OOIR: Observatory of International Research

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 2022-05-01 to 2026-05-01.)

Article	Citations
The impact of gender diversity on shareholder wealth: Evidence from European bank M&A	166
Lender individualism and monitoring: Evidence from syndicated loans	105
CAFR 1999–2021, the past two decades and a look ahead	98
The ECB’s APP’s impact on non-financial firms’ cost of borrowing and debt choice	96
Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer	94
Monetary policy uncertainty and corporate cash holdings: Evidence from China	88
Dating housing booms fueled by credit: A Markov switching approach	83
Does headquarters location matter in corporate tax avoidance?	77
Regional bank failures and volatility transmission	56
The impact of country- and firm-level governance on capital allocation efficiency: New evidence from India	52
Non-blockholder dissatisfaction and firm performance volatility: A groupthink perspective	52
Diversification or distortion? The role of ETFs in retail investor portfolios and performance	52
Euro area banking and monetary policy shocks in the QE era	50
The sale of failed banks: The importance of their branch networks and of the acquirers’ financial strength	45
Bank competition and credit risk: The case of Peru	42
Stock price crash risk and firms’ operating leverage	42
Trade reforms and firm value: Worldwide evidence	41
The leverage of hedge funds and the risk of their prime brokers	39
Zero-risk weights and capital misallocation	37
Bank resolution mechanisms revisited: Towards a new era of restructuring	33
Too big to fail? Asymmetric effects of quantitative easing	32
The contribution of (shadow) banks and real estate to systemic risk in China	30
Disclosure of Financial Items in 10-Ks and Stock Price Informativeness	30
“Thank me later”: Why is (macro)prudence desirable?	29
Editorial Board	28

Sudden yield reversals and financial intermediation in emerging markets	28
Editorial Board	28
Sovereign portfolio composition and bank risk: The case of European banks	27
Risk shocks, due loans, and policy options: When less is more!	25
Digital payments and bank competition	25
Understanding central bank responses to geopolitical risks: Evidence from the Fed and ECB	25
Deposit insurance and market discipline	25
Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets	25
The demand for central clearing: To clear or not to clear, that is the question!	25
Lending standards and output growth	25
Editorial Board	24
Modeling the procyclical impact of monetary policy on bank leverage: A stochastic macroprudential approach	23
Stock liquidity and corporate climate performance: evidence from China	23
Release of a liquidity regulation: What do we learn for credit and house prices?	22
Bubbles, banking and monetary policy	21
Contagion, interdependence and global crisis: Evidence from equity markets	21
Ancestors and corporate performance: Evidence from the Italian Mass Migration	21
Effectiveness of FX intervention and the flimsiness of exchange rate expectations	21
The spillover effect of constituency statutes along supply chains: Evidence from supplier commitment	20
Assessing the systemic risk impact of bank bail-ins	20
Financial stability through the lens of complex systems	20
Debt maturity, creditor rights, and capital allocation efficiency: Evidence from quasi-natural experiments in India	19
The regulatory dialectic in bank-sponsored money market funds	19
Climate policy and international capital reallocation	19
Shock amplification in an interconnected financial system of banks and investment funds	19
Distance lending & social connectedness	18
Bank opacity, systemic risk and financial stability	18
Bank runs, prudential tools and social welfare in a global game general equilibrium model	18
Bridging the information gap: How digitalization shapes stock price informativeness	18
The impact of CBDC on a deposit-dependent banking system	18
Climate risks and financial stability: Evidence from the European financial system	17
Learning, externality, and optimal financial regulation	17
Rapid bank runs and delayed policy responses	17
Dissecting capital flows: Do capital controls shield against foreign shocks?	17
Stimulating credit through banks’ unsecured debt purchases: Insights from a non-traditional measure	16
In Memoriam Dr. Chris Tsoumas (25 December 1964-1 April 2021)	16
International transmission of monetary policy shocks and the bank lending channel: Evidence from Australia	16
Optimal CBDC design: A model with two access mechanisms and the role of anonymity	16
Sovereign risk spillovers: A network approach	16
Systemic risk and oil price volatility shocks	15
Editorial Board	15
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls	15
Bank diversity and financial contagion	15
Sowing the seeds of financial imbalances: The role of macroeconomic performance	15
When banks become pure creditors: The effects of declining shareholding by Japanese banks on bank lending and firms’ risk-taking	14
Market reaction to the expected loss model in banks	14
Contagious zombies	13
Do sovereign-bond issuers learn from peers?	13
Hierarchical contagions in the interdependent financial network	13
In Memoriam - Phil Molyneux	13

The paradox of macroprudential policy and sovereign risk	13
Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers	12
Investor flows, performance, and fragility of U.S. municipal bond mutual funds	12
A Bayesian approach for more reliable tail risk forecasts	12
Predictive multiplicity, procedural multiplicity, and heterogeneous machine learning ensembles in recovery rate forecasting	12
Investor information and bank instability during the European debt crisis	12
Designing credit-spread driven macroprudential rules	12
Stock repurchasing and corporate social responsibility	11
ESG performance and bond return volatility	11
Surety bonds and moral hazard in banking	11
Bank runs and media freedom: What you don’t know won’t hurt you?	11
An integrated macroprudential stress test of bank liquidity and solvency	11
Do municipalities pay more to issue unrated bonds?	11
Climate change exposure, financial development, and the cost of debt: Evidence from EU countries	11
Investment deregulation and innovation performance of Chinese private firms	11
A perfect storm in the financial market	11
Reinforcement learning policy recommendation for interbank network stability	11
Spillovers in Europe: The role of ESG	10
Culture as a catalyst: The impact of corporate culture on strategic alliances and equity market response	10
Macroeconomic stability or financial stability: How are capital controls used? Insights from a new database	10
The role of loan loss provisions in income inequality: Evidence from a sample of banking institutions	10
It takes more than two to tango: Multiple bank lending, asset commonality and risk	10
A second-order finite difference method for the Black–Scholes model without far-field boundary conditions	10
Editorial Board	10
Poverty and seeking bank advice: Evidence from a survey experiment	10
Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal	10
ESG activity and bank lending during financial crises	10