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 36, issue C, 2018

Interest rate risk management with debt issues: Evidence from Europe pp. 1-11

Frédéric Délèze and Timo Korkeamäki

Interest rate pass-through in the euro area: Financial fragmentation, balance sheet policies and negative rates pp. 12-21

Roman Horvath, Jana Kotlebova and Mária Širaňová

Does Islamic banking offer a natural hedge for business cycles? Evidence from a dual banking system pp. 22-38

Ahmet Aysan and Huseyin Ozturk

The effect of the financial crisis on default by Spanish households pp. 39-52

Carlos Aller and Charles Grant

Fixed costs and capital regulation: Impacts on the structure of banking markets and aggregate loan quality pp. 53-65

Enzo Dia and David VanHoose

Can bubble theory foresee banking crises? pp. 66-81

Timo Virtanen, Eero Tölö, Matti Virén and Katja Taipalus

The consequences of liquidity imbalance: When net lenders leave interbank markets pp. 82-97

Aneta Hryckiewicz and Lukasz Kozlowski

Do institutions trade ahead of false news? Evidence from an emerging market pp. 98-113

Qian Li, Jiamin Wang and Liang Bao

The impact of loan loss provisioning on bank capital requirements pp. 114-129

Steffen Krüger, Daniel Rösch and Harald Scheule

The effect of the political connections of government bank CEOs on bank performance during the financial crisis pp. 130-143

Hung-Kun Chen, Yin-Chi Liao, Chih-Yung Lin and Ju-Fang Yen

Credit risk and monetary pass-through—Evidence from Chile pp. 144-158

Michael Pedersen

CMBS market efficiency: The crisis and the recovery pp. 159-186

Andreas D. Christopoulos and Robert Jarrow

Divestitures and the financial conglomerate excess value pp. 187-207

Claudia Curi and Maurizio Murgia

Better safe than sorry? CEO inside debt and risk-taking in bank acquisitions pp. 208-224

Abhishek Srivastav, Seth Armitage, Jens Hagendorff and Tim King

Bank value and geographic diversification: regional vs global pp. 225-245

Canan Yildirim and Georgios Efthyvoulou

Persistent liquidity shocks and interbank funding pp. 246-262

Marcel Bluhm

Debt, recovery rates and the Greek dilemma pp. 265-278

C.A.E. Goodhart, Udara Peiris and Dimitrios Tsomocos

Measuring systemic vulnerability in European banking systems pp. 279-292

Heather Gibson, Stephen Hall and George Tavlas

Crisis, contagion and international policy spillovers under foreign ownership of banks pp. 293-304

Michal Brzoza-Brzezina, Marcin Kolasa and Krzysztof Makarski

Financial stability in Europe: Banking and sovereign risk pp. 305-321

Jan Bruha and Evžen Kočenda

Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets pp. 322-335

Robert Kelly and O’Toole, Conor

Central bank communication and financial markets: New high-frequency evidence pp. 336-345

Pavel Gertler and Roman Horvath

Financial stress and its non-linear impact on CEE exchange rates pp. 346-360

Tomas Adam, Soňa Benecká and Jakub Matějů

Volume 35, issue C, 2018

Multiplex interbank networks and systemic importance: An application to European data pp. 17-37

Iñaki Aldasoro and Iván Alves

Stressed to the core: Counterparty concentrations and systemic losses in CDS markets pp. 38-52

Jill Cetina, Mark Paddrik and Sriram Rajan

How does risk flow in the credit default swap market? pp. 53-74

D’Errico, Marco, Stefano Battiston, Tuomas Peltonen and Martin Scheicher

Identifying central bank liquidity super-spreaders in interbank funds networks pp. 75-92

Carlos León, Clara Machado and Miguel Sarmiento

Interconnectedness as a source of uncertainty in systemic risk pp. 93-106

Tarik Roukny, Stefano Battiston and Joseph Stiglitz

The missing links: A global study on uncovering financial network structures from partial data pp. 107-119

Kartik Anand, Iman Lelyveld, Adam Banai, Soeren Friedrich, Rodney Garratt, Grzegorz Halaj, Jose Fique, Ib Hansen, Serafín Martínez Jaramillo, Hwayun Lee, José Luis Molina-Borboa, Stefano Nobili, Sriram Rajan, Dilyara Salakhova, Thiago Silva, Laura Silvestri and Sergio Rubens Stancato de Souza

Financial stability in networks of financial institutions and market infrastructures pp. 120-135

Ron Berndsen, Carlos León and Luc Renneboog

How did the Greek credit event impact the credit default swap market? pp. 136-158

Grzegorz Halaj, Tuomas A. Peltonen and Martin Scheicher

Information contagion and systemic risk pp. 159-171

Toni Ahnert and Co-Pierre Georg

Is trouble brewing for emerging market economies? An empirical analysis of emerging market economies’ bond flows pp. 172-191

