Journal of Financial Stability

2004 - 2025

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

From Elsevier
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Central bank independence and financial instability pp. 321-338: Jeroen Klomp and Jakob de Haan
Flights and contagion--An empirical analysis of stock-bond correlations pp. 339-352: Dirk Baur and Brian Lucey
Shocks at large banks and banking sector distress: The Banking Granular Residual pp. 353-373: Sven Blank, Claudia Buch and Katja Neugebauer
Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology pp. 374-392: Natalia Puzanova, Sikandar Siddiqui and Mark Trede
Bank profitability and the business cycle pp. 393-409: Ugo Albertazzi and Leonardo Gambacorta
Fair wages, labor relations and asset returns pp. 410-430: William Addessi and Francesco Busato
Contribution of financial market segments at different stages of development: Transition, cohesion and mature economies compared pp. 431-455: Gerhard Fink, Peter Haiss and Goran Vukšić

Financial system instability: Threats, prevention, management, and resolution pp. 221-223: Mark Flannery
A theory of systemic risk and design of prudential bank regulation pp. 224-255: Viral Acharya
Bondholders' wealth effects in domestic and cross-border bank mergers pp. 256-271: Steven Ongena and María Penas
The marketability of bank assets, managerial rents and banking stability pp. 272-282: Falko Fecht and Wolf Wagner
Hedge funds and financial stability: Regulating prime brokers will mitigate systemic risks pp. 283-297: Michael King and Philipp Maier
Asset prices and banking distress: A macroeconomic approach pp. 298-319: Goetz von Peter

Financial conglomeration and monitoring incentives pp. 105-123: Ville Mälkönen
Politicians and financial supervision unification outside the central bank: Why do they do it? pp. 124-146: Donato Masciandaro
Why do banks promise to pay par on demand? pp. 147-169: Gerald Dwyer and Margarita Samartín
Institutional investors and stock returns volatility: Empirical evidence from a natural experiment pp. 170-182: Martin T. Bohl, Janusz Brzeszczynski and Bernd Wilfling
Coordination failure among multiple lenders and the role and effects of public policy pp. 183-198: Tetsuya Kasahara
The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data pp. 199-219: Jan Hanousek, Evžen Kočenda and Ali Kutan

Portfolio and financing adjustments for U.S. banks: Some empirical evidence pp. 1-24: Robert Krainer
Testing for effective market supervision of New Zealand banks pp. 25-34: M.L. McIntyre, David Tripe and Zhuang, Xiaojie (Jeff)
Herding behavior in asset markets pp. 35-56: Christian Hott
The effect of industry consolidation and deposit insurance reform on the resiliency of the U.S. bank insurance fund pp. 57-88: Kenneth D. Jones and Robert C. Oshinsky
Renegotiation and the pricing structure of sovereign bank loans: Empirical evidence pp. 89-103: Issam Hallak

Lessons from the crisis of 2007/8 pp. 305-306: C.A.E. Goodhart
Past financial crises, the current financial turmoil, and the need for a new macrofinancial stability framework pp. 307-312: William R. White
The sub-prime crisis: A central banker's perspective pp. 313-320: Philipp M. Hildebrand
Blame the models pp. 321-328: Jon Danielsson
The subprime crisis and its consequences pp. 329-337: Josef Ackermann
Structure of regulation: Lessons from the crisis. A view from the Institute of International Finance (IIF) pp. 338-345: Charles Dallara
Supervisory perspectives pp. 346-350: Danièle Nouy
The regulatory response to the financial crisis pp. 351-358: C.A.E. Goodhart
Panel comments pp. 359-363: Paul Tucker
Panel comments pp. 364-367: Howard Davies
Overview of recent policy initiatives in response to the crisis pp. 368-375: Peter Praet and Grégory Nguyen
The resolution of cross-border banks: Issues for deposit insurers and proposals for cooperation pp. 376-390: Michael H. Krimminger

Financial instability, supervision and central banks: An introduction pp. 165-167: Jouko Vilmunen
Cross-border banking and financial stability in the EU pp. 168-204: Robert Eisenbeis and George G. Kaufman
Monetary policy and financial (in)stability: An integrated micro-macro approach pp. 205-231: Ferre De Graeve, Thomas Kick and Michael Koetter
Multiple safety net regulators and agency problems in the EU: Is Prompt Corrective Action partly the solution? pp. 232-257: David Mayes, María J. Nieto and Larry Wall
Stress testing and corporate finance pp. 258-274: Olivier de Bandt, C. Bruneau and Wydad El Amri
On the independence of assets and liabilities: Evidence from U.S. commercial banks, 1990-2005 pp. 275-303: Robert DeYoung and Chiwon Yom

Comparing early warning systems for banking crises pp. 89-120: E Davis and Dilruba Karim
How do IMF announcements affect financial markets in crises?: Evidence from forward exchange markets pp. 121-134: Ayse Evrensel and Ali Kutan
Bad luck or bad management? Emerging banking market experience pp. 135-148: Jiri Podpiera and Laurent Weill
Predicting sovereign debt crises using artificial neural networks: A comparative approach pp. 149-164: Marco Fioramanti

Bank loan-loss provisioning, central bank rules vs. estimation: The case of Portugal pp. 1-22: Jean Dermine and C. Neto de Carvalho
Do weak supervisory systems encourage bank risk-taking? pp. 23-39: Claudia Buch and Gayle DeLong
Bankruptcy laws and debt renegotiation pp. 40-61: Ludek Kolecek
Bank lending opportunities and credit standards pp. 62-87: A. Burak Güner