Journal of Financial Stability

2004 - 2025

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

From Elsevier
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Volume 18, issue C, 2015

Contagion in the interbank market: Funding versus regulatory constraints pp. 1-18

Oana-Maria Georgescu

Cross-border interbank networks, banking risk and contagion pp. 19-32

Lena Tonzer

Finance companies in Mexico: Unexpected victims of the global liquidity crunch pp. 33-54

Jose M. Berrospide and Renata Herrerias

Regulations, profitability, and risk-adjusted returns of European insurers: An empirical investigation pp. 55-77

Chrysovalantis Gaganis, Liuling Liu and Fotios Pasiouras

Monetary policy and financial stability in a banking economy: Transmission mechanism and policy tradeoffs pp. 78-90

Emanuel Barnea, Yoram Landskroner and Meir Sokoler

The Capital Purchase Program and subsequent bank SEOs pp. 91-105

Mozaffar Khan and Dushyantkumar Vyas

Bank loans for private and public firms in a liquidity crunch pp. 106-116

Jason Allen and Teodora Paligorova

Why is credit-to-GDP a good measure for setting countercyclical capital buffers? pp. 117-126

Esa Jokivuolle, Jarmo Pesola and Matti Viren

Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market pp. 127-138

Ioannis Pragidis, G.P. Aielli, Dionysios Chionis and P. Schizas

Bank liquidity creation and asset market liquidity pp. 139-153

Ujjal K. Chatterjee

Compensation contracts and fire sales pp. 154-171

Pedro Gete and Juan-Pedro Gómez

Creditor recovery: The macroeconomic dependence of industry equilibrium pp. 172-186

Nada Mora

Consolidation and systemic risk in the international insurance industry pp. 187-202

Janina Mühlnickel and Gregor N.F. Weiß

Equally weighted portfolios vs value weighted portfolios: Reasons for differing betas pp. 203-207

Yuntaek Pae and Navid Sabbaghi

The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China pp. 208-224

Suk-Joong Kim, Leith Salem and Eliza Wu

Volume 17, issue C, 2015

A new monthly chronology of the US industrial cycles in the prewar economy pp. 3-9

Amélie Charles, Olivier Darné, Claude Diebolt and Laurent Ferrara

Clearinghouses as credit regulators before the fed? pp. 10-21

Matthew Jaremski

Liquidity provision during the crisis of 1914: Private and public sources pp. 22-34

Margaret Jacobson and Ellis Tallman

O.M.W. Sprague (the man who “wrote the book” on financial crises) and the founding of the Federal Reserve pp. 35-45

Hugh Rockoff

Monetary stability and the rule of law pp. 46-58

Mark Koyama and Blake Johnson

The merits and feasibility of returning to a commodity standard pp. 59-64

Lawrence White

Nominal GDP futures targeting pp. 65-75

Scott Sumner

Nominal GDP targeting: Policy rule or discretionary splurge? pp. 76-80

Bennett McCallum

The economics of Bitcoin and similar private digital currencies pp. 81-91

Gerald Dwyer

Synthetic commodity money pp. 92-99

George Selgin

Volume 16, issue C, 2015

Fragmentation in the European interbank market: Measures, determinants, and policy solutions pp. 1-12

Sergio Mayordomo, María Abascal, Tatiana Alonso and Maria Rodriguez-Moreno

Optimal versus realized bank credit risk and monetary policy pp. 13-30

Manthos Delis and Yiannis Karavias

Optimal hedging strategy for risk management on a network pp. 31-44

Tianjiao Gao, Aparna Gupta, Nalan Gulpinar and Yun Zhu

Failed bank takeovers and financial stability pp. 45-58

Fabiana Gómez

Sturm und Drang in money market funds: When money market funds cease to be narrow pp. 59-70

Stephan Jank and Michael Wedow

Assessing the link between price and financial stability pp. 71-88

Christophe Blot, Jerome Creel, Paul Hubert, Fabien Labondance and Francesco Saraceno

Distribution forecast targeting in an open-economy, macroeconomic volatility and financial implications pp. 89-105

