Journal of Financial Intermediation

1990 - 2025

Current editor(s): Elu von Thadden

From Elsevier
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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

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 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

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 Zaldokas
Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem pp. 93-106: Eero Tölö, Esa Jokivuolle and Matti Virén

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

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 Maria Martinez Peria
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

Rules for the Lender of Last Resort: Introduction pp. 1-3: Charles W. Calomiris and Allan Meltzer
The dark side of liquidity creation: Leverage and systemic risk pp. 4-21: Viral Acharya and Anjan Thakor
Law as a constraint on bailouts: Emergency support for central counterparties pp. 22-31: Virginia G. France and Charles Kahn
Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area pp. 32-47: Carlos Garcia-de-Andoain, Florian Heider, Marie Hoerova and Simone Manganelli
Political foundations of the lender of last resort: A global historical narrative pp. 48-65: Charles W. Calomiris, Marc Flandreau and Luc Laeven

The foundations of financial inclusion: Understanding ownership and use of formal accounts pp. 1-30: Franklin Allen, Asli Demirguc-Kunt, Leora Klapper and Maria Martinez Peria
Informal or formal financing? Evidence on the co-funding of Chinese firms pp. 31-50: Hans Degryse, Liping Lu and Steven Ongena
Should cross-border banking benefit from the financial safety net? pp. 51-67: Ata Bertay, Asli Demirguc-Kunt and Harry Huizinga
When good investments go bad: The contraction in community bank lending after the 2008 GSE takeover pp. 68-88: Tara Rice and Jonathan Rose
CEO power, government monitoring, and bank dividends pp. 89-117: Enrico Onali, Ramilya Galiakhmetova, Philip Molyneux and Giuseppe Torluccio
Banks and shadow banks: Competitors or complements? pp. 118-131: Lucyna Gornicka

Corporate governance and bank capitalization strategies pp. 1-27: Deniz Anginer, Asli Demirguc-Kunt, Harry Huizinga and Kebin Ma
Reexamining the empirical relation between loan risk and collateral: The roles of collateral liquidity and types pp. 28-46: Allen N. Berger, W Frame and Vasso Ioannidou
Hold-up and the use of performance-sensitive debt pp. 47-67: Tim R. Adam and Daniel Streitz
Credit rationing in small firm-bank relationships pp. 68-99: Karolin Kirschenmann
Too much of a good thing? A theory of short-term debt as a sorting device pp. 100-114: Philipp Johann König and David Pothier
Bank liquidity creation following regulatory interventions and capital support pp. 115-141: Allen N. Berger, Christa H.S. Bouwman, Thomas Kick and Klaus Schaeck
The benefits of option use by mutual funds pp. 142-168: Markus Natter, Martin Rohleder, Dominik Schulte and Marco Wilkens