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Journal of Financial Stability

2004 - 2018

Current editor(s): I. Hasan, W. C. Hunter and G. G. Kaufman

From Elsevier
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Volume 39, issue C, 2018

Basel III and bank-lending: Evidence from the United States and Europe pp. 1-27 Downloads
Sami Ben Naceur, Katherin Marton and Caroline Roulet
Policy uncertainty, investment, and the cost of capital pp. 28-45 Downloads
Wolfgang Drobetz, Sadok El Ghoul, Omrane Guedhami and Malte Janzen
The real effects of bank-driven termination of relationships: Evidence from loan-level matched data pp. 46-65 Downloads
Kiyotaka Nakashima and Koji Takahashi
The G-20′s regulatory agenda and banks’ risk pp. 66-78 Downloads
Matias Cabrera, Gerald P. Dwyer and Maria J. Nieto
An empirical study of bank stress testing for auto loans pp. 79-89 Downloads
Deming Wu, Ming Fang and Qing Wang
Short selling in extreme events pp. 90-103 Downloads
Marco Valerio Geraci, Tomas Garbaravičius and David Veredas
The transmission of foreign monetary policy shocks into the United States through foreign banks pp. 104-124 Downloads
Judit Temesvary
Contagion through common borrowers pp. 125-132 Downloads
Swarnava S. Biswas and Fabiana Gómez
How creditor rights affect the issuance of public debt: The role of credit ratings pp. 133-143 Downloads
Xian Gu, Padma Kadiyala and Mahaney-Walter, Xin Wu
The impact of the IRB approach on the risk weights of European banks pp. 147-166 Downloads
Carlos Pérez Montes, Carlos Trucharte Artigas, María Elizabeth Cristófoli and Nadia Lavín San Segundo
Does regulatory bank oversight impact economic activity? A local projections approach pp. 167-174 Downloads
Vivian Hwa, Pavel Kapinos and Carlos Ramirez
Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France pp. 175-186 Downloads
Olivier de Bandt, Boubacar Camara, Alexis Maitre and Pierre Pessarossi
Prudential filters, portfolio composition at fair value and capital ratios in European banks pp. 187-208 Downloads
Isabel Argimón, Michel Dietsch and Angel Estrada
Explaining the cyclical volatility of consumer debt risk using a heterogeneous agents model: The case of Chile pp. 209-220 Downloads
Carlos Madeira
Systemic risk in a structural model of bank default linkages pp. 221-236 Downloads
Yvonne Kreis and Dietmar P.J. Leisen
How sensitive is corporate debt to swings in commodity prices? pp. 237-258 Downloads
Pablo Donders, Mauricio Jara and Rodrigo Wagner
Spillovers and relationships in cross border banking: The case of Chile11The views are those of the authors and do not represent those of the Central Bank of Chile or the Financial Market Commission. We thank Roberto Álvarez, José Miguel Benavente and Lucciano Villacorta for comments to previous versions of this paper, and especially the insightful comments and suggestions from anonymous referees at the Central Bank of Chile and the Journal of Financial Stability pp. 259-272 Downloads
Andrés Alegría, Kevin Cowan and Pablo García

Volume 38, issue C, 2018

The impact of expanded bank powers on loan portfolio decisions pp. 1-17 Downloads
Gökhan Torna
Measuring the propagation of financial distress with Granger-causality tail risk networks pp. 18-36 Downloads
Fulvio Corsi, Fabrizio Lillo, Davide Pirino and Luca Trapin
Benefits and costs of a higher bank “leverage ratio” pp. 37-52 Downloads
James R. Barth and Stephen Matteo Miller
SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK pp. 53-70 Downloads
Hans Degryse, Kent Matthews and Tianshu Zhao
Contrasting financial and business cycles: Stylized facts and candidate explanations pp. 72-80 Downloads
Paul Hiebert, Ivan Jaccard and Yves Schüler
The systemic implications of bail-in: A multi-layered network approach pp. 81-97 Downloads
Anne-Caroline Hüser, Grzegorz Halaj, Christoffer Kok, Cristian Perales and Anton van der Kraaij
Bank lending and systemic risk: A financial-real sector network approach with feedback pp. 98-118 Downloads
Thiago Silva, Michel da Silva Alexandre and Benjamin Miranda Tabak
Bank capital buffers around the world: Cyclical patterns and the effect of market power pp. 119-131 Downloads
Oscar Carvallo Valencia and Alberto Ortiz Bolaños
On the accuracy of alternative approaches for calibrating bank stress test models pp. 132-146 Downloads
Paul H. Kupiec

