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 2021-08-01 to 2025-08-01.)
ArticleCitations
The impact of gender diversity on shareholder wealth: Evidence from European bank M&A111
Editorial Board105
Lender individualism and monitoring: Evidence from syndicated loans101
CAFR 1999–2021, the past two decades and a look ahead83
Does headquarters location matter in corporate tax avoidance?77
The ECB’s APP’s impact on non-financial firms’ cost of borrowing and debt choice72
Dating housing booms fueled by credit: A Markov switching approach69
The impact of country- and firm-level governance on capital allocation efficiency: New evidence from India63
Regional bank failures and volatility transmission62
Monetary policy uncertainty and corporate cash holdings: Evidence from China59
Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer59
Stock price crash risk and firms’ operating leverage53
Zero-risk weights and capital misallocation47
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
The pass-through of bank capital requirements to corporate lending spreads41
Euro area banking and monetary policy shocks in the QE era41
The contribution of (shadow) banks and real estate to systemic risk in China41
Too big to fail? Asymmetric effects of quantitative easing40
Does lending relationship help or alleviate the transmission of liquidity shocks? Evidence from a liquidity crunch in China38
How organizational and geographic complexity influence performance: Evidence from European banks36
Bank competition and credit risk: The case of Peru35
Economic uncertainty and bank stability: Conventional vs. Islamic banking34
Two decades of contagion effect on stock markets: Which events are more contagious?33
The demand for central clearing: To clear or not to clear, that is the question!30
Editorial Board30
Editorial Board30
Deposit insurance and market discipline29
Lending standards and output growth27
Economic policy uncertainty and cross-border mergers and acquisitions27
Sovereign portfolio composition and bank risk: The case of European banks26
“Thank me later”: Why is (macro)prudence desirable?26
Sudden yield reversals and financial intermediation in emerging markets26
Digital payments and bank competition25
Editorial Board23
Bubbles, banking and monetary policy23
Effectiveness of FX intervention and the flimsiness of exchange rate expectations23
Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets22
Ancestors and corporate performance: Evidence from the Italian Mass Migration22
Modeling the procyclical impact of monetary policy on bank leverage: A stochastic macroprudential approach21
Release of a liquidity regulation: What do we learn for credit and house prices?20
Assessing the systemic risk impact of bank bail-ins20
Stock liquidity and corporate climate performance: evidence from China19
Connected banks and economic policy uncertainty19
Financial stability through the lens of complex systems18
The spillover effect of constituency statutes along supply chains: Evidence from supplier commitment18
Bank opacity, systemic risk and financial stability17
Low-carbon city initiatives and firm risk: A quasi-natural experiment in China17
Shock amplification in an interconnected financial system of banks and investment funds17
The impact of CBDC on a deposit-dependent banking system17
Distance lending & social connectedness16
Bank runs, prudential tools and social welfare in a global game general equilibrium model16
The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing16
Rapid bank runs and delayed policy responses16
Supervisory shocks to banks' credit standards and their macroeconomic impact16
Bridging the information gap: How digitalization shapes stock price informativeness15
In Memoriam Dr. Chris Tsoumas (25 December 1964-1 April 2021)15
Climate risks and financial stability: Evidence from the European financial system15
The power of sentiment: Irrational beliefs of households and consumer loan dynamics15
Editorial Board15
Dissecting capital flows: Do capital controls shield against foreign shocks?15
Common ownership and bank stability: Evidence from the U.S. banking industry15
Bank diversity and financial contagion14
Editorial Board14
International transmission of monetary policy shocks and the bank lending channel: Evidence from Australia14
When banks become pure creditors: The effects of declining shareholding by Japanese banks on bank lending and firms’ risk-taking14
Sovereign risk spillovers: A network approach14
Do sovereign-bond issuers learn from peers?14
Editorial Board14
Sowing the seeds of financial imbalances: The role of macroeconomic performance13
Market reaction to the expected loss model in banks13
The paradox of macroprudential policy and sovereign risk13
Liquidity risk and bank performance during financial crises13
Early warning systems using dynamic factor models: An application to Asian economies13
Political uncertainty and analysts’ forecasts: International evidence13
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls12
Systemic risk and oil price volatility shocks12
Investor information and bank instability during the European debt crisis11
Hierarchical contagions in the interdependent financial network11
Uncertainty of uncertainty and firm cash holdings11
In Memoriam - Phil Molyneux11
When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns10
Bank runs and media freedom: What you don’t know won’t hurt you?10
Reinforcement learning policy recommendation for interbank network stability10
Investor flows, performance, and fragility of U.S. municipal bond mutual funds10
Climate change exposure, financial development, and the cost of debt: Evidence from EU countries10
A Bayesian approach for more reliable tail risk forecasts10
Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers9
Economic policy uncertainty and earnings management: Evidence from Japan9
An integrated macroprudential stress test of bank liquidity and solvency9
Stock repurchasing and corporate social responsibility9
A perfect storm in the financial market9
Risk spillovers and interconnectedness between systemically important institutions9
High liquidity creation and bank failures9
Surety bonds and moral hazard in banking9
ESG performance and bond return volatility9
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