Journal of Financial Stability

Papers
(The TQCC of Journal of Financial Stability is 10. 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 2020-04-01 to 2024-04-01.)
ArticleCitations
The pricing of green bonds: Are financial institutions special?137
Financing firms in hibernation during the COVID-19 pandemic129
Climate risks and financial stability126
Fintech: what’s old, what’s new?120
Climate risk and financial stability in the network of banks and investment funds95
ESG investing: A chance to reduce systemic risk85
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures80
Three green financial policies to address climate risks80
Climate sentiments, transition risk, and financial stability in a stock-flow consistent model70
Macroprudential policy and bank systemic risk67
Banking research in the time of COVID-1966
Quantification of systemic risk from overlapping portfolios in the financial system55
Environmental regulation and the cost of bank loans: International evidence54
When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns47
Economic uncertainty and bank stability: Conventional vs. Islamic banking46
Price discovery in Bitcoin: The impact of unregulated markets45
Do banks fuel climate change?44
How can green differentiated capital requirements affect climate risks? A dynamic macrofinancial analysis44
Two decades of contagion effect on stock markets: Which events are more contagious?38
Uncertainty of uncertainty and firm cash holdings37
Pricing climate-related risks in the bond market36
Credit policy and its heterogeneous effects on green innovations35
Debt rollover risk, credit default swap spread and stock returns: Evidence from the COVID-19 crisis34
Distrust or speculation? The socioeconomic drivers of U.S. cryptocurrency investments33
The drivers of cyber risk33
Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions32
How economic policy uncertainty affects the cost of raising equity capital: Evidence from seasoned equity offerings31
Predicting systemic financial crises with recurrent neural networks31
Low-carbon city initiatives and firm risk: A quasi-natural experiment in China30
Central bank digital currency: A review and some macro-financial implications30
Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks28
A survival analysis of public guaranteed loans: Does financial intermediary matter?27
The impact of the coronavirus crisis on the market price of risk25
Doing good in periods of high uncertainty: Economic policy uncertainty, corporate social responsibility, and analyst forecast error25
Customer concentration and corporate risk-taking25
The benefits are at the tail: Uncovering the impact of macroprudential policy on growth-at-risk24
Assessing the contribution of China’s financial sectors to systemic risk24
The impact of organization capital on firm innovation24
Vulnerable asset management? The case of mutual funds23
Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem23
The leverage ratio, risk-taking and bank stability21
Macroprudential policy and its impact on the credit cycle19
Climate risks and weather derivatives: A copula-based pricing model19
Systemic risk and financial stability dynamics during the Eurozone debt crisis18
Common asset holdings and systemic vulnerability across multiple types of financial institution18
High liquidity creation and bank failures17
Climate change financial risks: Implications for asset pricing and interest rates17
Economic policy uncertainty and cross-border mergers and acquisitions17
Economic policy uncertainty and earnings management: Evidence from Japan17
High water, no marks? Biased lending after extreme weather17
Consumer defaults and social capital16
Economic uncertainty and corruption: Evidence from public and private firms16
Risk spillovers and interconnectedness between systemically important institutions16
Media, reputational risk, and bank loan contracting16
CoMap: Mapping Contagion in the Euro Area Banking Sector15
Bank capital regulation and risk after the Global Financial Crisis15
Beyond common equity: The influence of secondary capital on bank insolvency risk15
Liquidity risk and bank performance during financial crises15
Money, privacy, anonymity: What do experiments tell us?14
Did the Basel Process of capital regulation enhance the resiliency of European banks?14
Systemic risk measures and regulatory challenges13
Economic policy uncertainty and allocative distortions13
Components of credit rationing13
Low-carbon city initiatives and analyst behaviour: A quasi-natural experiment13
Measuring the systemic importance of banks13
The SKEW index: Extracting what has been left13
Macroprudential policies and bank competition: International bank-level evidence12
National culture and bank liquidity creation12
A zero-risk weight channel of sovereign risk spillovers12
Why do banks target ROE?12
Economists in the 2008 financial crisis: Slow to see, fast to act12
Insider pledging in the U.S.12
Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer11
Does low synchronicity mean more or less informative prices? Evidence from an emerging market11
New insights into bank asset securitization: The impact of religiosity11
Geographic technological diversification and firm innovativeness11
From stress testing to systemic stress testing: The importance of macroprudential regulation11
A note on regulatory responses to COVID-19 pandemic: Balancing banks’ solvency and contribution to recovery11
Do bank bailouts have an impact on the underwriting business?11
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
Internationalization, foreign complexity and systemic risk: Evidence from European banks10
The impact of gender diversity on shareholder wealth: Evidence from European bank M&A10
Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis10
The effectiveness of FX interventions: A meta-analysis10
Ownership and bank efficiency in Africa: True fixed effects stochastic frontier analysis10
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
Climate change and financial systemic risk: Evidence from US banks and insurers10
Systemic risk and CO2 emissions in the U.S.10
Digital currencies in financial networks10
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