Volume 37, issue C, 2018

Can parents protect their children? Risk comparison analysis between affiliates of multi- and single-bank holding companies pp. 1-10 Downloads
Kim Cuong Ly, Frank Hong Liu and Kwaku Opong
Corporate bond clawbacks as contingent capital for banks pp. 11-24 Downloads
Fernando Díaz, Gabriel Ramirez and Liuling Liu
Fishing the Corporate Social Responsibility risk factors pp. 25-48 Downloads
Leonardo Becchetti, Rocco Ciciretti and Ambrogio Dalò
The dark side of stress tests: Negative effects of information disclosure pp. 49-59 Downloads
Roman Goncharenko, Juraj Hledik and Roberto Pinto
Are charter value and supervision aligned? A segmentation analysis pp. 60-73 Downloads
Juan Aparicio, Miguel Duran, Ana Lozano-Vivas and Jesus T. Pastor
Cyclicality of growth opportunities and the value of cash holdings pp. 74-96 Downloads
Meike Ahrends, Wolfgang Drobetz and Tatjana Xenia Puhan
Bank capital, institutional environment and systemic stability pp. 97-106 Downloads
Deniz Anginer, Asli Demirguc-Kunt and Davide Salvatore Mare
Post-crisis regulatory reform in banking: Address insolvency risk, not illiquidity! pp. 107-111 Downloads
Anjan V. Thakor
Assessing macroprudential tools in OECD countries within a cointegration framework pp. 112-130 Downloads
Oriol Carreras, E. Philip Davis and Rebecca Piggott

Volume 36, issue C, 2018

Interest rate risk management with debt issues: Evidence from Europe pp. 1-11 Downloads
Frédéric Délèze and Timo Korkeamäki
Interest rate pass-through in the euro area: Financial fragmentation, balance sheet policies and negative rates pp. 12-21 Downloads
Roman Horvath, Jana Kotlebova and Mária Širaňová
Does Islamic banking offer a natural hedge for business cycles? Evidence from a dual banking system pp. 22-38 Downloads
Ahmet Aysan and Huseyin Ozturk
The effect of the financial crisis on default by Spanish households pp. 39-52 Downloads
Carlos Aller and Charles Grant
Fixed costs and capital regulation: Impacts on the structure of banking markets and aggregate loan quality pp. 53-65 Downloads
Enzo Dia and David VanHoose
Can bubble theory foresee banking crises? pp. 66-81 Downloads
Timo Virtanen, Eero Tölö, Matti Virén and Katja Taipalus
The consequences of liquidity imbalance: When net lenders leave interbank markets pp. 82-97 Downloads
Aneta Hryckiewicz and Lukasz Kozlowski
Do institutions trade ahead of false news? Evidence from an emerging market pp. 98-113 Downloads
Qian Li, Jiamin Wang and Liang Bao
The impact of loan loss provisioning on bank capital requirements pp. 114-129 Downloads
Steffen Krüger, Daniel Rösch and Harald Scheule
The effect of the political connections of government bank CEOs on bank performance during the financial crisis pp. 130-143 Downloads
Hung-Kun Chen, Yin-Chi Liao, Chih-Yung Lin and Ju-Fang Yen
Credit risk and monetary pass-through—Evidence from Chile pp. 144-158 Downloads
Michael Pedersen
CMBS market efficiency: The crisis and the recovery pp. 159-186 Downloads
Andreas D. Christopoulos and Robert Jarrow
Divestitures and the financial conglomerate excess value pp. 187-207 Downloads
Claudia Curi and Maurizio Murgia
Better safe than sorry? CEO inside debt and risk-taking in bank acquisitions pp. 208-224 Downloads
Abhishek Srivastav, Seth Armitage, Jens Hagendorff and Tim King
Bank value and geographic diversification: regional vs global pp. 225-245 Downloads
Canan Yildirim and Georgios Efthyvoulou
Persistent liquidity shocks and interbank funding pp. 246-262 Downloads
Marcel Bluhm
Debt, recovery rates and the Greek dilemma pp. 265-278 Downloads
C.A.E. Goodhart, M.U. Peiris and Dimitrios Tsomocos
Measuring systemic vulnerability in European banking systems pp. 279-292 Downloads
Heather Gibson, Stephen Hall and George Tavlas
Crisis, contagion and international policy spillovers under foreign ownership of banks pp. 293-304 Downloads
Michal Brzoza-Brzezina, Marcin Kolasa and Krzysztof Makarski
Financial stability in Europe: Banking and sovereign risk pp. 305-321 Downloads
Jan Bruha and Evžen Kočenda
Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets pp. 322-335 Downloads
Robert Kelly and O’Toole, Conor
Central bank communication and financial markets: New high-frequency evidence pp. 336-345 Downloads
Pavel Gertler and Roman Horvath
Financial stress and its non-linear impact on CEE exchange rates pp. 346-360 Downloads
Tomáš Adam, Soňa Benecká and Jakub Matějů
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