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Content
2021, Volume 54, Issue C
- S1572308921000371 Climate risks and weather derivatives: A copula-based pricing model
by Bressan, Giacomo Maria & Romagnoli, Silvia
- S1572308921000383 Measuring the systemic importance of banks
by Moratis, Georgios & Sakellaris, Plutarchos
- S1572308921000395 Debt holder monitoring and implicit guarantees: Did the BRRD improve market discipline?
by Cutura, Jannic Alexander
- S1572308921000401 A survival analysis of public guaranteed loans: Does financial intermediary matter?
by Caselli, Stefano & Corbetta, Guido & Cucinelli, Doriana & Rossolini, Monica
- S1572308921000413 When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program
by Galema, Rients & Lugo, Stefano
- S1572308921000425 The going-public decision and firm risk
by Meles, Antonio & Salerno, Dario & Sampagnaro, Gabriele & Fu, Mengchuan
- S1572308921000437 From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices
by Choi, Chi-Young & Hansz, J. Andrew
- S1572308921000462 Ownership and bank efficiency in Africa: True fixed effects stochastic frontier analysis
by Mutarindwa, Samuel & Siraj, Ibrahim & Stephan, Andreas
- S1572308921000474 ESG investing: A chance to reduce systemic risk
by Cerqueti, Roy & Ciciretti, Rocco & Dalò, Ambrogio & Nicolosi, Marco
- S1572308921000504 Customer concentration and corporate risk-taking
by Cao, Yue & Dong, Yizhe & Ma, Diandian & Sun, Li
- S157230892100036X Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions
by Flori, Andrea & Pammolli, Fabio & Spelta, Alessandro
2021, Volume 53, Issue C
- S1572308920300954 Stock exchange consolidation and cross-border investment: An empirical assessment
by Giofré, Maela
- S1572308920301170 CoMap: Mapping Contagion in the Euro Area Banking Sector
by Covi, Giovanni & Gorpe, Mehmet Ziya & Kok, Christoffer
- S1572308920301194 The SKEW index: Extracting what has been left
by Bevilacqua, Mattia & Tunaru, Radu
- S1572308920301212 Macroprudential policy and its impact on the credit cycle
by De Schryder, Selien & Opitz, Frederic
- S1572308920301224 Lending pro-cyclicality and macroprudential policy: Evidence from Japanese LTV ratios
by Ono, Arito & Uchida, Hirofumi & Udell, Gregory F. & Uesugi, Iichiro
- S1572308920301236 Cross-border effects of prudential regulation: Evidence from the euro area
by Franch, Fabio & Nocciola, Luca & Żochowski, Dawid
- S1572308920301248 Consumer defaults and social capital⋆
by Clark, Brian & Hasan, Iftekhar & Lai, Helen & Li, Feng & Siddique, Akhtar
- S1572308920301327 The impact of organization capital on firm innovation
by Francis, Bill & Mani, Suresh Babu & Sharma, Zenu & Wu, Qiang
- S1572308920301339 Insider pledging in the U.S
by Shen, Yinjie (Victor) & Wang, Wei & Zhou, Fuzhao
- S1572308920301376 Inflation targeting and financial conditions: UK monetary policy during the great moderation and financial crisis
by Zhu, Sheng & Kavanagh, Ella & O’Sullivan, Niall
- S1572308920301388 Does political influence distort banking regulation? Evidence from the US
by Papadimitri, Panagiota & Pasiouras, Fotios & Pescetto, Gioia & Wohlschlegel, Ansgar
- S1572308920301406 Financing firms in hibernation during the COVID-19 pandemic
by Didier, Tatiana & Huneeus, Federico & Larrain, Mauricio & Schmukler, Sergio L.
