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Journal of Financial Stability

2004 - 2018

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

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

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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 D.P. Tsomocos
Measuring systemic vulnerability in European banking systems pp. 279-292 Downloads
Heather Gibson, Stephen G. 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 Brůha 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

Volume 35, issue C, 2018

Multiplex interbank networks and systemic importance: An application to European data pp. 17-37 Downloads
Iñaki Aldasoro and Iván Alves
Stressed to the core: Counterparty concentrations and systemic losses in CDS markets pp. 38-52 Downloads
Jill Cetina, Mark Paddrik and Sriram Rajan
How does risk flow in the credit default swap market? pp. 53-74 Downloads
D’Errico, Marco, Stefano Battiston, Tuomas Peltonen and Martin Scheicher
Identifying central bank liquidity super-spreaders in interbank funds networks pp. 75-92 Downloads
Carlos León, Clara Machado and Miguel Sarmiento
Interconnectedness as a source of uncertainty in systemic risk pp. 93-106 Downloads
Tarik Roukny, Stefano Battiston and Joseph E. Stiglitz
The missing links: A global study on uncovering financial network structures from partial data pp. 107-119 Downloads
Kartik Anand, Iman Lelyveld, Ádám Banai, Soeren Friedrich, Rodney Garratt, Grzegorz Halaj, Jose Fique, Ib Hansen, Serafín Martínez Jaramillo, Hwayun Lee, José Luis Molina-Borboa, Stefano Nobili, Sriram Rajan, Dilyara Salakhova, Thiago Silva, Laura Silvestri and Sergio Rubens Stancato de Souza
Financial stability in networks of financial institutions and market infrastructures pp. 120-135 Downloads
Ron J. Berndsen, Carlos León and Luc Renneboog
How did the Greek credit event impact the credit default swap market? pp. 136-158 Downloads
Grzegorz Halaj, Tuomas A. Peltonen and Martin Scheicher
Information contagion and systemic risk pp. 159-171 Downloads
Toni Ahnert and Co-Pierre Georg
Is trouble brewing for emerging market economies? An empirical analysis of emerging market economies’ bond flows pp. 172-191 Downloads
Manuel Ramos-Francia and Santiago Garcia-Verdu
Liquidity and default in an exchange economy pp. 192-214 Downloads
Juan Francisco Martínez S. and Dimitrios P. Tsomocos
Identifying excessive credit growth and leverage pp. 215-225 Downloads
Lucia Alessi and Carsten Detken
Network linkages to predict bank distress pp. 226-241 Downloads
Andreea Constantin, Tuomas A. Peltonen and Peter Sarlin

Volume 34, issue C, 2018

Measuring systemic risk across financial market infrastructures pp. 1-11 Downloads
Fuchun Li and Hector Perez-Saiz
A contemporary survey of islamic banking literature pp. 12-43 Downloads
M. Kabir Hassan and Sirajo Aliyu
Reputational shocks and the information content of credit ratings pp. 44-60 Downloads
Mascia Bedendo, Lara Cathcart and Lina El-Jahel
To be bailed out or to be left to fail? A dynamic competing risks hazard analysis pp. 61-85 Downloads
Nikolaos Papanikolaou
Flexible and mandatory banking supervision pp. 86-104 Downloads
Alessandro De Chiara, Luca Livio and Jorge Ponce
Syndication, interconnectedness, and systemic risk pp. 105-120 Downloads
Jian Cai, Frederik Eidam, Anthony Saunders and Sascha Steffen
The performance of European equity carve-outs pp. 121-135 Downloads
Apostolos Dasilas and Stergios Leventis
Financial stress and equilibrium dynamics in term interbank funding markets pp. 136-149 Downloads
Emre Yoldas and Zeynep Senyuz
Measuring sovereign contagion in Europe pp. 150-181 Downloads
Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo and Roberto Rigobon

