Contact information of Elsevier
Full text for ScienceDirect subscribers only
W. C. Hunter
Additional information is available for the following registered editor(s):
Series handle: RePEc:eee:finsta
Citations RSS feed: at CitEc
Access and download statisticsTop item:
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:finsta. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/jfstabil .
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
- 120-135 Financial stability in networks of financial institutions and market infrastructures
by Berndsen, Ron J. & León, Carlos & Renneboog, Luc
- 136-158 How did the Greek credit event impact the credit default swap market?
by Hałaj, Grzegorz & Peltonen, Tuomas A. & Scheicher, Martin
- 159-171 Information contagion and systemic risk
by Ahnert, Toni & Georg, Co-Pierre
- 172-191 Is trouble brewing for emerging market economies? An empirical analysis of emerging market economies’ bond flows
by Ramos-Francia, Manuel & Garcia-Verdu, Santiago
- 192-214 Liquidity and default in an exchange economy
by Martínez S., Juan Francisco & Tsomocos, Dimitrios P.
- 215-225 Identifying excessive credit growth and leverage
by Alessi, Lucia & Detken, Carsten
- 226-241 Network linkages to predict bank distress
by Constantin, Andreea & Peltonen, Tuomas A. & Sarlin, Peter
2018, Volume 34, Issue C
- 1-11 Measuring systemic risk across financial market infrastructures
by Li, Fuchun & Perez-Saiz, Hector
- 12-43 A contemporary survey of islamic banking literature
by Hassan, M. Kabir & Aliyu, Sirajo
- 44-60 Reputational shocks and the information content of credit ratings
by Bedendo, Mascia & Cathcart, Lara & El-Jahel, Lina
- 61-85 To be bailed out or to be left to fail? A dynamic competing risks hazard analysis
by Papanikolaou, Nikolaos I.
- 86-104 Flexible and mandatory banking supervision
by De Chiara, Alessandro & Livio, Luca & Ponce, Jorge
- 105-120 Syndication, interconnectedness, and systemic risk
by Cai, Jian & Eidam, Frederik & Saunders, Anthony & Steffen, Sascha
- 121-135 The performance of European equity carve-outs
by Dasilas, Apostolos & Leventis, Stergios
- 136-149 Financial stress and equilibrium dynamics in term interbank funding markets
by Yoldas, Emre & Senyuz, Zeynep
- 150-181 Measuring sovereign contagion in Europe
by Caporin, Massimiliano & Pelizzon, Loriana & Ravazzolo, Francesco & Rigobon, Roberto
2017, Volume 33, Issue C
- 1-22 The effect of foreclosure laws on securitization: Evidence from U.S. states
by Milonas, Kristoffer
- 23-40 The value of bank capital buffers in maintaining financial system resilience
by Bui, Christina & Scheule, Harald & Wu, Eliza
- 41-59 How does long-term finance affect economic volatility?
by Demirgüç-Kunt, Asli & Horváth, Bálint L. & Huizinga, Harry
- 60-70 An international forensic perspective of the determinants of bank CDS spreads
by Benbouzid, Nadia & Mallick, Sushanta K. & Sousa, Ricardo M.
- 71-80 An overlapping generations model of taxpayer bailouts of banks
by Shy, Oz & Stenbacka, Rune
- 81-95 Bank opacity and risk-taking: Evidence from analysts’ forecasts
by Fosu, Samuel & Ntim, Collins G. & Coffie, William & Murinde, Victor
- 96-119 Heterogeneous market structure and systemic risk: Evidence from dual banking systems
by Abedifar, Pejman & Giudici, Paolo & Hashem, Shatha Qamhieh
- 120-132 How vulnerable are international financial markets to terrorism? An empirical study based on terrorist incidents worldwide
by Goel, Sanjay & Cagle, Seth & Shawky, Hany
- 133-149 Interbank market failure and macro-prudential policies
by Corrado, Luisa & Schuler, Tobias
- 150-162 International stock market leadership and its determinants
by Cai, Charlie X. & Mobarek, Asma & Zhang, Qi
- 163-186 Not all emerging markets are the same: A classification approach with correlation based networks
by Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk & Tabak, Benjamin M.
