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 72, issue C, 2024

Spillovers in Europe: The role of ESG

Karoline Bax, Giovanni Bonaccolto and Sandra Paterlini

Sovereign credit spreads, banking fragility, and global factors

Anusha Chari, Felipe Garcés, Juan Francisco Martínez and Patricio Valenzuela

Bank runs, prudential tools and social welfare in a global game general equilibrium model

Daisuke Ikeda

Loan guarantees in a crisis: An antidote to a credit crunch?

W. Blake Marsh and Padma Sharma

Government debt and stock price crash risk: International Evidence

Hamdi Ben-Nasr and Sabri Boubaker

The demand for central clearing: To clear or not to clear, that is the question!

Mario Bellia, Giulio Girardi, Roberto Panzica, Loriana Pelizzon and Tuomas Peltonen

A model of managerial compensation, firm leverage and credit stimulus

Rajdeep Chakraborti, Sandeep Dahiya, Lei Ge and Pedro Gete

Distance lending & social connectedness

Ankitkumar Kariya and Chhavi Shekhawat

Impact of higher capital buffers on banks’ lending and risk-taking in the short- and medium-term: Evidence from the euro area experiments

Giuseppe Cappelletti, Aurea Marques and Paolo Varraso

Cryptocurrency use and tax collections: Direct and indirect channels of influence

Rajeev Goel and Ummad Mazhar

Financial contagion among the GSIBs and regulatory interventions

Jennifer Lai and Paul D. McNelis

International financial stress spillovers during times of unconventional monetary policy interventions

George N. Apostolakis and Nikolaos Giannellis

Political connections and zombie firms: The role of the 2008 stimulus plan in China

Jie Li, Xiaowei Guo, Bihong Huang and Tianhang Zhou

Central banks’ corporate asset purchase programmes and risk-taking by bond funds in the aftermath of market stress

Nicola Branzoli, Raffaele Gallo, Antonio Ilari and Dario Portioli

The macroeconomic costs of the bank tax

Marcin Borsuk, Joanna Przeworska, Anthony Saunders and Dobromił Serwa

Zero-risk weights and capital misallocation

Takuji Fueki, Patrick Hürtgen and Todd Walker

Bank capital, liquidity creation and the moderating role of bank culture: An investigation using a machine learning approach

Loan Quynh Thi Nguyen, Roman Matousek and Gulnur Muradoglu

Investor flows, performance, and fragility of U.S. municipal bond mutual funds

Mark A. Peterson

Testing the boundaries of applicability of standard Stochastic Discount Factor models

Luca Pezzo, Yinchu Zhu, M. Kabir Hassan and Jiayuan Tian

Asset redeployability and green innovation

Trung Do

Strategic alliances and shared auditors

Mufaddal Baxamusa, Anand Jha and K.K. Raman

Volume 71, issue C, 2024

Bridging the information gap: How digitalization shapes stock price informativeness

Weiping Li, Tingyu Li, Dequan Jiang and Xuezhi Zhang

Stock price crash risk and firms’ operating leverage

Xin Chang, Louis T.W. Cheng, Wing Chun Kwok and George Wong

Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures

John W. Goodell, Shaen Corbet, Hou, Yang (Greg), Yang Hu and Les Oxley

The topological structure of panel variance decomposition networks

Alessandro Celani, Paola Cerchiello and Paolo Pagnottoni

Do interbank markets price systemic risk?

Michael Sigmund and Christoph Siebenbrunner

Temporal networks and financial contagion

Fabio Franch, Luca Nocciola and Angelos Vouldis

On the optimal control of interbank contagion in the euro area banking system

Gábor Fukker and Christoffer Kok

Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market

Adrian Carro and Patricia Stupariu

“Thank me later”: Why is (macro)prudence desirable?

Graeme Cokayne, Eddie Gerba, Andreas Kuchler and Rasmus Pank Roulund

Financial stability through the lens of complex systems

Grzegorz Hałaj, Serafin Martinez-Jaramillo and Stefano Battiston

Assessing the systemic risk impact of bank bail-ins

Christoph Siebenbrunner, Martin Hafner-Guth, Ralph Spitzer and Stefan Trappl

The role of banks’ technology adoption in credit markets during the pandemic

Nicola Branzoli, Edoardo Rainone and Ilaria Supino

Modelling fire sale contagion across banks and non-banks

Fabio Caccioli, Gerardo Ferrara and Amanah Ramadiah

Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal

Lucia Alessi, Stefano Battiston and Virmantas Kvedaras

The double materiality of climate physical and transition risks in the euro area

Régis Gourdel, Irene Monasterolo, Nepomuk Dunz, Andrea Mazzocchetti and Laura Parisi

Shock amplification in an interconnected financial system of banks and investment funds

Matthias Sydow, Aurore Schilte, Giovanni Covi, Marija Deipenbrock, Leonardo Del Vecchio, Pawel Fiedor, Gábor Fukker, Max Gehrend, Régis Gourdel, Alberto Grassi, Björn Hilberg, Michiel Kaijser, Georgios Kaoudis, Luca Mingarelli, Mattia Montagna, Thibaut Piquard, Dilyara Salakhova and Natalia Tente

Volume 70, issue C, 2024

The impact of COVID-19 on sovereign contagion

Anastasios Drakos and Georgios Moratis

Social responsibility and bank resiliency

Thomas Gehrig, Maria Chiara Iannino and Stephan Unger

External wealth of nations and systemic risk

Alin Marius Andrieş, Alexandra Maria Chiper, Steven Ongena and Nicu Sprincean

How does the repo market behave under stress? Evidence from the COVID-19 crisis

Anne-Caroline Hüser, Caterina Lepore and Luitgard Anna Maria Veraart

Direct and indirect impacts of natural disasters on banks: A spatial framework

James Barth, Qinyou Hu, Robin Sickles, Yanfei Sun and Xiaoyu Yu

From liquidity risk to systemic risk: A use of knowledge graph

Ren-Raw Chen and Xiaohu Zhang

Portfolio choice algorithms, including exact stochastic dominance

Hrishikesh Vinod

Hedging inflation expectations in the cryptocurrency futures market

Jinan Liu and Victor J. Valcarcel

ESG activity and bank lending during financial crises

Gamze Ozturk Danisman and Amine Tarazi

Investment deregulation and innovation performance of Chinese private firms

Jianhong Zhang and Jiangang Jiang

Are green loans less risky? Micro-evidence from a European Emerging Economy

Florian Neagu, Luminița Tatarici, Florin Dragu and Amalia Stamate

A thousand words tell more than just numbers: Financial crises and historical headlines

Kim Ristolainen, Tomi Roukka and Henri Nyberg

Bubble occurrence and landing

Junmin Wan

Bank opacity, systemic risk and financial stability

Michael Mies

Climate-change regulations: Bank lending and real effects

Faruk Miguel, Alvaro Pedraza and Claudia Ruiz-Ortega

What broke the pearl of the Indian ocean? The causes of the Sri Lankan economic crisis and its policy implications

Lalith P. Samarakoon

Auditor certification and long-run performance of IPO stocks

Sudip Datta, Mark Gruskin and Mai Iskandar-Datta

Mispricing of debt expansion in the eurozone sovereign credit market

Somayyeh Lotfi, Andreas Milidonis and Stavros Zenios

Endogenous bank regulation and supervision: Long term implications

Oğuz Kaan Karakoyun, Mustafa Karakaplan and Bilin Neyapti