Volume 33, issue C, 2017

The effect of foreclosure laws on securitization: Evidence from U.S. states pp. 1-22 Downloads
Kristoffer Milonas
The value of bank capital buffers in maintaining financial system resilience pp. 23-40 Downloads
Christina Bui, Harald Scheule and Eliza Wu
How does long-term finance affect economic volatility? pp. 41-59 Downloads
Asli Demirgüç-Kunt, Balint Horvath and Harry Huizinga
An international forensic perspective of the determinants of bank CDS spreads pp. 60-70 Downloads
Nadia Benbouzid, Sushanta Mallick and Ricardo M. Sousa
An overlapping generations model of taxpayer bailouts of banks pp. 71-80 Downloads
Oz Shy and Rune Stenbacka
Bank opacity and risk-taking: Evidence from analysts’ forecasts pp. 81-95 Downloads
Samuel Fosu, Collins G. Ntim, William Coffie and Victor Murinde
Heterogeneous market structure and systemic risk: Evidence from dual banking systems pp. 96-119 Downloads
Pejman Abedifar, Paolo Giudici and Shatha Qamhieh Hashem
How vulnerable are international financial markets to terrorism? An empirical study based on terrorist incidents worldwide pp. 120-132 Downloads
Sanjay Goel, Seth Cagle and Hany Shawky
Interbank market failure and macro-prudential policies pp. 133-149 Downloads
Luisa Corrado and Tobias Schuler
International stock market leadership and its determinants pp. 150-162 Downloads
Charlie X. Cai, Asma Mobarek and Qi Zhang
Not all emerging markets are the same: A classification approach with correlation based networks pp. 163-186 Downloads
Ahmet Sensoy, Kevser Ozturk, Erk Hacihasanoglu and Benjamin Tabak
Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust pp. 187-206 Downloads
Jordi Paniagua, Juan Sapena and Cecilio Tamarit
Evaluating the effectiveness of the new EU bank regulatory framework: A farewell to bail-out? pp. 207-223 Downloads
Peter Benczur, Giuseppina Cannas, Jessica Cariboni, Francesca Di Girolamo, Sara Maccaferri and Marco Petracco Giudici
Collateralization, leverage, and stressed expected loss pp. 226-243 Downloads
Eric Jondeau and Amir Khalilzadeh
The fall of Spanish cajas: Lessons of ownership and governance for banks pp. 244-260 Downloads
Alfredo Martín-Oliver, Sonia Ruano and Vicente Salas-Fumás
Interest rate liberalization and capital adequacy in models of financial crises pp. 261-272 Downloads
Ray Barrell, Dilruba Karim and Alexia Ventouri
The concentration–stability controversy in banking: New evidence from the EU-25 pp. 273-284 Downloads
Pieter IJtsma, Laura Spierdijk and Sherrill Shaffer
Determinants of risk in the banking sector during the European Financial Crisis pp. 285-296 Downloads
Kyriaki Kosmidou, Dimitrios Kousenidis, Anestis Ladas and Christos Negkakis
What drives the liquidity of sovereign bonds when markets are under stress? An assessment of the new Basel 3 rules on bank liquid assets pp. 297-310 Downloads
Giovanni Petrella and Andrea Resti
Sovereign collateral as a Trojan Horse: Why do we need an LCR+ pp. 311-330 Downloads
Christian Buschmann and Christian Schmaltz
Bank regulatory arbitrage via risk weighted assets dispersion pp. 331-345 Downloads
Giovanni Ferri and Valerio Pesic
Network centrality and funding rates in the e-MID interbank market pp. 346-365 Downloads
Asena Temizsoy, Giulia Iori and Gabriel Montes-Rojas
Wealth and risk implications of the Dodd-Frank Act on the U.S. financial intermediaries pp. 366-379 Downloads
Kostas Andriosopoulos, Ka Kei Chan, Panagiotis Dontis-Charitos and Sotiris K. Staikouras
Page updated 2018-08-18