Journal of Financial Stability

2004 - 2025

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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Volume 81, issue C, 2025

Financial contagion within the interbank network

Christina D. Mikropoulou and Angelos T. Vouldis

A stablecoin that’s actually stable: A portfolio optimization approach

Klaus Grobys, Juha-Pekka Junttila and James W. Kolari

Output floors in setting bank capital requirements

Adrian Pop and Diana Pop

Projected operating efficiencies, credit ratings and the creation of debt capacity

Ahmad K. Ismail and Assem Safieddine

Quantitative easing, bank lending, and aggregate fluctuations

Matthew Schaffer and Nimrod Segev

Systemic risk in centralised interbank networks

Mario Eboli

Intelligent financial system: How AI is transforming finance

Iñaki Aldasoro, L. Gambacorta, A. Korinek, Vatsala Shreeti and M. Stein

Corporate lobbying and US federal grants: Information in exchange for compensation

Rodrigo Londoño van Rutten

Negative rates, monetary policy transmission and cross-border lending via international financial centers

Desislava Andreeva, Andra Coman, Mary Everett, Maren Froemel, Kelvin Ho, Simon Lloyd, Baptiste Meunier, Justine Pedrono, Dennis Reinhardt, Andrew Wong, Eric Wong and Dawid Żochowski

Real effects of bank shocks

Vivek Sharma

CEO-employee pay disparity, risk-taking incentives, and financial reporting choices

Han Dai, Dahlia Robinson and Yi Shen

A second-order finite difference method for the Black–Scholes model without far-field boundary conditions

Jian Wang, Lin Wu, Xinpei Wu, Youngjin Hwang, Yunjae Nam, Soobin Kwak, Taehui Lee and Junseok Kim

Fading familiarity: High-speed rail and the decline in retail investors' attention to local firms

Liu Desheng, Mingsheng Li, Xinran Wang and Ying Wang

Unpacking the crisis: Impact of COVID-19 on global equity flows

Zhisheng Li, Bingxuan Lin, Zhouyi Liu and H. Zafer Yüksel

Debt maturity, creditor rights, and capital allocation efficiency: Evidence from quasi-natural experiments in India

Jyoti Ranjan Sahoo and Ajay Kumar Mishra

Volume 80, issue C, 2025

Real estate transaction taxes and credit supply

Michael Koetter, P. Marek and A. Mavropoulos

Negative nominal rates

Julio Dávila and Elizaveta Lukmanova

Designing credit-spread driven macroprudential rules

Pauline Gandré and Margarita Rubio

Risk shocks, due loans, and policy options: When less is more!

Paulo Júlio, José Maria and Sílvia Santos

Institutional distraction and illegal business practices: The role of career concerns and wealth incentives

Daniel Neukirchen, Gerrit Köchling and Peter N. Posch

Decomposing systemic risk: The roles of contagion and common exposures

Grzegorz Hałaj and Ruben Hipp

Understanding central bank responses to geopolitical risks: Evidence from the Fed and ECB

Evangelos Salachas, Georgios Kouretas and Nikiforos T. Laopodis

Artificial intelligence and financial crises

Jon Danielsson and Andreas Uthemann

The regulatory dialectic in bank-sponsored money market funds

Stefan Jacewitz, Jonathan Pogach, Haluk Unal and Chengjun Wu

Monetary policy transmission via nonbank lending: Evidence from peer-to-peer loans

Esteban Argudo

Non-blockholder dissatisfaction and firm performance volatility: A groupthink perspective

Jeong-Bon Kim, Johan Maharjan and Yijiang Zhao

Cross-listing, innovation and the role of nation-level institutions

Trung Do

Volume 79, issue C, 2025

On the origin of green finance policies

T.F. Cojoianu, D. French, A.G.F. Hoepner, Lisa Sheenan and A. Vu

Rise of NBFIs and the global structural change in the transmission of market shocks

Yoshihiko Hogen, Yoshiyasu Kasai and Yuji Shinozaki

Climate information disclosure quality and systemic risk in the U.S. banking industry

Zinan Hu and Sumuya Borjigin

Modeling the procyclical impact of monetary policy on bank leverage: A stochastic macroprudential approach

Juan F. Rendón, Lina M. Cortés and Javier Perote

Rapid bank runs and delayed policy responses

Ryuichiro Izumi and Yang Li

Systemic risk and oil price volatility shocks

Ioannis Chatziantoniou, Gonul Colak, Michail Filippidis, George Filis and Panagiotis Tzouvanas

Dissecting capital flows: Do capital controls shield against foreign shocks?

Kyongjun Kwak and Camilo Granados

ESG performance and bond return volatility

Zehua Zhang, Ran Zhao, Lu Zhu and Trevor Chamberlain

Are listed banks riskier than private banks?

Hamid Mehran, Ajay Patel and Nonna Sorokina

Volume 78, issue C, 2025

Macroprudential policy and systemic risk: The role of corporate and household credit booms

Peter Karlström

Suspensions of payments and their consequences

Qian Chen, Christoffer Koch, G Gary Richardson and Padma Sharma

Bank recovery and resolution planning, liquidity management and fragility

Luca G. Deidda and Ettore Panetti

Determinants of global loan pricing: Creditor rights or country size?

Manthos D. Delis and Maria Iosifidi

The origin of financial instability and systemic risk: Do bank business models matter?

Rym Ayadi, Paola Bongini, Barbara Casu and Doriana Cucinelli

Regional bank failures and volatility transmission

William D. Lastrapes and Thomas Wiesen

CFO social networks and corporation taxation

Ming Fang, Qiang Wu, Xu, Xin (Emma) and Zejiang Zhou

Movable assets as collateral in debt financing and effects on trade credit: Evidence from collateral law reforms

Xiao Li, Jeffrey Ng and Walid Saffar

The impact of country- and firm-level governance on capital allocation efficiency: New evidence from India

Akash Singh Yadav and Inder Sekhar Yadav

Geopolitical risk and corporate maturity mismatch

Man Wang and Xueting Wang

Central banks’ financial stability orientation and bank risk-taking

Christy Dwita Mariana and Arisyi Raz

Board gender diversity at target firms and acquisition decisions of gender diverse bidders

Abeyratna Gunasekarage, Kristina Minnick and Syed Shams

The paradox of macroprudential policy and sovereign risk

Antonio Afonso and André Teixeira

Dating housing booms fueled by credit: A Markov switching approach

Carlos Cañizares Martínez

What drives U.S. corporate private equity? An historical perspective

John Duca and Franklin Sanchez-Colburn

Digital currency and banking-sector stability

William Chen and Gregory Phelan

Idiosyncratic contagion between ETFs and stocks: A high dimensional network perspective

Yu Wang and Yiguo Sun

How do EU banks’ funding costs respond to the CRD IV? An assessment based on the banking union directives database

Thomas Krause, Eleonora Sfrappini, Lena Tonzer and Cristina Zgherea

Do small bank deposits run more than large ones? Three event studies of contagion and financial inclusion

Dante B. Canlas, Johnny Noe E. Ravalo and Eli M. Remolona