Alessandro Flamini and Costas Milas

The effect of political uncertainty on the cost of corporate debt pp. 106-117

Maya Waisman, Pengfei Ye and Yun Zhu

The relative contributions of equity and subordinated debt signals as predictors of bank distress during the financial crisis pp. 118-137

Scott Miller, Eric Olson and Timothy J. Yeager

Calculating systemic risk capital: A factor model approach pp. 138-150

Panagiotis Avramidis and Fotios Pasiouras

Trade intensity and output synchronisation: On the endogeneity properties of EMU pp. 154-163

Guglielmo Maria Caporale, Roberta de Santis and Alessandro Girardi

Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis pp. 164-172

Jorge Chan-Lau, Estelle X. Liu and Jochen M. Schmittmann

Modelling and measuring business risk and the resiliency of retail banks pp. 173-182

Mohamed Chaffai and Michel Dietsch

A model of mortgage losses and its applications for macroprudential instruments pp. 183-194

Christian Hott

Which banks are more risky? The impact of business models on bank stability pp. 195-212

Matthias Köhler

Catharsis—The real effects of bank insolvency and resolution pp. 213-231

Josef Korte

The common drivers of default risk pp. 232-247

Christoph Memmel, Yalin Gündüz and Peter Raupach

Volume 15, issue C, 2014

Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators pp. 1-17

Jan Babecký, Tomas Havranek, Jakub Matějů, Marek Rusnák, Katerina Smidkova and Bořek Vašíček

The effects of resolution methods and industry stress on the loss on assets from bank failures pp. 18-31

Rosalind Bennett and Haluk Unal

Banking crises and government intervention pp. 32-42

Jaime H. García-Palacios, Augusto Hasman and Margarita Samartín

Quantifying the impact of leveraging and diversification on systemic risk pp. 43-52

Paolo Tasca, Pavlin Mavrodiev and Frank Schweitzer

Impact of short selling activity on market dynamics: Evidence from an emerging market pp. 53-62

Cihat Sobaci, Ahmet Sensoy and Mutahhar Erturk

Dating banking crises using incidence and size of bank failures: Four crises reconsidered pp. 63-75

Raymond Chaudron and Jakob de Haan

Understanding the cross-section of the U.S. housing bubble: The roles of lending, transaction costs, and rent growth pp. 76-90

Gautam Goswami, Sinan Tan and Maya Waisman

The information content of Basel III liquidity risk measures pp. 91-111

Han Hong, Jingzhi Huang and Deming Wu

Transmission of financial shocks in loan and deposit markets: Role of interbank borrowing and market monitoring pp. 112-126

Franklin Allen, Aneta Hryckiewicz, Oskar Kowalewski and Günseli Tümer-Alkan

The impact of the French Tobin tax pp. 127-148

Leonardo Becchetti, Massimo Ferrari and U. Trenta

Sequential decisions in the Diamond–Dybvig banking model pp. 149-160

Markus Kinateder and Hubert Janos Kiss

Institutions, moral hazard and expected government support of banks pp. 161-171

Angelos Antzoulatos and Chris Tsoumas

Geographic diversification in banking pp. 172-181

Yiwei Fang and Iman Lelyveld

Partial credit guarantees and SMEs financing pp. 182-194

Melisso Boschi, Alessandro Girardi and Marco Ventura

Tail dependence and indicators of systemic risk for large US depositories pp. 195-209

Eliana Balla, Ibrahim Ergen and Marco Migueis

The cost of deviating from the optimal monetary policy: A panel VAR analysis pp. 210-229

Chiara Guerello

Interest-rate uncertainty, derivatives usage, and loan growth in bank holding companies pp. 230-240

Elijah Brewer, Sanjay Deshmukh and Timothy P. Opiela

Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture pp. 241-256

Carlos León and Ron Berndsen

Anatomy of a bail-in pp. 257-263

Thomas Conlon and John Cotter

Wishful thinking or effective threat? Tightening bank resolution regimes and bank risk-taking pp. 264-281

Magdalena Ignatowski and Josef Korte