- 187-206 Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust
by Paniagua, Jordi & Sapena, Juan & Tamarit, Cecilio
- 207-223 Evaluating the effectiveness of the new EU bank regulatory framework: A farewell to bail-out?
by Benczur, Peter & Cannas, Giuseppina & Cariboni, Jessica & Di Girolamo, Francesca & Maccaferri, Sara & Petracco Giudici, Marco
- 226-243 Collateralization, leverage, and stressed expected loss
by Jondeau, Eric & Khalilzadeh, Amir
- 244-260 The fall of Spanish cajas: Lessons of ownership and governance for banks
by Martín-Oliver, Alfredo & Ruano, Sonia & Salas-Fumás, Vicente
- 261-272 Interest rate liberalization and capital adequacy in models of financial crises
by Barrell, Ray & Karim, Dilruba & Ventouri, Alexia
- 273-284 The concentration–stability controversy in banking: New evidence from the EU-25
by IJtsma, Pieter & Spierdijk, Laura & Shaffer, Sherrill
- 285-296 Determinants of risk in the banking sector during the European Financial Crisis
by Kosmidou, Kyriaki & Kousenidis, Dimitrios & Ladas, Anestis & Negkakis, Christos
- 297-310 What drives the liquidity of sovereign bonds when markets are under stress? An assessment of the new Basel 3 rules on bank liquid assets
by Petrella, Giovanni & Resti, Andrea
- 311-330 Sovereign collateral as a Trojan Horse: Why do we need an LCR+
by Buschmann, Christian & Schmaltz, Christian
- 331-345 Bank regulatory arbitrage via risk weighted assets dispersion
by Ferri, Giovanni & Pesic, Valerio
- 346-365 Network centrality and funding rates in the e-MID interbank market
by Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel
- 366-379 Wealth and risk implications of the Dodd-Frank Act on the U.S. financial intermediaries
by Andriosopoulos, Kostas & Chan, Ka Kei & Dontis-Charitos, Panagiotis & Staikouras, Sotiris K.
2017, Volume 32, Issue C
- 1-16 Monetary policy and macroprudential policy: Rivals or teammates?
by Malovaná, Simona & Frait, Jan
- 17-29 Style investing and firm innovation
by Sayili, Koray & Yilmaz, Gokhan & Dyer, Douglas & Küllü, A. Melih
- 30-56 Dating systemic financial stress episodes in the EU countries
by Duprey, Thibaut & Klaus, Benjamin & Peltonen, Tuomas
- 57-69 Bank political connections and performance in China
by Hung, Chi-Hsiou D. & Jiang, Yuxiang & Liu, Frank Hong & Tu, Hong & Wang, Senyu
- 70-85 Systemic risk: A new trade-off for monetary policy?
by Laséen, Stefan & Pescatori, Andrea & Turunen, Jarkko
- 86-98 Stress tests and asset quality reviews of banks: A policy announcement tool
by Lazzari, Valter & Vena, Luigi & Venegoni, Andrea
- 99-114 Social capital and bank stability
by Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J. & Mathieu, Robert
- 115-123 Did the financial crisis affect the market valuation of large systemic U.S. banks?
by Bertsatos, Georgios & Sakellaris, Plutarchos & Tsionas, Mike G.
- 124-141 The macroeconomic relevance of bank and nonbank credit: An exploration of U.S. data
by Herman, Alexander & Igan, Deniz & Solé, Juan
2017, Volume 31, Issue C
- 1-17 Optimal equity infusions in interbank networks
by Amini, Hamed & Minca, Andreea & Sulem, Agnès
- 18-44 Political systems and the financial soundness of Islamic banks
by Bitar, Mohammad & Hassan, M. Kabir & Walker, Thomas
- 45-61 Does foreign bank penetration affect the risk of domestic banks? Evidence from emerging economies
by Wu, Ji & Chen, Minghua & Jeon, Bang Nam & Wang, Rui
- 62-80 Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market
by Sensoy, Ahmet
- 81-92 The stock market effects of a securities transaction tax: Quasi-experimental evidence from Italy
by Cappelletti, Giuseppe & Guazzarotti, Giovanni & Tommasino, Pietro
- 93-106 On the exposure of insurance companies to sovereign risk—Portfolio investments and market forces
by Düll, Robert & König, Felix & Ohls, Jana
- 107-118 Economic stability under alternative banking systems: Theory and policy
by Krainer, Robert E.
