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 2021-02-01 to 2025-02-01.)
ArticleCitations
Central banks’ corporate asset purchase programmes and risk-taking by bond funds in the aftermath of market stress210
Institutional ownership and bank failure194
Unlocking strategic alliances: The role of common institutional blockholders in promoting collaboration and trust161
Does digital transformation enhance bank soundness? Evidence from Chinese commercial banks156
Firm-level political risk and stock price crashes139
Digital currencies in financial networks114
Banking and macro risks104
Bank capital requirements and risk-taking: Evidence from basel III103
Hastily announced: Mergers and acquisitions with pledging shareholders91
Government debt and stock price crash risk: International Evidence81
In Memoriam Dr. Chris Tsoumas (25 December 1964-1 April 2021)74
Financial contracting as behavior towards risk: The corporate finance of business cycles69
What is mine is yours: Sovereign risk transmission during the European debt crisis67
Credit market development and corporate earnings management: Evidence from banking and branching deregulations66
Optimal monetary policy under bounded rationality59
Editorial Board57
Editorial Board54
Bank capital shortfall in the euro area53
Editorial Board52
Optimal capital ratios for banks in the euro area49
Auditor certification and long-run performance of IPO stocks48
CAFR 1999–2021, the past two decades and a look ahead47
Editorial Board42
Bank bailouts and economic growth: Evidence from cross-country, cross-industry data41
Sovereign risk spillovers: A network approach39
Affiliated bankers on board and firm environmental management: U.S. evidence39
High water, no marks? Biased lending after extreme weather36
Strategic alliances and shared auditors35
Funding liquidity creation by banks34
Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer34
Societal trust and corporate bankruptcy32
The macroeconomic costs of the bank tax30
Does political influence distort banking regulation? Evidence from the US29
Loan guarantees in a crisis: An antidote to a credit crunch?29
Lender individualism and monitoring: Evidence from syndicated loans28
Three green financial policies to address climate risks28
Exchange rate shocks in multicurrency interbank markets28
Economic uncertainty and corruption: Evidence from public and private firms27
Does headquarters location matter in corporate tax avoidance?27
Bank ownership and capital buffers: How internal control is affected by external governance27
How do machine learning and non-traditional data affect credit scoring? New evidence from a Chinese fintech firm26
Bank credit, inflation, and default risks over an infinite horizon26
A survival analysis of public guaranteed loans: Does financial intermediary matter?25
The drivers of cyber risk24
New insights into bank asset securitization: The impact of religiosity24
Low-carbon city initiatives and analyst behaviour: A quasi-natural experiment22
Monetary policy uncertainty and corporate cash holdings: Evidence from China22
Who consumes the credit union subsidies?22
A note on regulatory responses to COVID-19 pandemic: Balancing banks’ solvency and contribution to recovery21
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures21
Bank risk-taking in emerging economies: Empirical evidence and theory21
Inflation targeting and financial conditions: UK monetary policy during the great moderation and financial crisis21
The SKEW index: Extracting what has been left20
The impact of gender diversity on shareholder wealth: Evidence from European bank M&A19
Funding deposit insurance19
Quantification of systemic risk from overlapping portfolios in the financial system19
Common ownership and bank stability: Evidence from the U.S. banking industry19
Does climate risk influence analyst forecast accuracy?18
International transmission of monetary policy shocks and the bank lending channel: Evidence from Australia18
Political governance and firm performance in China: Evidence from a quasi-natural experiment17
The ECB’s APP’s impact on non-financial firms’ cost of borrowing and debt choice17
When banks become pure creditors: The effects of declining shareholding by Japanese banks on bank lending and firms’ risk-taking16
Systemic risk and CO2 emissions in the U.S.16
Market reaction to the expected loss model in banks16
The leverage ratio, risk-taking and bank stability15
Sowing the seeds of financial imbalances: The role of macroeconomic performance15
Internationalization, foreign complexity and systemic risk: Evidence from European banks14
Political spending, related voluntary disclosure, and the cost of public debt14
Hierarchical contagions in the interdependent financial network14
Easy cleanups or forbearing improvements: The effect of CEO tenure on successor’s performance14
Asset securitization, cross holdings, and systemic risk in banking14
Editorial Board14
The contribution of (shadow) banks and real estate to systemic risk in China13
International financial stress spillovers during times of unconventional monetary policy interventions13
Two decades of contagion effect on stock markets: Which events are more contagious?13
Zero-risk weights and capital misallocation13
Euro area banking and monetary policy shocks in the QE era13
Does lending relationship help or alleviate the transmission of liquidity shocks? Evidence from a liquidity crunch in China12
Digital transformation and debt financing cost: A threefold risk perspective12
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls12
Editorial Board11
Default risk premium and asset prices11
Corporate debt and unconventional monetary policy: The risk-taking channel with bond and loan contracts11
Bank resolution mechanisms revisited: Towards a new era of restructuring11
Financial intermediation and the supply of liquidity11
Temporal networks and financial contagion11
Stock price crash risk and firms’ operating leverage11
Do sovereign-bond issuers learn from peers?10
An investigation into feedback and spatial relationships between banks’ share prices and sovereign bond spreads during the euro crisis10
Editorial Board10
From stress testing to systemic stress testing: The importance of macroprudential regulation9
Bank solvency stress tests with fire sales9
Risk shifting and regulatory arbitrage: Evidence from operational risk9
Portfolio choice algorithms, including exact stochastic dominance9
Measuring the systemic importance of banks9
Bank competition and credit risk: The case of Peru9
Editorial Board9
Early warning systems using dynamic factor models: An application to Asian economies9
The impact of political uncertainty on institutional ownership9
Crises, lending and regulations9
Global capital flows and the role of macroprudential policy9
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