Journal of Financial Intermediation

1990 - 2025

Current editor(s): Elu von Thadden

From Elsevier
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Regulatory arbitrage and the efficiency of banking regulation: Pierre Boyer and Hubert Kempf
Firms’ financial and real responses to credit supply shocks: Evidence from firm-bank relationships in Germany: Nadja Dwenger, Frank Fossen and Martin Simmler
An examination of bank behavior around Federal Reserve stress tests: Marcia Millon Cornett, Kristina Minnick, Patrick J. Schorno and Hassan Tehranian
Risk-weighted capital requirements and portfolio rebalancing: Ragnar Juelsrud and Ella Getz Wold
Credit ratings and structured finance: Jens Josephson and Joel Shapiro
Why do bank-dependent firms bear interest-rate risk?: Divya Kirti
Fintech and banking: What do we know?: Anjan Thakor

Credit Relationships in the great trade collapse. Micro evidence from Europe: Giovanni Ferri, Raoul Minetti and Pierluigi Murro
Half-full or half-empty? Financial institutions, CDS use, and corporate credit risk: Cecilia Caglio, Matthew Darst and Eric Parolin
Identifying credit supply shocks with bank-firm data: Methods and applications: Hans Degryse, Olivier De Jonghe, Sanja Jakovljević, Klaas Mulier and Glenn Schepens
Bank shocks and firm performance: New evidence from the sovereign debt crisis: Luísa Farinha, Marina-Eliza Spaliara and Serafeim Tsoukas

Customers and investors: A framework for understanding the evolution of financial institutions pp. 4-18: Robert Merton and Richard Thakor
Understanding informal financing pp. 19-33: Franklin Allen, Meijun Qian and Jing Xie
Collateral, rehypothecation, and efficiency pp. 34-46: Hyejin Park and Charles Kahn
CLO trading and collateral manager bank affiliation pp. 47-58: Stavros Peristiani and Joao Santos
Bank culture pp. 59-79: Fenghua Song and Anjan Thakor

On reaching for yield and the coexistence of bubbles and negative bubbles pp. 1-10: Viral Acharya and Hassan Naqvi
On the efficiency of long intermediation chains pp. 11-18: Vincent Glode, Christian Opp and Xingtan Zhang
Pitfalls in systemic-risk scoring pp. 19-44: Sylvain Benoit, Christophe Hurlin and Christophe Perignon
U.S. exchange upgrades: Reducing uncertainty through a two-stage IPO pp. 45-57: Rebel Cole, Ioannis V. Floros and Vladimir I. Ivanov
Strategic complementarities and money market fund liquidity management pp. 58-68: Jonathan Witmer
Misspecifications in the fund flow-performance relationship pp. 69-81: Yeonjeong Ha and Kwangsoo Ko

Learning by lending pp. 1-14: Matthew Botsch and Victoria Vanasco
Changing corporate governance norms: Evidence from dual class shares in the UK pp. 15-27: Fabio Braggion and Mariassunta Giannetti
Labor unions and corporate financial leverage: The bargaining device versus crowding-out hypotheses pp. 28-44: Keegan Woods, Kelvin Jui Keng Tan and Robert Faff
Government guarantees of loans to small businesses: Effects on banks’ risk-taking and non-guaranteed lending pp. 45-57: James A. Wilcox and Yukihiro Yasuda
Foreign booms, domestic busts: The global dimension of banking crises pp. 58-74: Ambrogio Cesa-Bianchi, Fernando Eguren Martin and Gregory Thwaites
Debt overhang and non-distressed debt restructuring pp. 75-88: Pascal Frantz and Norvald Instefjord
LTV policy as a macroprudential tool and its effects on residential mortgage loans pp. 89-103: Peter Morgan, Paulo Regis and Nimesh Salike

Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises pp. 1-15: Pierluigi Balduzzi, Emanuele Brancati and Fabio Schiantarelli
Do credit shocks affect labor demand? Evidence for employment and wages during the financial crisis pp. 16-27: Alexander Popov and Jörg Rocholl
Economic crisis and the demise of a popular contractual form: Building & Loans in the 1930s pp. 28-44: Sebastian Fleitas, Price Fishback and Kenneth Snowden
Did the bank capital relief induced by the Supporting Factor enhance SME lending? pp. 45-57: Sergio Mayordomo and Maria Rodriguez-Moreno
Credit ratings, private information, and bank monitoring ability pp. 58-73: Leonard Nakamura and Kasper Roszbach
A comprehensive view on risk reporting: Evidence from supervisory data pp. 74-85: Puriya Abbassi and Michael Schmidt
Gender difference and intra-household economic power in mortgage signing order pp. 86-100: Sumit Agarwal, Richard Green, Eric Rosenblatt, Vincent W. Yao and Jian Zhang
Bank liquidity creation and CEO optimism pp. 101-117: Shu-Chun Huang, Wei-Da Chen and Yehning Chen

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 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

“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 Ozde Oztekin
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

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: M. 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 Acharya, Allen N. Berger and Raluca 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