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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 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 Hałaj, 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 Christiano 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 G. Ramírez 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 A. 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 S. 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 D.P. 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

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 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, Molina-Borboa, José Luis, 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
Page updated 2018-12-16