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 2021-05-01 to 2025-05-01.)
ArticleCitations
Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer267
The ECB’s APP’s impact on non-financial firms’ cost of borrowing and debt choice222
The impact of gender diversity on shareholder wealth: Evidence from European bank M&A158
Editorial Board139
Lender individualism and monitoring: Evidence from syndicated loans134
CAFR 1999–2021, the past two decades and a look ahead132
Dating housing booms fueled by credit: A Markov switching approach109
Does headquarters location matter in corporate tax avoidance?100
Monetary policy uncertainty and corporate cash holdings: Evidence from China95
Euro area banking and monetary policy shocks in the QE era90
Bank competition and credit risk: The case of Peru77
The contribution of (shadow) banks and real estate to systemic risk in China69
How organizational and geographic complexity influence performance: Evidence from European banks67
Stock price crash risk and firms’ operating leverage65
Bank resolution mechanisms revisited: Towards a new era of restructuring65
Economic uncertainty and bank stability: Conventional vs. Islamic banking59
Two decades of contagion effect on stock markets: Which events are more contagious?58
The pass-through of bank capital requirements to corporate lending spreads56
Zero-risk weights and capital misallocation55
The sale of failed banks: The importance of their branch networks and of the acquirers’ financial strength54
Too big to fail? Asymmetric effects of quantitative easing49
Does lending relationship help or alleviate the transmission of liquidity shocks? Evidence from a liquidity crunch in China49
Ownership and bank efficiency in Africa: True fixed effects stochastic frontier analysis41
Deposit insurance and market discipline41
Economic policy uncertainty and cross-border mergers and acquisitions40
ESG investing: A chance to reduce systemic risk39
Sovereign portfolio composition and bank risk: The case of European banks39
Digital payments and bank competition39
Editorial Board38
Editorial Board36
The demand for central clearing: To clear or not to clear, that is the question!35
Sudden yield reversals and financial intermediation in emerging markets35
“Thank me later”: Why is (macro)prudence desirable?34
Lending standards and output growth34
Editorial Board32
Assessing the systemic risk impact of bank bail-ins30
Effectiveness of FX intervention and the flimsiness of exchange rate expectations30
Bubbles, banking and monetary policy29
Ancestors and corporate performance: Evidence from the Italian Mass Migration27
Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets26
Release of a liquidity regulation: What do we learn for credit and house prices?25
Stock liquidity and corporate climate performance: evidence from China25
The impact of CBDC on a deposit-dependent banking system24
Connected banks and economic policy uncertainty24
The spillover effect of constituency statutes along supply chains: Evidence from supplier commitment24
The going-public decision and firm risk24
Low-carbon city initiatives and firm risk: A quasi-natural experiment in China22
Shock amplification in an interconnected financial system of banks and investment funds21
Supervisory shocks to banks' credit standards and their macroeconomic impact20
Bank opacity, systemic risk and financial stability20
Bank runs, prudential tools and social welfare in a global game general equilibrium model20
The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing20
Financial stability through the lens of complex systems20
The power of sentiment: Irrational beliefs of households and consumer loan dynamics18
From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices18
Distance lending & social connectedness18
Bridging the information gap: How digitalization shapes stock price informativeness18
Climate risks and financial stability: Evidence from the European financial system17
Common ownership and bank stability: Evidence from the U.S. banking industry17
International transmission of monetary policy shocks and the bank lending channel: Evidence from Australia16
New insights into bank asset securitization: The impact of religiosity16
In Memoriam Dr. Chris Tsoumas (25 December 1964-1 April 2021)15
High water, no marks? Biased lending after extreme weather15
Editorial Board15
Bank diversity and financial contagion15
Do sovereign-bond issuers learn from peers?14
Sovereign risk spillovers: A network approach14
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls14
Hierarchical contagions in the interdependent financial network14
Editorial Board13
Early warning systems using dynamic factor models: An application to Asian economies13
When banks become pure creditors: The effects of declining shareholding by Japanese banks on bank lending and firms’ risk-taking13
Sowing the seeds of financial imbalances: The role of macroeconomic performance13
Market reaction to the expected loss model in banks13
Editorial Board13
Political uncertainty and analysts’ forecasts: International evidence13
Uncertainty of uncertainty and firm cash holdings12
Investor information and bank instability during the European debt crisis12
Investor flows, performance, and fragility of U.S. municipal bond mutual funds12
Liquidity risk and bank performance during financial crises12
A Bayesian approach for more reliable tail risk forecasts12
Reinforcement learning policy recommendation for interbank network stability12
Bank runs and media freedom: What you don’t know won’t hurt you?12
In Memoriam - Phil Molyneux12
Stock repurchasing and corporate social responsibility11
Climate change exposure, financial development, and the cost of debt: Evidence from EU countries11
A perfect storm in the financial market11
High liquidity creation and bank failures11
When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns11
Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers11
Interest rate pass-through and bank risk-taking under negative-rate policies with tiered remuneration of central bank reserves10
Risk spillovers and interconnectedness between systemically important institutions10
An integrated macroprudential stress test of bank liquidity and solvency10
Macroeconomic stability or financial stability: How are capital controls used? Insights from a new database10
Surety bonds and moral hazard in banking10
Investment deregulation and innovation performance of Chinese private firms10
The role of loan loss provisions in income inequality: Evidence from a sample of banking institutions10
Economic policy uncertainty and earnings management: Evidence from Japan10
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