-150.

Portfolio Selection with Mental Accounts and Delegation
Gordon Alexander, Alexandre M. Baptista
vol. 35, 2011, p. 2637-2656.

Productivity and Efficiency Analysis of Shinkin Banks: Evidence from Bootstrap and Bayesian Approaches
A. George Assaf, Carlos Pestana Barros, Roman Matousek
vol. 35, 2011, p. 331-342.

Active Portfolio Management with Benchmarking: A Frontier Based on Alpha
Gordon Alexander, Alexandre M. Baptista
vol. 34, 2010, p. 2185-2197.

Forecasting Bank Loans Loss-Given-Default
João Bastos
vol. 34, 2010, p. 2510-2517.

Malmquist-Type Indices in the Presence of Negative Data: An Application to Bank Branches
Maria Conceição Silva Portela, Emmanuel Thanassoulis
vol. 34, 2010, p. 1472-1483.

Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics
Diana Bonfim
vol. 33, 2009, p. 281-299.

Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches
Aurea Grane, Helena Veiga
vol. 32, 2008, p. 2482-2492.

Beyond Sharpe Ratio: Optimal Asset Allocation Using Different Performance Ratios
Simone Farinelli, Manuel Ferreira, Damiano Rossello, Markus Thoeny, Luisa Tibiletti
vol. 32, 2008, p. 2057-2063.

Optimal Delegated Portfolio Management with Background Risk
Alexandre M. Baptista
vol. 32, 2008, p. 977-985.

The Decision to First Enter the Public Bond Market: The Role of Firm Reputation, Funding Choices, and Bank Relationships
Galina Hale, João Santos
vol. 32, 2008, p. 1928-1940.

Analysing the Determinants of Performance of Best and Worst European Banks: A Mixed Logit Approach
Carlos Pestana Barros, Cândida Ferreira, Jonhathan Williams
vol. 31, 2007, p. 2189-2203.

Does Sovereign Debt Ratings News Spill over to International Stock Markets?
Miguel Almeida Ferreira, Paulo Gama
vol. 31, 2007, p. 3162-3182.

Exploiting Short-Run Predictability
Francisco Gomes
vol. 31, 2007, p. 1427-1440.

Mean-Variance Portfolio Selection with ´At-Risk` Constraints and Discrete Distributions
Gordon Alexander, Alexandre M. Baptista, Shu Yan
vol. 31, 2007, p. 3761-3781.

Bank Loan Losses-Given-Default: A Case Study
Jean Dermine, Cristina Neto de Carvalho
vol. 30, 2006, p. 1219-1243.

Immunization Using a Stochastic-Process Independent Multi-Factor Model: The Portuguese Experience
Jorge Miguel Ventura Bravo, Carlos Manuel Pereira da Silva
vol. 30, 2006, p. 133-156.

Portfolio Selection with a Drawdown Constraint
Gordon Alexander, Alexandre M. Baptista
vol. 30, 2006, p. 3171-3189.

Why Firm Access to the Bond Market Differs over the Business Cycle: A Theory and Some Evidence
João Santos
vol. 30, 2006, p. 2715-2736.

Banking and Commerce: A Liquidity Approach
Joseph Haubrich, João Santos
vol. 29, 2005, p. 271-294.

A Note on Banking Efficiency in Portugal, New vs. Old Banks
Ana Canhoto, Jean Dermine
vol. 27, 2003, p. 2087-2098.

To What Extent Will the Banking Industry Be Globalized? A Study of Bank Nationality and Reach in 20 European Nations
Allen Berger, Qinglei Dai, Steven Ongena, David Smith
vol. 27, 2003, p. 383-415.

Costs of Banking System Instability: Some Empirical Evidence
Glenn Hoggarth, Ricardo Reis, Victoria Saporta
vol. 26, 2002, p. 825-855.

The Impact of Deregulation on Price and Non-price Competition in the Portuguese Deposits Market
Paulo Soares de Pinho
vol. 24, 2000, p. 1515-1533.

Bank Capital and Equity Investment Regulations
João Santos
vol. 23, 1999, p. 1095-1120.

Managerial Reputation and Divisional Sell-Offs: A Model and Empirical Test
José Guedes, Roch Parayre
vol. 21, 1997, p. 1085-1106.