- 119-135 Litigation and mutual-fund runs
by Qian, Meijun & Tanyeri, Başak
- 136-153 Is there a gender effect on the cost of bank financing?
by Mascia, Danilo V. & Rossi, Stefania P.S.
- 154-166 The evolution of the Federal Reserve’s Term Auction Facility and FDIC-insured bank utilization
by Allen, Kyle D. & Hein, Scott E. & Whitledge, Matthew D.
- 167-185 The effects of macroprudential policies on house prices: Evidence from an event study using Korean real transaction data
by Jung, Hosung & Lee, Jieun
2017, Volume 30, Issue C
- 1-15 Investor protection and institutional investors’ incentive for information production
by Akron, Sagi & Samdani, Taufique
- 16-35 What slice of the pie? The corporate bond market boom in emerging economies
by Ayala, Diana & Nedeljkovic, Milan & Saborowski, Christian
- 36-52 Why do banks choose to finance with equity?
by Sorokina, Nonna Y. & Thornton, John H. & Patel, Ajay
- 53-66 Political uncertainty and a firm's credit risk: Evidence from the international CDS market
by Liu, Jinyu & Zhong, Rui
- 67-78 What is the net effect of financial liberalization on bank productivity? A decomposition analysis of bank total factor productivity growth
by Tanna, Sailesh & Luo, Yun & De Vita, Glauco
- 79-91 Peer bank behavior, economic policy uncertainty, and leverage decision of financial institutions
by Lee, Chien-Chiang & Lee, Chi-Chuan & Zeng, Jhih-Hong & Hsu, Yu-Ling
- 92-110 Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence
by Hessou, Helyoth & Lai, Van Son
- 111-125 Does easing monetary policy increase financial instability?
by Cesa-Bianchi, Ambrogio & Rebucci, Alessandro
- 126-138 Does prudential regulation contribute to effective measurement and management of interest rate risk? Evidence from Italian banks
by Cerrone, Rosaria & Cocozza, Rosa & Curcio, Domenico & Gianfrancesco, Igor
- 139-155 Bank liquidity creation, monetary policy, and financial crises
by Berger, Allen N. & Bouwman, Christa H.S.
- 156-174 The asymmetric relationship between returns and implied volatility: Evidence from global stock markets
by Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah
- 177-180 The nexus of macroprudential supervision, monetary policy, and financial stability
by Mester, Loretta J.
- 181-191 What do a bank’s legal expenses reveal about its internal controls and operational risk?
by McNulty, James E. & Akhigbe, Aigbe
- 192-208 Debt-overhang banking crises: Detecting and preventing systemic risk
by Occhino, Filippo
- 209-228 Assessing targeted macroprudential financial regulation: The case of the 2006 commercial real estate guidance for banks
by Bassett, William F. & Marsh, W. Blake
- 229-239 Capital and resolution policies: The US interbank market
by Capponi, Agostino & Dooley, John M. & Oet, Mikhail V. & Ong, Stephen J.
2017, Volume 29, Issue C
- 1-12 Credit risk interconnectedness: What does the market really know?
by Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia
- 13-35 Political institutions and bank risk-taking behavior
by Ashraf, Badar Nadeem
- 36-56 National culture and bank performance: Evidence from the recent financial crisis
by Boubakri, Narjess & Mirzaei, Ali & Samet, Anis
- 57-71 Institutional investment horizon, the information environment, and firm credit risk
by Switzer, Lorne N. & Wang, Jun
- 72-91 Time varying contagion in EMU government bond spreads
by Leschinski, Christian & Bertram, Philip
- 92-105 Macroprudential policy: A review
by Ebrahimi Kahou, Mahdi & Lehar, Alfred
- 106-116 Managing price and financial stability objectives in inflation targeting economies in Asia and the Pacific
by Kim, Soyoung & Mehrotra, Aaron
2017, Volume 28, Issue C
- 1-15 Is it obligor or instrument that explains recovery rate: Evidence from US corporate bond
by Yao, Xiao & Crook, Jonathan & Andreeva, Galina
- 16-28 Predicting sovereign debt crises: An Early Warning System approach
by Dawood, Mary & Horsewood, Nicholas & Strobel, Frank
- 29-48 Does bank supervision impact bank loan growth?
