Journal of Financial Intermediation

1990 - 2018

Current editor(s): Elu von Thadden

From Elsevier
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Volume 35, issue PB, 2018

Capital requirements, monetary policy and risk shifting in the mortgage market pp. 3-16

Arzu Uluc and Tomasz Wieladek

Why bank capital matters for monetary policy pp. 17-29

Leonardo Gambacorta and Hyun Song Shin

The impact of liquidity regulation on banks pp. 30-44

Ryan N. Banerjee and Hitoshi Mio

Liquidity policies and systemic risk pp. 45-60

Tobias Adrian and Nina Boyarchenko

Convertible bonds and bank risk-taking pp. 61-80

Natalya Martynova and Enrico Perotti

Volume 35, issue PA, 2018

“Low-For-Long” interest rates and banks’ interest margins and profitability: Cross-country evidence pp. 1-16

Stijn Claessens, Nicholas Coleman and Michael Donnelly

Why do some banks contribute more to global systemic risk? pp. 17-40

Denefa Bostandzic and Gregor N.F. Weiß

Global leverage adjustments, uncertainty, and country institutional strength pp. 41-56

Gönül Çolak, Ali Gungoraydinoglu and Özde Öztekin

Competition and bank stability pp. 57-69

Martin R. Goetz

The effect of mortgage broker licensing under the originate-to-distribute model: Evidence from the U.S. mortgage market pp. 70-85

Lan Shi and Yan Zhang

The real effects of banking supervision: Evidence from enforcement actions pp. 86-101

Piotr Danisewicz, Danny McGowan, Enrico Onali and Klaus Schaeck

Banking deregulation and credit supply: Distinguishing the balance sheet and the competition channels pp. 102-119

Yongqiang Chu

Volume 34, issue C, 2018

Do higher capital standards always reduce bank risk? The impact of the Basel leverage ratio on the U.S. triparty repo market pp. 3-16

Meraj Allahrakha, Jill Cetina and Benjamin Munyan

Macroprudential policy and the revolving door of risk: Lessons from leveraged lending guidance pp. 17-31

Sooji Kim, Matthew Plosser and Joao Santos

The joint regulation of bank liquidity and bank capital pp. 32-46

Robert DeYoung, Isabelle Distinguin and Amine Tarazi

Differential bank behaviors around the Dodd–Frank Act size thresholds pp. 47-57

Christa H.S. Bouwman, Hu, Shuting (Sophia) and Shane A. Johnson

Lending implications of U.S. bank stress tests: Costs or benefits? pp. 58-90

Viral V. Acharya, Allen N. Berger and Raluca A. Roman

Competition and complementarities in retail banking: Evidence from debit card interchange regulation pp. 91-108

Benjamin S. Kay, Mark D. Manuszak and Cindy M. Vojtech

The Credit Card Act and consumer finance company lending pp. 109-119

Gregory Elliehausen and Simona M. Hannon

Volume 33, issue C, 2018

Concentrating on q and cash flow pp. 1-15

Gustavo Grullon, John Hund and James P. Weston

Near-money premiums, monetary policy, and the integration of money markets: Lessons from deregulation pp. 16-32

Mark Carlson and David Wheelock

How effective are macroprudential policies? An empirical investigation pp. 33-57

Ozge Akinci and Jane Olmstead-Rumsey

Trading by bank insiders before and during the 2007–2008 financial crisis pp. 58-82

Peter Cziraki

Optimal pay regulation for too-big-to-fail banks pp. 83-97

John Thanassoulis and Misa Tanaka

Seasoned equity offerings and customer–supplier relationships pp. 98-114

William C. Johnson, Jun-Koo Kang, Ronald Masulis and Sangho Yi

Does competition aggravate moral hazard? A Multi-Principal-Agent experiment pp. 115-121

Olga Rud, Jean Paul Rabanal and John Horowitz

Volume 32, issue C, 2017

Bank loan supply responses to Federal Reserve emergency liquidity facilities pp. 1-15

Allen N. Berger, Lamont K. Black, Christa H.S. Bouwman and Jennifer Dlugosz

Bank recapitalization and economic recovery after financial crises pp. 16-28

Timotej Homar and Sweder van Wijnbergen

Realized bank risk during the great recession pp. 29-44

Yener Altunbas, Simone Manganelli and David Marques-Ibanez

Stock markets, credit markets, and technology-led growth pp. 45-59

James R. Brown, Gustav Martinsson and Bruce Petersen

Partial adjustment to public information in the pricing of IPOs pp. 60-75

Einar Bakke, Tore E. Leite and Karin Thorburn

Does OTC derivatives reform incentivize central clearing? pp. 76-87

Samim Ghamami and Paul Glasserman

Information asymmetry and risk transfer markets pp. 88-99

Eric Stephens and James Thompson

Volume 31, issue C, 2017

What do a million observations have to say about loan defaults? Opening the black box of relationships pp. 1-15

Manju Puri, Jörg Rocholl and Sascha Steffen

When does relationship lending start to pay? pp. 16-29

Germán López-Espinosa, Sergio Mayordomo and Antonio Moreno

Flight-to-liquidity, market uncertainty, and the actions of mutual fund investors pp. 30-44

Azi Ben-Rephael

Institutional ownership and return predictability across economically unrelated stocks pp. 45-63

George P. Gao, Pamela C. Moulton and David T. Ng

The importance of size in private equity: Evidence from a survey of limited partners pp. 64-76

Marco Da Rin and Ludovic Phalippou

Information transfers among co-owned firms pp. 77-92

Massimo Massa and Alminas Žaldokas

Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem pp. 93-106

Eero Tölö, Esa Jokivuolle and Matti Virén

Volume 30, issue C, 2017

How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007 pp. 1-34

Viral V. Acharya, Gara Afonso and Anna Kovner

Monetary policy and bank risk-taking: Evidence from the corporate loan market pp. 35-49

Teodora Paligorova and Joao Santos

Contagion effects in strategic mortgage defaults pp. 50-60

Ryan Goodstein, Paul Hanouna, Carlos Ramirez and Christof W. Stahel

Information externalities in the credit market and the spell of credit rationing pp. 61-70

Ugo Albertazzi, Margherita Bottero and Gabriele Sene

Asset fire sales in equity markets: Evidence from a quasi-natural experiment pp. 71-85

Borja Larrain, Daniel Muñoz and José Tessada

How do financial institutions react to a tax increase? pp. 86-106

Alexander Schandlbauer

Corporate risk management, product market competition, and disclosure pp. 107-121

Daniel Hoang and Martin Ruckes

Volume 29, issue C, 2017

Evaluating the information in the federal reserve stress tests pp. 1-18

Mark Flannery, Beverly Hirtle and Anna Kovner

Foreign bank subsidiaries' default risk during the global crisis: What factors help insulate affiliates from their parents? pp. 19-31

Deniz Anginer, Eugenio Cerutti and María Soledad Martínez Pería

Does bank loan supply affect the supply of equity capital? Evidence from new share issuance and withdrawal pp. 32-45

Mikael C. Bergbrant, Daniel Bradley and Delroy M. Hunter

How credible is a too-big-to-fail policy? International evidence from market discipline pp. 46-67

Elena Cubillas, Ana I. Fernández and Francisco González

Trade credit and the joint effects of supplier and customer financial characteristics pp. 68-80

Jaideep Shenoy and Ryan Williams

How do insured deposits affect bank risk? Evidence from the 2008 Emergency Economic Stabilization Act pp. 81-102

Claudia Lambert, Felix Noth and Ulrich Schüwer