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 2022-06-01 to 2026-06-01.)

Article	Citations
Regional bank failures and volatility transmission	170
The ECB’s APP’s impact on non-financial firms’ cost of borrowing and debt choice	110
Dating housing booms fueled by credit: A Markov switching approach	102
Lender individualism and monitoring: Evidence from syndicated loans	100
Diversification or distortion? The role of ETFs in retail investor portfolios and performance	96
CAFR 1999–2021, the past two decades and a look ahead	92
The impact of gender diversity on shareholder wealth: Evidence from European bank M&A	85
The impact of country- and firm-level governance on capital allocation efficiency: New evidence from India	79
Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer	56
Monetary policy uncertainty and corporate cash holdings: Evidence from China	54
Does headquarters location matter in corporate tax avoidance?	53
Non-blockholder dissatisfaction and firm performance volatility: A groupthink perspective	52
The sale of failed banks: The importance of their branch networks and of the acquirers’ financial strength	51
Stock price crash risk and firms’ operating leverage	49
Bank competition and credit risk: The case of Peru	43
Trade reforms and firm value: Worldwide evidence	43
The leverage of hedge funds and the risk of their prime brokers	42
The contribution of (shadow) banks and real estate to systemic risk in China	41
Euro area banking and monetary policy shocks in the QE era	40
Too big to fail? Asymmetric effects of quantitative easing	34
Zero-risk weights and capital misallocation	32
Bank resolution mechanisms revisited: Towards a new era of restructuring	31
Disclosure of financial items in 10-Ks and stock price informativeness	30
Editorial Board	29
Editorial Board	28

“Thank me later”: Why is (macro)prudence desirable?	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
Understanding central bank responses to geopolitical risks: Evidence from the Fed and ECB	27
Lending standards and output growth	27
The demand for central clearing: To clear or not to clear, that is the question!	25
The unintended consequences of environmental regulation on financial misconduct	25
Deposit insurance and market discipline	25
Digital payments and bank competition	25
Asset fire sales in an incomplete market economy	25
Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets	24
Modeling the procyclical impact of monetary policy on bank leverage: A stochastic macroprudential approach	24
Editorial Board	24
Release of a liquidity regulation: What do we learn for credit and house prices?	23
Stock liquidity and corporate climate performance: evidence from China	23
Bubbles, banking and monetary policy	21
Assessing the systemic risk impact of bank bail-ins	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
Risk shocks, due loans, and policy options: When less is more!	20
Climate policy and international capital reallocation	20
The spillover effect of constituency statutes along supply chains: Evidence from supplier commitment	20
The regulatory dialectic in bank-sponsored money market funds	19
Debt maturity, creditor rights, and capital allocation efficiency: Evidence from quasi-natural experiments in India	19
Bank opacity, systemic risk and financial stability	19
Financial stability through the lens of complex systems	19
The impact of CBDC on a deposit-dependent banking system	19
Shock amplification in an interconnected financial system of banks and investment funds	19
Expected bail-in costs, bank risk-taking and real effects	18
Generative AI and labour productivity: A quasi experiment on coding	18
Climate risk news and banking industry: A natural language processing approach	18
Distance lending & social connectedness	17
Learning, externality, and optimal financial regulation	17
Bank runs, prudential tools and social welfare in a global game general equilibrium model	17
Bridging the information gap: How digitalization shapes stock price informativeness	17
Systemic risk measures and macroeconomic shocks: An update of empirical evidence	17
Climate risks and financial stability: Evidence from the European financial system	16
Dissecting capital flows: Do capital controls shield against foreign shocks?	16
Rapid bank runs and delayed policy responses	16
International transmission of monetary policy shocks and the bank lending channel: Evidence from Australia	15
Sovereign risk spillovers: A network approach	15
In Memoriam Dr. Chris Tsoumas (25 December 1964-1 April 2021)	15
Stimulating credit through banks’ unsecured debt purchases: Insights from a non-traditional measure	15
Climate risk and bank capital structure	15
Bank diversity and financial contagion	14
Optimal CBDC design: A model with two access mechanisms and the role of anonymity	14
Editorial Board	14
Sowing the seeds of financial imbalances: The role of macroeconomic performance	13

When opinions collide：Investor sentiment divergence and stock liquidity	13
When banks become pure creditors: The effects of declining shareholding by Japanese banks on bank lending and firms’ risk-taking	13
Market reaction to the expected loss model in banks	13
The paradox of macroprudential policy and sovereign risk	13
Do sovereign-bond issuers learn from peers?	13
Systemic risk and oil price volatility shocks	13
In Memoriam - Phil Molyneux	12
Hierarchical contagions in the interdependent financial network	12
A Bayesian approach for more reliable tail risk forecasts	12
ESG activities and stock liquidity	12
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls	12
Contagious zombies	12
Investor flows, performance, and fragility of U.S. municipal bond mutual funds	11
Climate change exposure, financial development, and the cost of debt: Evidence from EU countries	11
Predictive multiplicity, procedural multiplicity, and heterogeneous machine learning ensembles in recovery rate forecasting	11
Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers	11
Investor information and bank instability during the European debt crisis	11
Reinforcement learning policy recommendation for interbank network stability	11
Designing credit-spread driven macroprudential rules	11
Bank runs and media freedom: What you don’t know won’t hurt you?	10
A perfect storm in the financial market	10
An integrated macroprudential stress test of bank liquidity and solvency	10
Bank regulations and surges and stops in credit: Panel evidence	10
It takes more than two to tango: Multiple bank lending, asset commonality and risk	10
ESG performance and bond return volatility	10
Stock repurchasing and corporate social responsibility	10
Interest rate pass-through and bank risk-taking under negative-rate policies with tiered remuneration of central bank reserves	10
Editorial Board	10
Culture as a catalyst: The impact of corporate culture on strategic alliances and equity market response	10
Investment deregulation and innovation performance of Chinese private firms	10
Surety bonds and moral hazard in banking	10
FinTech small business lending: Do FinTechs provide business loans to under-banked groups?	10
Do municipalities pay more to issue unrated bonds?	10
The role of loan loss provisions in income inequality: Evidence from a sample of banking institutions	10