by Kupiec, Paul & Lee, Yan & Rosenfeld, Claire
- 49-65 Hedge fund return, volatility asymmetry, and systemic effects: A higher-moment factor-EGARCH model
by Elyasiani, Elyas & Mansur, Iqbal
- 66-78 Competition, efficiency and soundness in European life insurance markets
by Cummins, J. David & Rubio-Misas, María & Vencappa, Dev
- 79-90 Credit derivatives and stock return synchronicity
by Bai, Xuelian & Hu, Nan & Liu, Ling & Zhu, Lu
- 91-114 An analysis of the literature on systemic financial risk: A survey
by Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim
- 115-124 The attenuation effect of social media: Evidence from acquisitions by large firms
by Mazboudi, Mohamad & Khalil, Samer
- 125-142 Monetary policy and financial stability in the long run: A simple game-theoretic approach
by Cao, Jin & Chollete, Lorán
- 143-162 Cyclically adjusted provisions and financial stability
by Agénor, Pierre-Richard & Pereira da Silva, Luiz
- 163-180 Does regulatory forbearance matter for bank stability? Evidence from creditors’ perspective
by Ahamed, M. Mostak & Mallick, Sushanta
- 183-202 Comparative assessment of macroprudential policies
by Bruno, Valentina & Shim, Ilhyock & Shin, Hyun Song
- 203-224 The use and effectiveness of macroprudential policies: New evidence
by Cerutti, Eugenio & Claessens, Stijn & Laeven, Luc
- 225-239 Securitization and economic activity: The credit composition channel
by Bertay, Ata Can & Gong, Di & Wagner, Wolf
- 240-257 Leading indicators of financial stress: New evidence
by Vašíček, Bořek & Žigraiová, Diana & Hoeberichts, Marco & Vermeulen, Robert & Šmídková, Kateřina & de Haan, Jakob
2016, Volume 27, Issue C
- 1-16 Systemic loops and liquidity regulation
by Aldasoro, Iñaki & Faia, Ester
- 17-34 State dependence in access to credit
by Pigini, Claudia & Presbitero, Andrea F. & Zazzaro, Alberto
- 35-49 Benchmarking macroprudential policies: An initial assessment
by Lombardi, Domenico & Siklos, Pierre L.
- 50-58 Doves, hawks and pigeons: Behavioral monetary policy and interest rate inertia
by Favaretto, Federico & Masciandaro, Donato
- 59-73 Governance and bank characteristics in the credit and sovereign debt crises – the impact of CEO power11We are grateful to the Editor, Prof. Iftekhar Hasan and three anonymous referees for valuable comments. We acknowledge financial support from Jan Wallanders och Tom Hedelius Stiftelse, Handelsbanken, Sweden (Project ID: P2010-0144: 1). We are especially grateful to Hafiz Hoque for his valuable comments on an early draft of the study in which he also was a co-author. The paper has undergone major changes since then and Hafiz Hoque chose not to be a co-author of this draft. We are also thankful to Omar Sikder, Alovaddin Kalonov, Sharifur Rahman, Iffat Ara, Rokonuzzaman, and other research assistants for their help in data collection. The authors are responsible for any remaining errors
by Mollah, Sabur & Liljeblom, Eva
- 74-94 This time is different: Causes and consequences of British banking instability over the long run
by Campbell, Gareth & Coyle, Christopher & Turner, John D.
- 95-105 The bank-lending channel empirically revisited
by Halvorsen, Jørn I. & Jacobsen, Dag Henning
- 106-121 Community bank mergers and their impact on small business lending
by Jagtiani, Julapa & Kotliar, Ian & Maingi, Raman Quinn
- 122-136 Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan
by McNelis, Paul D. & Yoshino, Naoyuki
- 137-154 Insurance companies’ trading behaviour during the European sovereign debt crisis: Flight home or flight to quality?
by Bijlsma, Melle & Vermeulen, Robert
- 160-179 Macroprudential oversight, risk communication and visualization
by Sarlin, Peter
- 180-197 The application of visual analytics to financial stability monitoring
by Flood, Mark D. & Lemieux, Victoria L. & Varga, Margaret & William Wong, B.L.
