Journal of Financial Stability

2004 - 2025

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

From Elsevier
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Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries: Yacoub Sleibi, Fabrizio Casalin and Giorgio Fazio
Predicting systemic financial crises with recurrent neural networks: Eero Tölö
Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis: Xisong Jin and Francisco Nadal De Simone
Do bank bailouts have an impact on the underwriting business?: Santiago Carbó-Valverde, Pedro Cuadros-Solas and Francisco Rodríguez-Fernández
Investment, depreciation and obsolescence of R&D: Peter Chinloy, Cheng Jiang and Kose John
Is accounting enforcement related to risk-taking in the banking industry?: Lorenzo Dal Maso, Kiridaran Kanagaretnam, Gerald J. Lobo and Francesco Mazzi
Reputational dynamics in financial networks during a crisis: Simpson Zhang and Mihaela van der Schaar
Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies: Stelios Bekiros, Rachatar Nilavongse and Gazi Uddin

Geographic technological diversification and firm innovativeness: Jun Wen and Li Zheng
Wisdom of crowds before the 2007–2009 global financial crisis: Michael Chau, Chih-Yung Lin and Tse-Chun Lin
The run on repo and the Fed’s response: Gary Gorton, Toomas Laarits and Andrew Metrick
Deposit insurance and bank dividend policy: Edie Erman Che Johari, Dimitris K. Chronopoulos, Bert Scholtens, Anna L. Sobiech and John Wilson
Product demand sensitivity and the corporate diversification discount: Ibrahim Siraj, M. Kabir Hassan and Neal Maroney

Systemic risk and financial stability dynamics during the Eurozone debt crisis: Theodoros Bratis, Nikiforos T. Laopodis and Georgios Kouretas
Macroprudential policy and bank systemic risk: Elien Meuleman and Rudi Vander Vennet
Beyond common equity: The influence of secondary capital on bank insolvency risk: Thomas Conlon, John Cotter and Philip Molyneux

Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position: Shaen Corbet, Charles Larkin, Brian Lucey, Andrew Meegan and Larisa Yarovaya
Deposit withdrawals from distressed banks: Client relationships matter: Martin Brown, Benjamin Guin and Stefan Morkoetter
Do social networks encourage risk-taking? Evidence from bank CEOs: Wassim Dbouk, Yiwei Fang, Liuling Liu and Haizhi Wang
Strategic scope and bank performance: Anthony Saunders, Markus Schmid and Ingo Walter
The impact of financial crises on the syndicated loan spreads applied to public and private firms: Danilo Drago and Raffaele Gallo
Do short sellers exploit risky business models of banks? Evidence from two banking crises: Chih-Yung Lin, Dien Giau Bui and Tse-Chun Lin
The role of information disclosure in financial intermediation with investment risk: Yi Chen and Kai Du
Contagion through National and Regional Exposures to Foreign Banks during the Global Financial Crisis: Cyn-Young Park and Kwanho Shin
Banking supervision and external auditors: Theory and empirics: Donato Masciandaro, Oana Peia and Davide Romelli

Does machine learning help us predict banking crises?: Johannes Beutel, Sophia List and Gregor von Schweinitz
Self-fulfilling runs and endogenous liquidity creation: David Rivero Leiva and Hugo Rodriguez Mendizabal
Bailing in Banks: costs and benefits: Sergio Rubens Stancato de Souza, Thiago Silva and Carlos Eduardo de Almeida

The European Bank Recovery and Resolution Directive: A market assessment: Livia Pancotto, Owain ap Gwilym and Jonathan Williams
Retail payments and the real economy: Yanying Zhang, Gaiyan Zhang, Liuling Liu, Tania De Renzis and Heiko Schmiedel
Buffer capital, loan portfolio quality and the performance of microfinance institutions: A global analysis: Godfred Adjapong Afrifa, Ernest Gyapong and Alaa Mansour Zalata
Policy uncertainty and the maturity structure of corporate debt: Sudip Datta, Trang Doan and Mai Iskandar-Datta
Liquidity creation performance and financial stability consequences of Islamic banking: Evidence from a multinational study: Allen N. Berger, Narjess Boubakri, Omrane Guedhami and Xinming Li
Economic policy uncertainty and banks’ loan pricing: Badar Nadeem Ashraf and Yinjie Shen

Institutional environment and bank capital ratios pp. 1-24: Tammuz H. Alraheb, Christina Nicolas and Amine Tarazi
Depositor discipline during crisis: Flight to familiarity or trust in local authorities? pp. 25-39: Koen Schoors, Maria Semenova and Andrey Zubanov
The financial market effects of the ECB's asset purchase programs pp. 40-52: Vivien Lewis and Markus Roth
How do lead banks use their private information about loan quality in the syndicated loan market? pp. 53-78: Lakshmi Balasubramanyan, Allen N. Berger and Matthew M. Koepke
Global liquidity, house prices and policy responses pp. 79-96: Chiara Banti and Kate Phylaktis
Credit supply shocks and household leverage: Evidence from the US banking deregulation pp. 97-115: Sarah Brown, Daniel Gray and Alberto Montagnoli
Does financial inclusion mitigate credit boom-bust cycles? pp. 116-129: Tania López and Adalbert Winkler
The impact of trade reporting and central clearing on CDS price informativeness pp. 130-145: Miriam Marra, Fan Yu and Lu Zhu
Market monitoring and influence: evidence from deposit pricing and liability composition from 1986 to 2013 pp. 146-166: Lin Guo and Alexandros P. Prezas

New monetary services (Divisia) indexes for the post-war U.S pp. 3-17: Richard G. Anderson, John Duca, Adrian R. Fleissig and Barry Jones
User cost of credit card services under risk with intertemporal nonseparability pp. 18-35: William Barnett and Jinan Liu
Measuring contagion risk in international banking pp. 36-51: Stefan Avdjiev, Paolo Giudici and A. Spelta
Credit composition and the severity of post-crisis recessions pp. 52-66: Dirk Bezemer and Lu Zhang
Global liquidity, money growth and UK inflation pp. 67-74: Michael Ellington and Costas Milas
What can we learn from country-level liquidity in the EMU? pp. 75-83: Makram El-Shagi and Logan Kelly
Money and the Measurement of Total Factor Productivity pp. 84-89: Walter Diewert and Kevin Fox
The optimal monetary instrument and the (mis)use of causality tests pp. 90-99: John W. Keating and A. Lee Smith
Structural changes and the role of monetary aggregates in the UK pp. 100-107: Rakesh K. Bissoondeeal, Michail Karoglou and Jane M. Binner
Revealed preference tests of indirect and homothetic weak separability of financial assets, consumption and leisure pp. 108-114: Per Hjertstrand and James L. Swofford
Producing liquidity pp. 115-135: Dennis Fixler and Kimberly Zieschang
The dynamics of low-frequency liquidity measures: The developed versus the emerging market pp. 136-142: Barbara Będowska-Sójka