Journal of Financial Stability

Papers
(The TQCC of Journal of Financial Stability is 9. 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 2021-09-01 to 2025-09-01.)
ArticleCitations
The impact of gender diversity on shareholder wealth: Evidence from European bank M&A118
Editorial Board106
CAFR 1999–2021, the past two decades and a look ahead103
Does headquarters location matter in corporate tax avoidance?86
Regional bank failures and volatility transmission79
Dating housing booms fueled by credit: A Markov switching approach72
The impact of country- and firm-level governance on capital allocation efficiency: New evidence from India71
Lender individualism and monitoring: Evidence from syndicated loans69
The ECB’s APP’s impact on non-financial firms’ cost of borrowing and debt choice65
Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer63
Monetary policy uncertainty and corporate cash holdings: Evidence from China58
Stock price crash risk and firms’ operating leverage51
Bank competition and credit risk: The case of Peru44
Non-blockholder dissatisfaction and firm performance volatility: A groupthink perspective43
Too big to fail? Asymmetric effects of quantitative easing43
Bank resolution mechanisms revisited: Towards a new era of restructuring42
The sale of failed banks: The importance of their branch networks and of the acquirers’ financial strength42
Zero-risk weights and capital misallocation42
The pass-through of bank capital requirements to corporate lending spreads38
Does lending relationship help or alleviate the transmission of liquidity shocks? Evidence from a liquidity crunch in China37
Euro area banking and monetary policy shocks in the QE era37
The contribution of (shadow) banks and real estate to systemic risk in China35
Economic uncertainty and bank stability: Conventional vs. Islamic banking33
The demand for central clearing: To clear or not to clear, that is the question!32
Editorial Board31
Editorial Board31
Sudden yield reversals and financial intermediation in emerging markets30
Deposit insurance and market discipline27
Sovereign portfolio composition and bank risk: The case of European banks27
Lending standards and output growth27
Economic policy uncertainty and cross-border mergers and acquisitions27
Digital payments and bank competition26
“Thank me later”: Why is (macro)prudence desirable?25
Editorial Board24
Understanding central bank responses to geopolitical risks: Evidence from the Fed and ECB24
Effectiveness of FX intervention and the flimsiness of exchange rate expectations23
Bubbles, banking and monetary policy22
Ancestors and corporate performance: Evidence from the Italian Mass Migration22
Modeling the procyclical impact of monetary policy on bank leverage: A stochastic macroprudential approach21
Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets21
Assessing the systemic risk impact of bank bail-ins20
Risk shocks, due loans, and policy options: When less is more!20
Release of a liquidity regulation: What do we learn for credit and house prices?20
Stock liquidity and corporate climate performance: evidence from China19
Connected banks and economic policy uncertainty19
Shock amplification in an interconnected financial system of banks and investment funds18
The spillover effect of constituency statutes along supply chains: Evidence from supplier commitment18
Bank opacity, systemic risk and financial stability17
The regulatory dialectic in bank-sponsored money market funds17
Financial stability through the lens of complex systems17
Bank runs, prudential tools and social welfare in a global game general equilibrium model17
The impact of CBDC on a deposit-dependent banking system17
Low-carbon city initiatives and firm risk: A quasi-natural experiment in China17
Bridging the information gap: How digitalization shapes stock price informativeness16
The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing16
The power of sentiment: Irrational beliefs of households and consumer loan dynamics16
Supervisory shocks to banks' credit standards and their macroeconomic impact16
Distance lending & social connectedness16
Climate risks and financial stability: Evidence from the European financial system15
Rapid bank runs and delayed policy responses15
Common ownership and bank stability: Evidence from the U.S. banking industry15
Dissecting capital flows: Do capital controls shield against foreign shocks?15
Editorial Board15
Sovereign risk spillovers: A network approach14
In Memoriam Dr. Chris Tsoumas (25 December 1964-1 April 2021)14
Editorial Board14
International transmission of monetary policy shocks and the bank lending channel: Evidence from Australia14
Do sovereign-bond issuers learn from peers?14
Bank diversity and financial contagion14
Editorial Board13
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls13
Liquidity risk and bank performance during financial crises13
Political uncertainty and analysts’ forecasts: International evidence13
Sowing the seeds of financial imbalances: The role of macroeconomic performance12
The paradox of macroprudential policy and sovereign risk12
Systemic risk and oil price volatility shocks11
Investor information and bank instability during the European debt crisis11
Hierarchical contagions in the interdependent financial network11
Market reaction to the expected loss model in banks11
Uncertainty of uncertainty and firm cash holdings11
Early warning systems using dynamic factor models: An application to Asian economies11
When banks become pure creditors: The effects of declining shareholding by Japanese banks on bank lending and firms’ risk-taking11
In Memoriam - Phil Molyneux11
Bank runs and media freedom: What you don’t know won’t hurt you?10
High liquidity creation and bank failures10
Reinforcement learning policy recommendation for interbank network stability10
Investor flows, performance, and fragility of U.S. municipal bond mutual funds10
Designing credit-spread driven macroprudential rules10
Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers10
ESG performance and bond return volatility9
Economic policy uncertainty and earnings management: Evidence from Japan9
When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns9
A Bayesian approach for more reliable tail risk forecasts9
Surety bonds and moral hazard in banking9
An integrated macroprudential stress test of bank liquidity and solvency9
A perfect storm in the financial market9
Stock repurchasing and corporate social responsibility9
Climate change exposure, financial development, and the cost of debt: Evidence from EU countries9
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