- 198-216 Calibrating limits for large interbank exposures from a system-wide perspective
by Batiz-Zuk, Enrique & López-Gallo, Fabrizio & Martínez-Jaramillo, Serafín & Solórzano-Margain, Juan Pablo
- 217-233 CCPs and network stability in OTC derivatives markets
by Heath, Alexandra & Kelly, Gerard & Manning, Mark & Markose, Sheri & Shaghaghi, Ali Rais
- 234-249 Evaluating measures of adverse financial conditions
by Oet, Mikhail V. & Gramlich, Dieter & Sarlin, Peter
- 250-262 Financial fragility of euro area households
by Ampudia, Miguel & van Vlokhoven, Has & Żochowski, Dawid
- 263-277 Taming the Basel leverage cycle
by Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C.
2016, Volume 26, Issue C
- 1-14 What’s the contingency? A proposal for bank contingent capital triggered by systemic risk
by Allen, Linda & Tang, Yi
- 15-30 The effects of public capital infusions on banks’ risk-shifting to the deposit insurance system in Japan
by Guizani, Brahim & Watanabe, Wako
- 31-44 Can non-interest rate policies stabilize housing markets? Evidence from a panel of 57 economies
by Kuttner, Kenneth N. & Shim, Ilhyock
- 45-61 Does it help firms to secretly pay for stock promoters?
by Massoud, Nadia & Ullah, Saif & Scholnick, Barry
- 62-77 Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach
by Galariotis, Emilios C. & Makrichoriti, Panagiota & Spyrou, Spyros
- 78-89 Investor protection and firm value: Evidence from PIPE offerings
by John, Kose & Mateti, Ravi S. & Vasudevan, Gopala & Amira, Khaled
- 90-106 Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades
by Bordo, Michael D. & Duca, John V. & Koch, Christoffer
- 107-127 Securitization and lending standards: Evidence from the European wholesale loan market
by Kara, Alper & Marques-Ibanez, David & Ongena, Steven
- 128-143 Is there a bright side to government banks? Evidence from the global financial crisis
by Chen, Yan-Shing & Chen, Yehning & Lin, Chih-Yung & Sharma, Zenu
- 144-158 Macroprudential regulation, credit spreads and the role of monetary policy
by Tayler, William J. & Zilberman, Roy
- 159-174 Who should rescue subsidiaries of multinational banks?
by Diemer, Michael
- 175-189 The determinants of household’s bank switching
by Brunetti, M. & Ciciretti, R. & Djordjevic, Lj.
- 190-213 Pricing default risk: The good, the bad, and the anomaly
by Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra
- 216-227 Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs
by Bekiros, Stelios & Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania
- 228-246 Banks’ external financing costs and the bank lending channel: Results from a SVAR analysis
by Breitenlechner, Max & Scharler, Johann & Sindermann, Friedrich
- 247-256 National politics and bank default risk in the eurozone
by Eichler, Stefan & Sobański, Karol
- 257-265 Global financial market impact of the announcement of the ECB's asset purchase programme
by Georgiadis, Georgios & Gräb, Johannes
- 266-275 How the euro-area sovereign-debt crisis led to a collapse in bank equity prices
by Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S.
- 276-293 Stress testing the EU fiscal framework
by Masten, Igor & Grdović Gnip, Ana
- 294-305 The new financial regulation in Basel III and monetary policy: A macroprudential approach
by Rubio, Margarita & Carrasco-Gallego, José A.
- 306-327 Investment and bank credit recovery after banking crises
by Teimouri, Sheida & Dutta, Nabamita
2016, Volume 25, Issue C
- 1-15 Banks and sovereign risk: A granular view
by Buch, Claudia M. & Koetter, Michael & Ohls, Jana
- 16-36 How prompt was regulatory corrective action during the financial crisis?
by Loveland, Robert
- 37-46 Bank regulation, financial crisis, and the announcement effects of seasoned equity offerings of US commercial banks
by Li, Hui & Liu, Hong & Siganos, Antonios & Zhou, Mingming
- 47-57 A net stable funding ratio for Islamic banks and its impact on financial stability: An international investigation
by Ashraf, Dawood & Rizwan, Muhammad Suhail & L’Huillier, Barbara
- 58-69 How much can illiquidity affect corporate debt yield spread?
by Abudy, Menachem Meni & Raviv, Alon
- 70-82 How does banking sector globalization affect banking crisis?
