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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 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 Martin-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

Volume 32, issue C, 2017

Monetary policy and macroprudential policy: Rivals or teammates? pp. 1-16 Downloads
Simona Malovana and Jan Frait
Style investing and firm innovation pp. 17-29 Downloads
Koray Sayili, Gokhan Yilmaz, Douglas Dyer and A. Melih Küllü
Dating systemic financial stress episodes in the EU countries pp. 30-56 Downloads
Thibaut Duprey, Benjamin Klaus and Tuomas Peltonen
Bank political connections and performance in China pp. 57-69 Downloads
Chi-Hsiou Hung, Yuxiang Jiang, Frank Hong Liu, Hong Tu and Senyu Wang
Systemic risk: A new trade-off for monetary policy? pp. 70-85 Downloads
Stefan Laséen, Andrea Pescatori and Jarkko Turunen
Stress tests and asset quality reviews of banks: A policy announcement tool pp. 86-98 Downloads
Valter Lazzari, Luigi Vena and Andrea Venegoni
Social capital and bank stability pp. 99-114 Downloads
Justin Yiqiang Jin, Kiridaran Kanagaretnam, Gerald J. Lobo and Robert Mathieu
Did the financial crisis affect the market valuation of large systemic U.S. banks? pp. 115-123 Downloads
Georgios Bertsatos, Plutarchos Sakellaris and Mike G. Tsionas
The macroeconomic relevance of bank and nonbank credit: An exploration of U.S. data pp. 124-141 Downloads
Alexander Herman, Deniz Igan and Juan Solé
Page updated 2018-06-18