Journal of Financial Stability

2004 - 2009

Edited by I. Hasan, W. C. Hunter and G. G. Kaufman

from Elsevier
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Financial system instability: Threats, prevention, management, and resolution pp. 221-223: Mark J. Flannery
A theory of systemic risk and design of prudential bank regulation pp. 224-255: Viral V. Acharya
Bondholders' wealth effects in domestic and cross-border bank mergers pp. 256-271: Steven Ongena and María Fabiana Penas
The marketability of bank assets, managerial rents and banking stability pp. 272-282: Falko Fecht and Wolf Wagner
Hedge funds and financial stability: Regulating prime brokers will mitigate systemic risks pp. 283-297: Michael R. King and Philipp Maier
Asset prices and banking distress: A macroeconomic approach pp. 298-319: Goetz von Peter

Financial conglomeration and monitoring incentives pp. 105-123: Ville Mälkönen
Politicians and financial supervision unification outside the central bank: Why do they do it? pp. 124-146: Donato Masciandaro
Why do banks promise to pay par on demand? pp. 147-169: Gerald Dwyer and Margarita Samartín
Institutional investors and stock returns volatility: Empirical evidence from a natural experiment pp. 170-182: Martin T. Bohl, Janusz Brzeszczynski and Bernd Wilfling
Coordination failure among multiple lenders and the role and effects of public policy pp. 183-198: Tetsuya Kasahara
The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data pp. 199-219: Jan Hanousek, Evzen Kocenda and Ali M. Kutan

Portfolio and financing adjustments for U.S. banks: Some empirical evidence pp. 1-24: Robert Krainer
Testing for effective market supervision of New Zealand banks pp. 25-34: M.L. McIntyre, David Tripe and Zhuang, Xiaojie (Jeff)
Herding behavior in asset markets pp. 35-56: Christian Hott
The effect of industry consolidation and deposit insurance reform on the resiliency of the U.S. bank insurance fund pp. 57-88: Kenneth D. Jones and Robert C. Oshinsky
Renegotiation and the pricing structure of sovereign bank loans: Empirical evidence pp. 89-103: Issam Hallak

Lessons from the crisis of 2007/8 pp. 305-306: C.A.E. Goodhart
Past financial crises, the current financial turmoil, and the need for a new macrofinancial stability framework pp. 307-312: William R. White
The sub-prime crisis: A central banker's perspective pp. 313-320: Philipp M. Hildebrand
Blame the models pp. 321-328: Jon Danielsson
The subprime crisis and its consequences pp. 329-337: Josef Ackermann
Structure of regulation: Lessons from the crisis. A view from the Institute of International Finance (IIF) pp. 338-345: Charles Dallara
Supervisory perspectives pp. 346-350: Danièle Nouy
The regulatory response to the financial crisis pp. 351-358: C.A.E. Goodhart
Panel comments pp. 359-363: Paul Tucker
Panel comments pp. 364-367: Howard Davies
Overview of recent policy initiatives in response to the crisis pp. 368-375: Peter Praet and Grégory Nguyen
The resolution of cross-border banks: Issues for deposit insurers and proposals for cooperation pp. 376-390: Michael H. Krimminger

Financial instability, supervision and central banks: An introduction pp. 165-167: Jouko Vilmunen
Cross-border banking and financial stability in the EU pp. 168-204: Robert Allen Eisenbeis and George G. Kaufman
Monetary policy and financial (in)stability: An integrated micro-macro approach pp. 205-231: Ferre De Graeve, Thomas Kick and Michael Koetter
Multiple safety net regulators and agency problems in the EU: Is Prompt Corrective Action partly the solution? pp. 232-257: David G. Mayes, María J. Nieto and Larry D. Wall
Stress testing and corporate finance pp. 258-274: Olivier de Bandt, C. Bruneau and W. El Amri
On the independence of assets and liabilities: Evidence from U.S. commercial banks, 1990-2005 pp. 275-303: Robert DeYoung and Chiwon Yom

Comparing early warning systems for banking crises pp. 89-120: E Philip Davis and Dilruba Karim
How do IMF announcements affect financial markets in crises?: Evidence from forward exchange markets pp. 121-134: Ayse Evrensel and Ali M. Kutan
Bad luck or bad management? Emerging banking market experience pp. 135-148: Jiri Podpiera and Laurent Weill
Predicting sovereign debt crises using artificial neural networks: A comparative approach pp. 149-164: Marco Fioramanti

Bank loan-loss provisioning, central bank rules vs. estimation: The case of Portugal pp. 1-22: jean m. Dermine and C. Neto de Carvalho
Do weak supervisory systems encourage bank risk-taking? pp. 23-39: Claudia M. Buch and Gayle DeLong
Bankruptcy laws and debt renegotiation pp. 40-61: Ludek Kolecek
Bank lending opportunities and credit standards pp. 62-87: A. Burak Güner

Financial sector structure and financial crisis burden pp. 295-323: George Mavrotas and Dmitri Vinogradov
Pre-positioning for effective resolution of bank failures pp. 324-341: Ian Harrison, Steve Anderson and James Twaddle
Loss coverage and stress testing mortgage portfolios: A non-parametric approach pp. 342-367: Adolfo Rodriguez and Carlos Trucharte
Evergreening in banking pp. 368-393: Niinimaki, J.-P.

Financial distress and resolution: Introduction to the focused issue pp. 195-197: Kose John
When are preferred shares preferred? Theory and empirical evidence pp. 198-237: S. Abraham Ravid, Itzhak Venezia, Aharon Ofer, Vicente Pons and Shlomith Zuta
Debtor-in-possession financing and the resolution of uncertainty in Chapter 11 reorganizations pp. 238-260: Upinder S. Dhillon, Thomas H. Noe and Gabriel G. Ramirez
Who survives? A cross-country comparison pp. 261-278: Sandeep Dahiya and Leora F. Klapper
An examination of multiple plans in Chapter 11 reorganizations pp. 279-293: Maria Carapeto

A market-based framework for bankruptcy prediction pp. 85-131: Alexander S. Reisz and Claudia Perlich
Slippery slopes of stress: Ordered failure events in German banking pp. 132-148: Thomas Kick and Michael Koetter
The mixed blessing of IMF intervention: Signalling versus liquidity support pp. 149-174: Sanne Zwart
Effects of exchange rate depreciation on commercial bank failures in Indonesia pp. 175-193: Sahminan Sahminan

Debt restructurings, holdouts, and exit consents pp. 1-17: Kenneth N. Daniels and Gabriel G. Ramirez
Aggregate liquidity shortages, idiosyncratic liquidity smoothing and banking regulation pp. 18-32: Wolf Wagner
Phoenix rising: Legal reforms and changes in valuations in Finland during the economic crisis pp. 33-58: Timo Korkeamaki, Yrjö Koskinen and Tuomas Takalo
Are twin currency and debt crises special? pp. 59-84: Christian Bauer, Bernhard Herz and Volker Karb