by Ghosh, Amit
- 83-97 The credit quality channel: Modeling contagion in the interbank market
by Fink, Kilian & Krüger, Ulrich & Meller, Barbara & Wong, Lui-Hsian
- 98-112 Impact of legal institutions on IPO survival: A global perspective
by Espenlaub, Susanne & Goyal, Abhinav & Mohamed, Abdulkadir
- 115-131 The 2011 European short sale ban: A cure or a curse?
by Félix, Luiz & Kräussl, Roman & Stork, Philip
- 132-149 OTC derivatives: Impacts of regulatory changes in the non-financial sector
by Araujo, Gustavo Silva & Leão, Sérgio
- 150-165 Assessing the credit risk of money market funds during the eurozone crisis
by Collins, Sean & Gallagher, Emily
- 166-178 Macroprudential regulation and macroeconomic activity
by Karmakar, Sudipto
- 179-192 Capital requirements, liquidity and financial stability: The case of Brazil
by Souza, Sergio Rubens Stancato de
- 193-205 The cost of collateralized borrowing in the Colombian money market: Does connectedness matter?
by Martínez, Constanza & León, Carlos
- 206-224 Systemic risk spillovers in the European banking and sovereign network
by Betz, Frank & Hautsch, Nikolaus & Peltonen, Tuomas A. & Schienle, Melanie
- 225-233 Volatility in the federal funds market and money market spreads during the financial crisis
by Carpenter, Seth B. & Demiralp, Selva & Senyuz, Zeynep
- 234-246 Asymmetric transmission of a bank liquidity shock
by Schiozer, Rafael F. & Oliveira, Raquel de Freitas
- 247-257 Financial networks, bank efficiency and risk-taking
by Silva, Thiago Christiano & Guerra, Solange Maria & Tabak, Benjamin Miranda & de Castro Miranda, Rodrigo Cesar
2016, Volume 24, Issue C
- 1-11 Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods
by Mobarek, Asma & Muradoglu, Gulnur & Mollah, Sabur & Hou, Ai Jun
- 12-26 The resurgence of cultural borders during the financial crisis: The changing geography of Eurozone cross-border depositing
by Sander, Harald & Kleimeier, Stefanie & Heuchemer, Sylvia
- 27-39 Inflation volatility effects on the allocation of bank loans
by Caglayan, Mustafa & Xu, Bing
- 40-60 Who needs credit and who gets credit? Evidence from the surveys of small business finances
by Cole, Rebel & Sokolyk, Tatyana
- 61-70 Non-linearities in financial bubbles: Theory and Bayesian evidence from S&P500
by Michaelides, Panayotis G. & Tsionas, Efthymios G. & Konstantakis, Konstantinos N.
- 71-87 What is the systemic risk exposure of financial institutions?
by Sedunov, John
- 88-103 Accounting accruals, heterogeneous investor beliefs, and stock returns
by Peng, Emma Y. & Yan, An & Yan, Meng
- 104-116 Foreign bank presence and business regulations
by Kouretas, Georgios P. & Tsoumas, Chris
- 117-131 Credit rating agency downgrades and the Eurozone sovereign debt crises
by Baum, Christopher F. & Schäfer, Dorothea & Stephan, Andreas
- 132-148 Financial openness, risk and bank efficiency: Cross-country evidence
by Luo, Yun & Tanna, Sailesh & De Vita, Glauco
- 149-157 Debt and austerity: Post-crisis lessons from Ireland
by Honohan, Patrick
- 158-169 Will TLAC regulations fix the G-SIB too-big-to-fail problem?
by Kupiec, Paul H.
2016, Volume 23, Issue C
- 1-14 Social trust and foreign ownership: Evidence from qualified foreign institutional investors in China
by Jin, Dawei & Wang, Haizhi & Wang, Peng & Yin, Desheng
- 15-32 Does Basel compliance matter for bank performance?
by Ayadi, Rym & Naceur, Sami Ben & Casu, Barbara & Quinn, Barry
- 33-50 Does banking system transparency enhance bank competition? Cross-country evidence
by Andrievskaya, Irina & Semenova, Maria
- 51-61 Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?
by Zaghini, Andrea
- 62-78 A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt
by Pagano, Michael S. & Sedunov, John
- 79-91 Model risk of risk models
by Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur