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 53, issue C, 2021

Stock exchange consolidation and cross-border investment: An empirical assessment

Maela Giofre'

CoMap: Mapping Contagion in the Euro Area Banking Sector

Giovanni Covi, Mehmet Gorpe and Christoffer Kok

The SKEW index: Extracting what has been left

Mattia Bevilacqua and Radu Tunaru

Macroprudential policy and its impact on the credit cycle

Selien De Schryder and Frederic Opitz

Lending pro-cyclicality and macroprudential policy: Evidence from Japanese LTV ratios

Arito Ono, Hirofumi Uchida, Gregory F. Udell and Iichiro Uesugi

Cross-border effects of prudential regulation: Evidence from the euro area

Fabio Franch, Luca Nocciola and Dawid Żochowski

Consumer defaults and social capital⋆

Brian Clark, Iftekhar Hasan, Helen Lai, Feng Li and Akhtar Siddique

The impact of organization capital on firm innovation

Bill Francis, Suresh Babu Mani, Zenu Sharma and Qiang Wu

Insider pledging in the U.S

Shen, Yinjie (Victor), Wei Wang and Fuzhao Zhou

Inflation targeting and financial conditions: UK monetary policy during the great moderation and financial crisis

Sheng Zhu, Ella Kavanagh and O’Sullivan, Niall

Does political influence distort banking regulation? Evidence from the US

Giota Papadimitri, Fotios Pasiouras, Gioia Pescetto and Ansgar Wohlschlegel

Fintech: what’s old, what’s new?

Arnoud Boot, Peter Hoffmann, Luc Laeven and Lev Ratnovski

Financing firms in hibernation during the COVID-19 pandemic

Tatiana Didier, Federico Huneeus, Mauricio Larrain and Sergio Schmukler

The impact of the coronavirus crisis on the market price of risk

Manthos Delis, Christos Savva and Panayiotis Theodossiou

How economic policy uncertainty affects the cost of raising equity capital: Evidence from seasoned equity offerings

Yue-Cheong Chan, Walid Saffar and K.C. John Wei

Natural catastrophes and financial depth: An empirical analysis

Roman Horvath

Bank capital and the cost of equity

Mohamed Belkhir, Sami Ben Naceur, Ralph Chami and Anis Samet

Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks

Xingmin Zhang, Qiang Fu, Liping Lu, Qingyu Wang and Shuai Zhang

Mortgage loan demand and banks’ operational efficiency

Maria Iosifidi, Ekaterini Panopoulou and Chris Tsoumas

Debt rollover risk, credit default swap spread and stock returns: Evidence from the COVID-19 crisis

Ya Liu, Buhui Qiu and Teng Wang

Volume 52, issue C, 2021

Incorporating funding costs in top-down stress tests

Søren Korsgaard

Solvency and wholesale funding cost interactions at UK banks

Kieran Dent, Sinem Hacioglu Hoke and Apostolos Panagiotopoulos

Vulnerable asset management? The case of mutual funds

Christoph Fricke and Daniel Fricke

From stress testing to systemic stress testing: The importance of macroprudential regulation

Irena Vodenska, Hideaki Aoyama, Alexander P. Becker, Yoshi Fujiwara, Hiroshi Iyetomi and Eliza Lungu

The intrafirm complexity of systemically important financial institutions

R.L. Lumsdaine, D.N. Rockmore, N.J. Foti, G. Leibon and J. Farmer

Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium

Stijn Ferrari, Patrick Van Roy and Cristina Vespro

Effects of the international regulatory reforms over market liquidity of Mexican sovereign debt

Jose Lara, Fabrizio López-Gallo, Stefano Lord and Alberto Romero

Quantification of systemic risk from overlapping portfolios in the financial system

Sebastian Poledna, Serafín Martínez-Jaramillo, Fabio Caccioli and Stefan Thurner

Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem

Anton Pichler, Sebastian Poledna and Stefan Thurner

Common asset holdings and systemic vulnerability across multiple types of financial institution

Paolo Barucca, Tahir Mahmood and Laura Silvestri

Collateral Unchained: Rehypothecation networks, concentration and systemic effects

Duc Thi Luu, Mauro Napoletano, Paolo Barucca and Stefano Battiston

Volume 51, issue C, 2020

Policy uncertainty and bank stress testing

Paul Kupiec

Avoiding the fall into the loop: Isolating the transmission of bank-to-sovereign distress in the Euro Area

Hannes Böhm and Stefan Eichler

The contribution of shadow insurance to systemic risk

Soon Heng Leong, Carlo Bellavite Pellegrini and Giovanni Urga

A zero-risk weight channel of sovereign risk spillovers

Karolin Kirschenmann, Josef Korte and Sascha Steffen

Labor unions and bank risk culture: evidence from the financial crisis

Dien Giau Bui, Yan-Shing Chen, Hsing-Hua Hsu and Chih-Yung Lin

A cautionary tale of two extremes: The provision of government liquidity support in the banking sector

Christina Bui, Harald Scheule and Eliza Wu

Watch out for bailout: TARP and bank earnings management

Yaoyao Fan, Yichu Huang, Yuxiang Jiang and Frank Hong Liu

Do political connections shield from negative shocks? Evidence from rating changes in advanced emerging economies

Krzysztof Jackowicz, Łukasz Kozłowski, Błażej Podgórski and Tadeusz Winkler-Drews

Financial stability with sovereign debt

Ryuichiro Izumi

Environmental regulation and the cost of bank loans: International evidence

Amirhossein Fard, Siamak Javadi and Incheol Kim

Supply chain hierarchical position and firms’ information quality

Xuelian Bai, Ruirui Fang, Elaine Henry and Nan Hu

Does low synchronicity mean more or less informative prices? Evidence from an emerging market

Mingsheng Li, Desheng Liu, Hongfeng Peng and Luxiu Zhang

Volume 50, issue C, 2020

Components of credit rationing

Mehdi Beyhaghi, Fathali Firoozi, Abol Jalilvand and Laleh Samarbakhsh

Are bank capital requirements optimally set? Evidence from researchers’ views

Gene Ambrocio, Iftekhar Hasan, Esa Jokivuolle and Kim Ristolainen

Illiquidity as a signal

José Jorge and Charles Kahn

Price discovery in Bitcoin: The impact of unregulated markets

Carol Alexander and Daniel F. Heck

Assessing the contribution of China’s financial sectors to systemic risk

David Morelli and Davide Vioto

Foreign Strategic Investors, State Ownership, and Non-interest Activities: Evidence from China

Maoyong Cheng, Hong Zhao and Mingming Zhou

Bank runs, portfolio choice, and liquidity provision

Toni Ahnert and Mahmoud Elamin

Sovereign bonds, coskewness, and monetary policy regimes

Yulin Li, John K. Wald and Zijun Wang