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Editor: I. Hasan
Editor: I. Hasan
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Iftekhar Hasan .
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ISSN: 1572-3089
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Content
2019, Volume 42, Issue C
- 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
- 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
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