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 41, issue C, 2019

Heterogeneous effects of credit constraints on SMEs’ employment: Evidence from the European sovereign debt crisis pp. 1-13

David Cornille, Francois Rycx and Ilan Tojerow

Switching costs and financial stability pp. 14-24

Rune Stenbacka and Tuomas Takalo

How does hedge designation impact the market’s perception of credit risk? pp. 25-42

Sriya Anbil, Alessio Saretto and Heather Tookes

Banking crises and crisis dating: Disentangling shocks and policy responses pp. 45-54

John H. Boyd, Gianni De Nicolò and Tatiana Rodionova

Time to buy or just buying time? Lessons from October 2008 for the cross-border bailout of banks pp. 55-72

Michael King

The collateral channel of open market operations pp. 73-90

Nuno Cassola and Francois Koulischer

The incentives of large sophisticated creditors to run on a too big to fail financial institution pp. 91-104

Mark Carlson and Jonathan Rose

Volume 40, issue C, 2019

What influences banks’ choice of credit risk management practices? Theory and evidence pp. 1-14

Dilek Bülbül, Hendrik Hakenes and Claudia Lambert

Shareholder protection and bank executive compensation after the global financial crisis pp. 15-37

Ramón Abascal and Francisco González

Do different forms of government ownership matter for bank capital behavior? Evidence from China pp. 38-49

Chunxia Jiang, Hong Liu and Philip Molyneux

Creditor rights and the market power-stability relationship in banking pp. 53-63

Biswas, Swarnava (Sonny)

Information sharing, credit booms and financial stability: Do developing economies differ from advanced countries? pp. 64-76

Samuel Guérineau and Florian Leon

Volatile capital flows and economic growth: The role of banking supervision pp. 77-93

Kyriakos Neanidis

Fiscal policy with banks and financial frictions pp. 94-109

Panagiotis Asimakopoulos and Stylianos Asimakopoulos

Central banks’ preferences and banking sector vulnerability pp. 110-131

Grégory Levieuge, Yannick Lucotte and F. Pradines-Jobet

National culture and bank risk-taking pp. 132-143

Stella Mourouzidou-Damtsa, Andreas Milidonis and Konstantinos Stathopoulos

Financial exclusion in the USA: Looking beyond demographics pp. 144-158

Nikolaos Mylonidis, Michael Chletsos and Vanessa Barbagianni

Volume 39, issue C, 2018

Basel III and bank-lending: Evidence from the United States and Europe pp. 1-27

Sami Ben Naceur, Katherin Marton and Caroline Roulet

Policy uncertainty, investment, and the cost of capital pp. 28-45

Wolfgang Drobetz, Sadok El Ghoul, Omrane Guedhami and Malte Janzen

The real effects of bank-driven termination of relationships: Evidence from loan-level matched data pp. 46-65

Kiyotaka Nakashima and Koji Takahashi

The G-20′s regulatory agenda and banks’ risk pp. 66-78

Matias Cabrera, Gerald Dwyer and Maria J. Nieto

An empirical study of bank stress testing for auto loans pp. 79-89

Deming Wu, Ming Fang and Qing Wang

Short selling in extreme events pp. 90-103

Marco Valerio Geraci, Tomas Garbaravičius and David Veredas

The transmission of foreign monetary policy shocks into the United States through foreign banks pp. 104-124

Judit Temesvary

Contagion through common borrowers pp. 125-132

Swarnava S. Biswas and Fabiana Gómez

How creditor rights affect the issuance of public debt: The role of credit ratings pp. 133-143

Xian Gu, Padma Kadiyala and Xin Wu Mahaney-Walter

The impact of the IRB approach on the risk weights of European banks pp. 147-166

Carlos Pérez Montes, Carlos Trucharte Artigas, María Elizabeth Cristófoli and Nadia Lavín San Segundo

Does regulatory bank oversight impact economic activity? A local projections approach pp. 167-174

Vivian Hwa, Pavel Kapinos and Carlos Ramirez

Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France pp. 175-186

Olivier de Bandt, Boubacar Camara, Alexis Maitre and Pierre Pessarossi

Prudential filters, portfolio composition at fair value and capital ratios in European banks pp. 187-208

Isabel Argimon, Michel Dietsch and Angel Estrada

Explaining the cyclical volatility of consumer debt risk using a heterogeneous agents model: The case of Chile pp. 209-220

Carlos Madeira

Systemic risk in a structural model of bank default linkages pp. 221-236

Yvonne Kreis and Dietmar P.J. Leisen

How sensitive is corporate debt to swings in commodity prices? pp. 237-258

Pablo Donders, Mauricio Jara Bertin and Rodrigo Wagner

Spillovers and relationships in cross border banking: The case of Chile11The views are those of the authors and do not represent those of the Central Bank of Chile or the Financial Market Commission. We thank Roberto Álvarez, José Miguel Benavente and Lucciano Villacorta for comments to previous versions of this paper, and especially the insightful comments and suggestions from anonymous referees at the Central Bank of Chile and the Journal of Financial Stability pp. 259-272

Andrés Alegría, Kevin Cowan and Pablo Garcia Silva

Volume 38, issue C, 2018

The impact of expanded bank powers on loan portfolio decisions pp. 1-17

Gökhan Torna

Measuring the propagation of financial distress with Granger-causality tail risk networks pp. 18-36

Fulvio Corsi, Fabrizio Lillo, Davide Pirino and Luca Trapin

Benefits and costs of a higher bank “leverage ratio” pp. 37-52

James Barth and Stephen Matteo Miller

SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK pp. 53-70

Hans Degryse, Kent Matthews and Tianshu Zhao

Contrasting financial and business cycles: Stylized facts and candidate explanations pp. 72-80

Paul Hiebert, Ivan Jaccard and Yves Schüler

The systemic implications of bail-in: A multi-layered network approach pp. 81-97

Anne-Caroline Hüser, Grzegorz Halaj, Christoffer Kok, Cristian Perales and Anton van der Kraaij

Bank lending and systemic risk: A financial-real sector network approach with feedback pp. 98-118

Thiago Silva, Michel Alexandre and Benjamin Tabak

Bank capital buffers around the world: Cyclical patterns and the effect of market power pp. 119-131

Oscar Carvallo Valencia and Alberto Ortiz

On the accuracy of alternative approaches for calibrating bank stress test models pp. 132-146

Paul Kupiec

Volume 37, issue C, 2018

Can parents protect their children? Risk comparison analysis between affiliates of multi- and single-bank holding companies pp. 1-10

Kim Cuong Ly, Frank Hong Liu and Kwaku Opong

Corporate bond clawbacks as contingent capital for banks pp. 11-24

Fernando Díaz, Gabriel Ramirez and Liuling Liu

Fishing the Corporate Social Responsibility risk factors pp. 25-48

Leonardo Becchetti, Rocco Ciciretti and Ambrogio Dalò

The dark side of stress tests: Negative effects of information disclosure pp. 49-59

Roman Goncharenko, Juraj Hledik and Roberto Pinto

Are charter value and supervision aligned? A segmentation analysis pp. 60-73

Juan Aparicio, Miguel Duran, Ana Lozano-Vivas and Jesus T. Pastor

Cyclicality of growth opportunities and the value of cash holdings pp. 74-96

Meike Ahrends, Wolfgang Drobetz and Tatjana Xenia Puhan

Bank capital, institutional environment and systemic stability pp. 97-106

Deniz Anginer, Asli Demirguc-Kunt and Davide Salvatore Mare

Post-crisis regulatory reform in banking: Address insolvency risk, not illiquidity! pp. 107-111

Anjan Thakor

Assessing macroprudential tools in OECD countries within a cointegration framework pp. 112-130

Oriol Carreras, E Davis and Rebecca Piggott