Manuel Ramos-Francia and Santiago Garcia-Verdu

Liquidity and default in an exchange economy pp. 192-214

Juan Francisco Martínez S. and Dimitrios Tsomocos

Identifying excessive credit growth and leverage pp. 215-225

Lucia Alessi and Carsten Detken

Network linkages to predict bank distress pp. 226-241

Andreea Constantin, Tuomas A. Peltonen and Peter Sarlin

Volume 34, issue C, 2018

Measuring systemic risk across financial market infrastructures pp. 1-11

Fuchun Li and Hector Perez-Saiz

A contemporary survey of islamic banking literature pp. 12-43

M. Kabir Hassan and Sirajo Aliyu

Reputational shocks and the information content of credit ratings pp. 44-60

Mascia Bedendo, Lara Cathcart and Lina El-Jahel

To be bailed out or to be left to fail? A dynamic competing risks hazard analysis pp. 61-85

Nikolaos Papanikolaou

Flexible and mandatory banking supervision pp. 86-104

Alessandro De Chiara, Luca Livio and Jorge Ponce

Syndication, interconnectedness, and systemic risk pp. 105-120

Jian Cai, Frederik Eidam, Anthony Saunders and Sascha Steffen

The performance of European equity carve-outs pp. 121-135

Apostolos Dasilas and Stergios Leventis

Financial stress and equilibrium dynamics in term interbank funding markets pp. 136-149

Emre Yoldas and Zeynep Senyuz

Measuring sovereign contagion in Europe pp. 150-181

Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo and Roberto Rigobon

Volume 33, issue C, 2017

The effect of foreclosure laws on securitization: Evidence from U.S. states pp. 1-22

Kristoffer Milonas

The value of bank capital buffers in maintaining financial system resilience pp. 23-40

Christina Bui, Harald Scheule and Eliza Wu

How does long-term finance affect economic volatility? pp. 41-59

Asli Demirguc-Kunt, Balint Horvath and Harry Huizinga

An international forensic perspective of the determinants of bank CDS spreads pp. 60-70

Nadia Benbouzid, Sushanta Mallick and Ricardo Sousa

An overlapping generations model of taxpayer bailouts of banks pp. 71-80

Oz Shy and Rune Stenbacka

Bank opacity and risk-taking: Evidence from analysts’ forecasts pp. 81-95

Samuel Fosu, Collins Ntim, William Coffie and Victor Murinde

Heterogeneous market structure and systemic risk: Evidence from dual banking systems pp. 96-119

Pejman Abedifar, Paolo Giudici and Shatha Qamhieh Hashem

How vulnerable are international financial markets to terrorism? An empirical study based on terrorist incidents worldwide pp. 120-132

Sanjay Goel, Seth Cagle and Hany Shawky

Interbank market failure and macro-prudential policies pp. 133-149

Luisa Corrado and Tobias Schuler

International stock market leadership and its determinants pp. 150-162

Charlie X. Cai, Asma Mobarek and Qi Zhang

Not all emerging markets are the same: A classification approach with correlation based networks pp. 163-186

Ahmet Sensoy, Kevser Ozturk, Erk Hacihasanoglu and Benjamin Tabak

Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust pp. 187-206

Jordi Paniagua, Juan Sapena and Cecilio Tamarit

Evaluating the effectiveness of the new EU bank regulatory framework: A farewell to bail-out? pp. 207-223

Peter Benczur, Giuseppina Cannas, Jessica Cariboni, Francesca Erica Di Girolamo, Sara Maccaferri and Marco Petracco Giudici

Collateralization, leverage, and stressed expected loss pp. 226-243

Eric Jondeau and Amir Khalilzadeh

The fall of Spanish cajas: Lessons of ownership and governance for banks pp. 244-260

Alfredo Martin-Oliver, Sonia Ruano and Vicente Salas-Fumás

Interest rate liberalization and capital adequacy in models of financial crises pp. 261-272

Ray Barrell, Dilruba Karim and Alexia Ventouri

The concentration–stability controversy in banking: New evidence from the EU-25 pp. 273-284

Pieter IJtsma, Laura Spierdijk and Sherrill Shaffer

Determinants of risk in the banking sector during the European Financial Crisis pp. 285-296

Kyriaki Kosmidou, Dimitrios Kousenidis, Anestis Ladas and Christos Negkakis

What drives the liquidity of sovereign bonds when markets are under stress? An assessment of the new Basel 3 rules on bank liquid assets pp. 297-310

Giovanni Petrella and Andrea Resti

Sovereign collateral as a Trojan Horse: Why do we need an LCR+ pp. 311-330

Christian Buschmann and Christian Schmaltz

Bank regulatory arbitrage via risk weighted assets dispersion pp. 331-345

Giovanni Ferri and Valerio Pesic

Network centrality and funding rates in the e-MID interbank market pp. 346-365

Asena Temizsoy, Giulia Iori and Gabriel Montes-Rojas

Wealth and risk implications of the Dodd-Frank Act on the U.S. financial intermediaries pp. 366-379

Kostas Andriosopoulos, Ka Kei Chan, Panagiotis Dontis-Charitos and Sotiris K. Staikouras