- S1572308920301431 The impact of the coronavirus crisis on the market price of risk
by Delis, Manthos D. & Savva, Christos S. & Theodossiou, Panayiotis
- S1572308920301443 How economic policy uncertainty affects the cost of raising equity capital: Evidence from seasoned equity offerings
by Chan, Yue-Cheong & Saffar, Walid & Wei, K.C. John
- S1572308921000012 Natural catastrophes and financial depth: An empirical analysis
by Horvath, Roman
- S1572308921000024 Bank capital and the cost of equity
by Belkhir, Mohamed & Ben Naceur, Sami & Chami, Ralph & Samet, Anis
- S1572308921000036 Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks
by Zhang, Xingmin & Fu, Qiang & Lu, Liping & Wang, Qingyu & Zhang, Shuai
- S1572308921000103 Mortgage loan demand and banks’ operational efficiency
by Iosifidi, Maria & Panopoulou, Ekaterini & Tsoumas, Chris
- S1572308921000140 Debt rollover risk, credit default swap spread and stock returns: Evidence from the COVID-19 crisis
by Liu, Ya & Qiu, Buhui & Wang, Teng
- S157230892030139X Fintech: what’s old, what’s new?
by Boot, Arnoud & Hoffmann, Peter & Laeven, Luc & Ratnovski, Lev
2021, Volume 52, Issue C
- S1572308920300978 Incorporating funding costs in top-down stress tests
by Korsgaard, Søren
- S1572308920300991 Solvency and wholesale funding cost interactions at UK banks
by Dent, Kieran & Hacıoğlu Hoke, Sinem & Panagiotopoulos, Apostolos
- S1572308920301005 Vulnerable asset management? The case of mutual funds
by Fricke, Christoph & Fricke, Daniel
- S1572308920301029 From stress testing to systemic stress testing: The importance of macroprudential regulation
by Vodenska, Irena & Aoyama, Hideaki & Becker, Alexander P. & Fujiwara, Yoshi & Iyetomi, Hiroshi & Lungu, Eliza
- S1572308920301030 The intrafirm complexity of systemically important financial institutions
by Lumsdaine, R.L. & Rockmore, D.N. & Foti, N.J. & Leibon, G. & Farmer, J.D.
- S1572308920301042 Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium
by Ferrari, Stijn & Van Roy, Patrick & Vespro, Cristina
- S1572308920301091 Effects of the international regulatory reforms over market liquidity of Mexican sovereign debt
by Lara, José Luis & López-Gallo, Fabrizio & Lord, Stefano & Romero, Alberto
- S1572308920301108 Quantification of systemic risk from overlapping portfolios in the financial system
by Poledna, Sebastian & Martínez-Jaramillo, Serafín & Caccioli, Fabio & Thurner, Stefan
- S1572308920301121 Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem
by Pichler, Anton & Poledna, Sebastian & Thurner, Stefan
- S1572308920301133 Common asset holdings and systemic vulnerability across multiple types of financial institution
by Barucca, Paolo & Mahmood, Tahir & Silvestri, Laura
- S1572308920301145 Collateral Unchained: Rehypothecation networks, concentration and systemic effects
by Luu, Duc Thi & Napoletano, Mauro & Barucca, Paolo & Battiston, Stefano
2020, Volume 51, Issue C
- S1572308920300607 Policy uncertainty and bank stress testing
by Kupiec, Paul H.
- S1572308920300620 Avoiding the fall into the loop: Isolating the transmission of bank-to-sovereign distress in the Euro Area
by Böhm, Hannes & Eichler, Stefan
- S1572308920300772 The contribution of shadow insurance to systemic risk
by Leong, Soon Heng & Pellegrini, Carlo Bellavite & Urga, Giovanni
- S1572308920300796 A zero-risk weight channel of sovereign risk spillovers
by Kirschenmann, Karolin & Korte, Josef & Steffen, Sascha
- S1572308920300814 Labor unions and bank risk culture: evidence from the financial crisis
by Bui, Dien Giau & Chen, Yan-Shing & Hsu, Hsing-Hua & Lin, Chih-Yung
- S1572308920300838 A cautionary tale of two extremes: The provision of government liquidity support in the banking sector
by Bui, Christina & Scheule, Harald & Wu, Eliza
- S1572308920300851 Do political connections shield from negative shocks? Evidence from rating changes in advanced emerging economies
by Jackowicz, Krzysztof & Kozłowski, Łukasz & Podgórski, Błażej & Winkler-Drews, Tadeusz
- S1572308920300942 Financial stability with sovereign debt
by Izumi, Ryuichiro
- S1572308920300966 Environmental regulation and the cost of bank loans: International evidence
by Fard, Amirhossein & Javadi, Siamak & Kim, Incheol
- S1572308920301182 Supply chain hierarchical position and firms’ information quality
by Bai, Xuelian & Fang, Ruirui & Henry, Elaine & Hu, Nan
- S1572308920301200 Does low synchronicity mean more or less informative prices? Evidence from an emerging market
by Li, Mingsheng & Liu, Desheng & Peng, Hongfeng & Zhang, Luxiu
- S157230892030084X Watch out for bailout: TARP and bank earnings management
by Fan, Yaoyao & Huang, Yichu & Jiang, Yuxiang & Liu, Frank Hong
2020, Volume 50, Issue C
- S1572308920300619 Components of credit rationing
by Beyhaghi, Mehdi & Firoozi, Fathali & Jalilvand, Abol & Samarbakhsh, Laleh
- S1572308920300711 Are bank capital requirements optimally set? Evidence from researchers’ views
by Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim
- S1572308920300723 Illiquidity as a signal
by Jorge, José & Kahn, Charles M.
