Journal of Financial Stability

Papers
(The median citation count of Journal of Financial Stability is 3. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-03-01 to 2024-03-01.)
ArticleCitations
The pricing of green bonds: Are financial institutions special?129
Financing firms in hibernation during the COVID-19 pandemic126
Fintech: what’s old, what’s new?115
Climate risks and financial stability110
Climate risk and financial stability in the network of banks and investment funds86
ESG investing: A chance to reduce systemic risk79
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures77
Three green financial policies to address climate risks75
Macroprudential policy and bank systemic risk65
Banking research in the time of COVID-1964
Climate sentiments, transition risk, and financial stability in a stock-flow consistent model63
Quantification of systemic risk from overlapping portfolios in the financial system54
Environmental regulation and the cost of bank loans: International evidence50
Price discovery in Bitcoin: The impact of unregulated markets45
When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns44
Economic uncertainty and bank stability: Conventional vs. Islamic banking42
How can green differentiated capital requirements affect climate risks? A dynamic macrofinancial analysis39
Do banks fuel climate change?38
Two decades of contagion effect on stock markets: Which events are more contagious?36
Uncertainty of uncertainty and firm cash holdings34
Debt rollover risk, credit default swap spread and stock returns: Evidence from the COVID-19 crisis33
Pricing climate-related risks in the bond market33
Credit policy and its heterogeneous effects on green innovations32
Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions30
How economic policy uncertainty affects the cost of raising equity capital: Evidence from seasoned equity offerings30
The drivers of cyber risk30
Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks28
Distrust or speculation? The socioeconomic drivers of U.S. cryptocurrency investments28
Low-carbon city initiatives and firm risk: A quasi-natural experiment in China28
Predicting systemic financial crises with recurrent neural networks28
A survival analysis of public guaranteed loans: Does financial intermediary matter?27
Central bank digital currency: A review and some macro-financial implications27
Doing good in periods of high uncertainty: Economic policy uncertainty, corporate social responsibility, and analyst forecast error25
Assessing the contribution of China’s financial sectors to systemic risk24
Customer concentration and corporate risk-taking23
The impact of organization capital on firm innovation23
The impact of the coronavirus crisis on the market price of risk23
Vulnerable asset management? The case of mutual funds22
Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem22
The benefits are at the tail: Uncovering the impact of macroprudential policy on growth-at-risk22
The leverage ratio, risk-taking and bank stability20
Macroprudential policy and its impact on the credit cycle19
Climate risks and weather derivatives: A copula-based pricing model19
Common asset holdings and systemic vulnerability across multiple types of financial institution18
Economic policy uncertainty and cross-border mergers and acquisitions17
High water, no marks? Biased lending after extreme weather17
Systemic risk and financial stability dynamics during the Eurozone debt crisis17
Economic policy uncertainty and earnings management: Evidence from Japan16
Risk spillovers and interconnectedness between systemically important institutions16
Consumer defaults and social capital16
Beyond common equity: The influence of secondary capital on bank insolvency risk15
High liquidity creation and bank failures15
Climate change financial risks: Implications for asset pricing and interest rates15
Bank capital regulation and risk after the Global Financial Crisis15
CoMap: Mapping Contagion in the Euro Area Banking Sector15
Liquidity risk and bank performance during financial crises14
Money, privacy, anonymity: What do experiments tell us?13
Economic policy uncertainty and allocative distortions13
Did the Basel Process of capital regulation enhance the resiliency of European banks?13
Economic uncertainty and corruption: Evidence from public and private firms13
Components of credit rationing13
National culture and bank liquidity creation12
The SKEW index: Extracting what has been left12
Systemic risk measures and regulatory challenges12
Low-carbon city initiatives and analyst behaviour: A quasi-natural experiment12
Macroprudential policies and bank competition: International bank-level evidence12
Media, reputational risk, and bank loan contracting12
Geographic technological diversification and firm innovativeness11
A zero-risk weight channel of sovereign risk spillovers11
Insider pledging in the U.S.11
A note on regulatory responses to COVID-19 pandemic: Balancing banks’ solvency and contribution to recovery11
Economists in the 2008 financial crisis: Slow to see, fast to act11
Why do banks target ROE?11
Does low synchronicity mean more or less informative prices? Evidence from an emerging market11
New insights into bank asset securitization: The impact of religiosity11
Do bank bailouts have an impact on the underwriting business?11
Measuring the systemic importance of banks11
From stress testing to systemic stress testing: The importance of macroprudential regulation11
The power of sentiment: Irrational beliefs of households and consumer loan dynamics10
Debt holder monitoring and implicit guarantees: Did the BRRD improve market discipline?10
How organizational and geographic complexity influence performance: Evidence from European banks10
Do political connections shield from negative shocks? Evidence from rating changes in advanced emerging economies10
Ownership and bank efficiency in Africa: True fixed effects stochastic frontier analysis10
The impact of gender diversity on shareholder wealth: Evidence from European bank M&A10
The effectiveness of FX interventions: A meta-analysis10
Internationalization, foreign complexity and systemic risk: Evidence from European banks10
Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer10
Firm-level political risk and distance-to-default9
Systemic risk and CO2 emissions in the U.S.9
Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis9
The impact of political uncertainty on institutional ownership9
Is cloud computing the digital solution to the future of banking?9
Wisdom of crowds before the 2007–2009 global financial crisis9
Climate change and financial systemic risk: Evidence from US banks and insurers9
Digital currencies in financial networks9
Inflation targeting and financial conditions: UK monetary policy during the great moderation and financial crisis8
Forecasting Stock Market Crashes via Machine Learning8
Collateral Unchained: Rehypothecation networks, concentration and systemic effects8
Does political influence distort banking regulation? Evidence from the US8
Bank capital and the cost of equity8
The contribution of (shadow) banks and real estate to systemic risk in China8
The impact of G-SIB identification on bank lending: Evidence from syndicated loans8
COVID-19 as a stress test: Assessing the bank regulatory framework7
Lending pro-cyclicality and macroprudential policy: Evidence from Japanese LTV ratios7
The positive side of bank wealth management products: Evidence from bank lending rate7
When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program7
The going-public decision and firm risk7
Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies7
Am I riskier if I rescue my banks? Beyond the effects of bailouts7
Labor unions and bank risk culture: evidence from the financial crisis7
Implications of public corruption for local firms: Evidence from corporate debt maturity7
Are bank capital requirements optimally set? Evidence from researchers’ views7
Growth-at-risk and macroprudential policy design7
Financial stress transmission between the U.S. and the Euro Area6
Bank interconnectedness and financial stability: The role of bank capital6
Bank ownership and capital buffers: How internal control is affected by external governance6
Connected banks and economic policy uncertainty6
The contribution of shadow insurance to systemic risk6
Watch out for bailout: TARP and bank earnings management6
Sovereign risk spillovers: A network approach6
Community bank liquidity: Natural disasters as a natural experiment5
Hierarchical contagions in the interdependent financial network5
A cautionary tale of two extremes: The provision of government liquidity support in the banking sector5
The eurozone: What is to be done to maintain macro and financial stability?5
Bank loans during the 2008 quantitative easing5
Natural catastrophes and financial depth: An empirical analysis5
Avoiding the fall into the loop: Isolating the transmission of bank-to-sovereign distress in the Euro Area5
The pass-through of bank capital requirements to corporate lending spreads5
Common ownership and bank stability: Evidence from the U.S. banking industry5
Mortgage loan demand and banks’ operational efficiency5
Financial stability with sovereign debt5
Investment, depreciation and obsolescence of R&D5
Euro area banking and monetary policy shocks in the QE era5
What is mine is yours: Sovereign risk transmission during the European debt crisis5
Policy uncertainty and bank stress testing5
Cross country linkages and transmission of sovereign risk: Evidence from China’s credit default swaps5
Cross-border effects of prudential regulation: Evidence from the euro area5
Network models and stress testing for financial stability: The conference5
Macroeconomic stability or financial stability: How are capital controls used? Insights from a new database4
Foreign Strategic Investors, State Ownership, and Non-interest Activities: Evidence from China4
Affiliated bankers on board and firm environmental management: U.S. evidence4
Is accounting enforcement related to risk-taking in the banking industry?4
The run on repo and the Fed’s response4
Market reaction to the expected loss model in banks4
Deposit insurance and bank dividend policy4
Banking deregulation, macroeconomic dynamics and monetary policy4
Sovereign portfolio composition and bank risk: The case of European banks4
How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?4
The impact of short selling on dividend smoothing3
Milton Friedman on bailouts3
Political uncertainty and analysts’ forecasts: International evidence3
Corporate debt and unconventional monetary policy: The risk-taking channel with bond and loan contracts3
Bank bailouts and economic growth: Evidence from cross-country, cross-industry data3
How investor demands for safety influence bank capital and liquidity trade-offs3
Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?3
Regulation, financial crises, and liberalization traps3
An integrated macroprudential stress test of bank liquidity and solvency3
The intrafirm complexity of systemically important financial institutions3
International coordination of macroprudential policies with capital flows and financial asymmetries3
Easy cleanups or forbearing improvements: The effect of CEO tenure on successor’s performance3
Early warning systems using dynamic factor models: An application to Asian economies3
Central bank digital currencies and financial stability in a modern monetary system3
Supervisory shocks to banks' credit standards and their macroeconomic impact3
Professional norms and risk-taking of bank employees: Do expectations of peers’ risk preferences matter?3
Stock repurchasing and corporate social responsibility3
Stock exchange consolidation and cross-border investment: An empirical assessment3
CEO overconfidence and IRS attention3
Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil3
Default risk premium and asset prices3
Monetary policy uncertainty and corporate cash holdings: Evidence from China3
Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium3
Solvency and wholesale funding cost interactions at UK banks3
The risk implications of the business loan activity in credit unions3
M&As and political uncertainty: Evidence from the 2016 US presidential election3
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