- S1572308920300759 Price discovery in Bitcoin: The impact of unregulated markets
by Alexander, Carol & Heck, Daniel F.
- S1572308920300760 Assessing the contribution of China’s financial sectors to systemic risk
by Morelli, David & Vioto, Davide
- S1572308920300784 Foreign Strategic Investors, State Ownership, and Non-interest Activities: Evidence from China
by Cheng, Maoyong & Zhao, Hong & Zhou, Mingming
- S1572308920300802 Bank runs, portfolio choice, and liquidity provision
by Ahnert, Toni & Elamin, Mahmoud
- S1572308920300826 Sovereign bonds, coskewness, and monetary policy regimes
by Li, Yulin & Wald, John K. & Wang, Zijun
2020, Volume 49, Issue C
- S1572308920300218 Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries
by Sleibi, Yacoub & Casalin, Fabrizio & Fazio, Giorgio
- S1572308920300243 Predicting systemic financial crises with recurrent neural networks
by Tölö, Eero
- S1572308920300486 Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis
by Jin, Xisong & Nadal De Simone, Francisco
- S1572308920300553 Do bank bailouts have an impact on the underwriting business?
by Carbó-Valverde, Santiago & Cuadros-Solas, Pedro J. & Rodríguez-Fernández, Francisco
- S1572308920300565 Investment, depreciation and obsolescence of R&D
by Chinloy, Peter & Jiang, Cheng & John, Kose
- S1572308920300577 Is accounting enforcement related to risk-taking in the banking industry?
by Dal Maso, Lorenzo & Kanagaretnam, Kiridaran & Lobo, Gerald J. & Mazzi, Francesco
- S1572308920300589 Reputational dynamics in financial networks during a crisis
by Zhang, Simpson & van der Schaar, Mihaela
- S1572308920300590 Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies
by Bekiros, Stelios & Nilavongse, Rachatar & Uddin, Gazi Salah
2020, Volume 48, Issue C
- S1572308920300188 Geographic technological diversification and firm innovativeness
by Wen, Jun & Zheng, Li
- S1572308920300231 Deposit insurance and bank dividend policy
by Che Johari, Edie Erman & Chronopoulos, Dimitris K. & Scholtens, Bert & Sobiech, Anna L. & Wilson, John O.S.
- S1572308920300267 Product demand sensitivity and the corporate diversification discount
by Siraj, Ibrahim & Hassan, M. Kabir & Maroney, Neal
- S157230892030019X Wisdom of crowds before the 2007–2009 global financial crisis
by Chau, Michael & Lin, Chih-Yung & Lin, Tse-Chun
- S157230892030022X The run on repo and the Fed’s response
by Gorton, Gary & Laarits, Toomas & Metrick, Andrew
2020, Volume 47, Issue C
2020, Volume 46, Issue C
- S1572308919306576 Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position
by Corbet, Shaen & Larkin, Charles & Lucey, Brian & Meegan, Andrew & Yarovaya, Larisa
- S1572308919306588 Deposit withdrawals from distressed banks: Client relationships matter
by Brown, Martin & Guin, Benjamin & Morkoetter, Stefan
- S1572308919306667 Strategic scope and bank performance
by Saunders, Anthony & Schmid, Markus & Walter, Ingo
- S1572308919306692 The impact of financial crises on the syndicated loan spreads applied to public and private firms
by Drago, Danilo & Gallo, Raffaele
- S1572308919306709 Do short sellers exploit risky business models of banks? Evidence from two banking crises
by Lin, Chih-Yung & Bui, Dien Giau & Lin, Tse-Chun
- S1572308919306710 The role of information disclosure in financial intermediation with investment risk
by Chen, Yi & Du, Kai
- S1572308919306722 Contagion through National and Regional Exposures to Foreign Banks during the Global Financial Crisis
by Park, Cyn-Young & Shin, Kwanho
- S1572308919306734 Banking supervision and external auditors: Theory and empirics
by Masciandaro, Donato & Peia, Oana & Romelli, Davide
- S157230891930659X Do social networks encourage risk-taking? Evidence from bank CEOs
by Dbouk, Wassim & Fang, Yiwei & Liu, Liuling & Wang, Haizhi
2019, Volume 45, Issue C
2019, Volume 44, Issue C
- v:44:y:2019:i:c:s1572308918304248 Buffer capital, loan portfolio quality and the performance of microfinance institutions: A global analysis
by Afrifa, Godfred Adjapong & Gyapong, Ernest & Zalata, Alaa Mansour
- v:44:y:2019:i:c:s1572308917308720 The European Bank Recovery and Resolution Directive: A market assessment
by Pancotto, Livia & ap Gwilym, Owain & Williams, Jonathan
- v:44:y:2019:i:c:s1572308918305321 Policy uncertainty and the maturity structure of corporate debt
by Datta, Sudip & Doan, Trang & Iskandar-Datta, Mai
- v:44:y:2019:i:c:s1572308918306582 Liquidity creation performance and financial stability consequences of Islamic banking: Evidence from a multinational study
by Berger, Allen N. & Boubakri, Narjess & Guedhami, Omrane & Li, Xinming
- v:44:y:2019:i:c:s1572308919303298 Economic policy uncertainty and banks’ loan pricing
by Ashraf, Badar Nadeem & Shen, Yinjie
- v:44:y:2019:i:c:s1572308918301475 Retail payments and the real economy
by Zhang, Yanying & Zhang, Gaiyan & Liu, Liuling & De Renzis, Tania & Schmiedel, Heiko
2019, Volume 43, Issue C
- 1-24 Institutional environment and bank capital ratios
by Alraheb, Tammuz H. & Nicolas, Christina & Tarazi, Amine
- 25-39 Depositor discipline during crisis: Flight to familiarity or trust in local authorities?
by Schoors, Koen & Semenova, Maria & Zubanov, Andrey
- 40-52 The financial market effects of the ECB's asset purchase programs
by Lewis, Vivien & Roth, Markus
- 53-78 How do lead banks use their private information about loan quality in the syndicated loan market?
by Balasubramanyan, Lakshmi & Berger, Allen N. & Koepke, Matthew M.
- 79-96 Global liquidity, house prices and policy responses
by Banti, Chiara & Phylaktis, Kate
- 97-115 Credit supply shocks and household leverage: Evidence from the US banking deregulation
by Brown, Sarah & Gray, Daniel & Montagnoli, Alberto
- 116-129 Does financial inclusion mitigate credit boom-bust cycles?
by López, Tania & Winkler, Adalbert
- 130-145 The impact of trade reporting and central clearing on CDS price informativeness
by Marra, Miriam & Yu, Fan & Zhu, Lu
- 146-166 Market monitoring and influence: evidence from deposit pricing and liability composition from 1986 to 2013
by Guo, Lin & Prezas, Alexandros P.
2019, Volume 42, Issue C
- 3-17 New monetary services (Divisia) indexes for the post-war U.S
by Anderson, Richard G. & Duca, John V. & Fleissig, Adrian R. & Jones, Barry E.
- 18-35 User cost of credit card services under risk with intertemporal nonseparability
by Barnett, William A. & Liu, Jinan
- 36-51 Measuring contagion risk in international banking
by Avdjiev, S. & Giudici, P. & Spelta, A.
- 52-66 Credit composition and the severity of post-crisis recessions
by Bezemer, Dirk & Zhang, Lu
- 67-74 Global liquidity, money growth and UK inflation
by Ellington, Michael & Milas, Costas
- 75-83 What can we learn from country-level liquidity in the EMU?
by El-Shagi, Makram & Kelly, Logan
- 84-89 Money and the Measurement of Total Factor Productivity
by Diewert, W. Erwin & Fox, Kevin J.
- 90-99 The optimal monetary instrument and the (mis)use of causality tests
by Keating, John W. & Smith, A. Lee
- 100-107 Structural changes and the role of monetary aggregates in the UK
by Bissoondeeal, Rakesh K. & Karoglou, Michail & Binner, Jane M.
- 108-114 Revealed preference tests of indirect and homothetic weak separability of financial assets, consumption and leisure
by Hjertstrand, Per & Swofford, James L.
- 115-135 Producing liquidity
by Fixler, Dennis & Zieschang, Kim
- 136-142 The dynamics of low-frequency liquidity measures: The developed versus the emerging market
by Będowska-Sójka, Barbara
2019, Volume 41, Issue C
- 1-13 Heterogeneous effects of credit constraints on SMEs’ employment: Evidence from the European sovereign debt crisis
by Cornille, David & Rycx, François & Tojerow, Ilan
- 14-24 Switching costs and financial stability
by Stenbacka, Rune & Takalo, Tuomas
- 25-42 How does hedge designation impact the market’s perception of credit risk?
by Anbil, Sriya & Saretto, Alessio & Tookes, Heather
- 45-54 Banking crises and crisis dating: Disentangling shocks and policy responses
by Boyd, John H. & De Nicolò, Gianni & Rodionova, Tatiana
- 55-72 Time to buy or just buying time? Lessons from October 2008 for the cross-border bailout of banks
by King, Michael R.
- 73-90 The collateral channel of open market operations
by Cassola, Nuno & Koulischer, François
- 91-104 The incentives of large sophisticated creditors to run on a too big to fail financial institution
by Carlson, Mark & Rose, Jonathan
2019, Volume 40, Issue C
- 1-14 What influences banks’ choice of credit risk management practices? Theory and evidence
by Bülbül, Dilek & Hakenes, Hendrik & Lambert, Claudia
- 15-37 Shareholder protection and bank executive compensation after the global financial crisis
by Abascal, Ramón & González, Francisco
- 38-49 Do different forms of government ownership matter for bank capital behavior? Evidence from China
by Jiang, Chunxia & Liu, Hong & Molyneux, Philip
- 53-63 Creditor rights and the market power-stability relationship in banking
by Biswas, Swarnava (Sonny)
- 64-76 Information sharing, credit booms and financial stability: Do developing economies differ from advanced countries?
by Guérineau, Samuel & Léon, Florian
- 77-93 Volatile capital flows and economic growth: The role of banking supervision
by Neanidis, Kyriakos C.
- 94-109 Fiscal policy with banks and financial frictions
by Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos
- 110-131 Central banks’ preferences and banking sector vulnerability
by Levieuge, G. & Lucotte, Y. & Pradines-Jobet, F.
- 132-143 National culture and bank risk-taking
by Mourouzidou-Damtsa, Stella & Milidonis, Andreas & Stathopoulos, Konstantinos
- 144-158 Financial exclusion in the USA: Looking beyond demographics
by Mylonidis, Nikolaos & Chletsos, Michael & Barbagianni, Vanessa
2018, Volume 39, Issue C
- 1-27 Basel III and bank-lending: Evidence from the United States and Europe
by Ben Naceur, S. & Marton, Katherin & Roulet, Caroline
- 28-45 Policy uncertainty, investment, and the cost of capital
by Drobetz, Wolfgang & El Ghoul, Sadok & Guedhami, Omrane & Janzen, Malte
- 46-65 The real effects of bank-driven termination of relationships: Evidence from loan-level matched data
by Nakashima, Kiyotaka & Takahashi, Koji
- 66-78 The G-20′s regulatory agenda and banks’ risk
by Cabrera, Matias & Dwyer, Gerald P. & Nieto, Maria J.
- 79-89 An empirical study of bank stress testing for auto loans
by Wu, Deming & Fang, Ming & Wang, Qing
- 90-103 Short selling in extreme events
by Geraci, Marco Valerio & Garbaravičius, Tomas & Veredas, David
- 104-124 The transmission of foreign monetary policy shocks into the United States through foreign banks
by Temesvary, Judit
- 125-132 Contagion through common borrowers
by Biswas, Swarnava S. & Gómez, Fabiana
- 133-143 How creditor rights affect the issuance of public debt: The role of credit ratings
by Gu, Xian & Kadiyala, Padma & Mahaney-Walter, Xin Wu
- 147-166 The impact of the IRB approach on the risk weights of European banks
by Pérez Montes, Carlos & Trucharte Artigas, Carlos & Cristófoli, María Elizabeth & Lavín San Segundo, Nadia
- 167-174 Does regulatory bank oversight impact economic activity? A local projections approach
by Hwa, Vivian & Kapinos, Pavel & Ramirez, Carlos D.
- 175-186 Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France
by de Bandt, Olivier & Camara, Boubacar & Maitre, Alexis & Pessarossi, Pierre
- 187-208 Prudential filters, portfolio composition at fair value and capital ratios in European banks
by Argimón, Isabel & Dietsch, Michel & Estrada, Ángel
- 209-220 Explaining the cyclical volatility of consumer debt risk using a heterogeneous agents model: The case of Chile
by Madeira, Carlos
- 221-236 Systemic risk in a structural model of bank default linkages
by Kreis, Yvonne & Leisen, Dietmar P.J.
- 237-258 How sensitive is corporate debt to swings in commodity prices?
by Donders, Pablo & Jara, Mauricio & Wagner, Rodrigo
- 259-272 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
by Alegría, Andrés & Cowan, Kevin & García, Pablo
2018, Volume 38, Issue C
- 1-17 The impact of expanded bank powers on loan portfolio decisions
by Torna, Gökhan
- 18-36 Measuring the propagation of financial distress with Granger-causality tail risk networks
by Corsi, Fulvio & Lillo, Fabrizio & Pirino, Davide & Trapin, Luca
- 37-52 Benefits and costs of a higher bank “leverage ratio”
by Barth, James R. & Miller, Stephen Matteo
- 53-70 SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK
by Degryse, Hans & Matthews, Kent & Zhao, Tianshu
- 72-80 Contrasting financial and business cycles: Stylized facts and candidate explanations
by Hiebert, Paul & Jaccard, Ivan & Schüler, Yves
- 81-97 The systemic implications of bail-in: A multi-layered network approach
by Hüser, Anne-Caroline & Hałaj, Grzegorz & Kok, Christoffer & Perales, Cristian & van der Kraaij, Anton
- 98-118 Bank lending and systemic risk: A financial-real sector network approach with feedback
by Silva, Thiago Christiano & Alexandre, Michel da Silva & Tabak, Benjamin Miranda
- 119-131 Bank capital buffers around the world: Cyclical patterns and the effect of market power
by Carvallo Valencia, Oscar & Ortiz Bolaños, Alberto
- 132-146 On the accuracy of alternative approaches for calibrating bank stress test models
by Kupiec, Paul H.
2018, Volume 37, Issue C
- 1-10 Can parents protect their children? Risk comparison analysis between affiliates of multi- and single-bank holding companies
by Ly, Kim Cuong & Liu, Frank Hong & Opong, Kwaku
- 11-24 Corporate bond clawbacks as contingent capital for banks
by Díaz, Fernando & Ramírez, Gabriel G. & Liu, Liuling
- 25-48 Fishing the Corporate Social Responsibility risk factors
by Becchetti, Leonardo & Ciciretti, Rocco & Dalò, Ambrogio
- 49-59 The dark side of stress tests: Negative effects of information disclosure
by Goncharenko, Roman & Hledik, Juraj & Pinto, Roberto
- 60-73 Are charter value and supervision aligned? A segmentation analysis
by Aparicio, Juan & Duran, Miguel A. & Lozano-Vivas, Ana & Pastor, Jesus T.
- 74-96 Cyclicality of growth opportunities and the value of cash holdings
by Ahrends, Meike & Drobetz, Wolfgang & Puhan, Tatjana Xenia
- 97-106 Bank capital, institutional environment and systemic stability
by Anginer, Deniz & Demirgüç-Kunt, Asli & Mare, Davide S.
- 107-111 Post-crisis regulatory reform in banking: Address insolvency risk, not illiquidity!
by Thakor, Anjan V.
- 112-130 Assessing macroprudential tools in OECD countries within a cointegration framework
by Carreras, Oriol & Davis, E. Philip & Piggott, Rebecca
2018, Volume 36, Issue C
- 1-11 Interest rate risk management with debt issues: Evidence from Europe
by Délèze, Frédéric & Korkeamäki, Timo
- 12-21 Interest rate pass-through in the euro area: Financial fragmentation, balance sheet policies and negative rates
by Horvath, Roman & Kotlebova, Jana & Siranova, Maria
- 22-38 Does Islamic banking offer a natural hedge for business cycles? Evidence from a dual banking system
by Aysan, Ahmet F. & Ozturk, Huseyin
- 39-52 The effect of the financial crisis on default by Spanish households
by Aller, Carlos & Grant, Charles
- 53-65 Fixed costs and capital regulation: Impacts on the structure of banking markets and aggregate loan quality
by Dia, Enzo & VanHoose, David
- 66-81 Can bubble theory foresee banking crises?
by Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja
- 82-97 The consequences of liquidity imbalance: When net lenders leave interbank markets
by Hryckiewicz, Aneta & Kozlowski, Lukasz
- 98-113 Do institutions trade ahead of false news? Evidence from an emerging market
by Li, Qian & Wang, Jiamin & Bao, Liang
- 114-129 The impact of loan loss provisioning on bank capital requirements
by Krüger, Steffen & Rösch, Daniel & Scheule, Harald
- 130-143 The effect of the political connections of government bank CEOs on bank performance during the financial crisis
by Chen, Hung-Kun & Liao, Yin-Chi & Lin, Chih-Yung & Yen, Ju-Fang
- 144-158 Credit risk and monetary pass-through—Evidence from Chile
by Pedersen, Michael
- 159-186 CMBS market efficiency: The crisis and the recovery
by Christopoulos, Andreas D. & Jarrow, Robert A.
- 187-207 Divestitures and the financial conglomerate excess value
by Curi, Claudia & Murgia, Maurizio
- 208-224 Better safe than sorry? CEO inside debt and risk-taking in bank acquisitions
by Srivastav, Abhishek & Armitage, Seth & Hagendorff, Jens & King, Tim
- 225-245 Bank value and geographic diversification: regional vs global
by Yildirim, Canan & Efthyvoulou, Georgios
- 246-262 Persistent liquidity shocks and interbank funding
by Bluhm, Marcel
- 265-278 Debt, recovery rates and the Greek dilemma
by Goodhart, C.A.E. & Peiris, M.U. & Tsomocos, D.P.
- 279-292 Measuring systemic vulnerability in European banking systems
by Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S.
- 293-304 Crisis, contagion and international policy spillovers under foreign ownership of banks
by Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof
- 305-321 Financial stability in Europe: Banking and sovereign risk
by Brůha, Jan & Kočenda, Evžen
- 322-335 Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets
by Kelly, Robert & O’Toole, Conor
- 336-345 Central bank communication and financial markets: New high-frequency evidence
by Gertler, Pavel & Horvath, Roman
- 346-360 Financial stress and its non-linear impact on CEE exchange rates
by Adam, Tomáš & Benecká, Soňa & Matějů, Jakub
2018, Volume 35, Issue C
- 17-37 Multiplex interbank networks and systemic importance: An application to European data
by Aldasoro, Iñaki & Alves, Iván
- 38-52 Stressed to the core: Counterparty concentrations and systemic losses in CDS markets
by Cetina, Jill & Paddrik, Mark & Rajan, Sriram
- 53-74 How does risk flow in the credit default swap market?
by D’Errico, Marco & Battiston, Stefano & Peltonen, Tuomas & Scheicher, Martin
- 75-92 Identifying central bank liquidity super-spreaders in interbank funds networks
by León, Carlos & Machado, Clara & Sarmiento, Miguel
- 93-106 Interconnectedness as a source of uncertainty in systemic risk
by Roukny, Tarik & Battiston, Stefano & Stiglitz, Joseph E.
- 107-119 The missing links: A global study on uncovering financial network structures from partial data
by Anand, Kartik & van Lelyveld, Iman & Banai, Ádám & Friedrich, Soeren & Garratt, Rodney & Hałaj, Grzegorz & Fique, Jose & Hansen, Ib & Jaramillo, Serafín Martínez & Lee, Hwayun & Molina-Borboa, José Luis & Nobili, Stefano & Rajan, Sriram & Salakhova, Dilyara & Silva, Thiago Christiano & Silvestri, Laura & de Souza, Sergio Rubens Stancato