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 2021-06-01 to 2025-06-01.)
ArticleCitations
Editorial Board282
Lender individualism and monitoring: Evidence from syndicated loans229
CAFR 1999–2021, the past two decades and a look ahead165
Does headquarters location matter in corporate tax avoidance?146
The ECB’s APP’s impact on non-financial firms’ cost of borrowing and debt choice139
Monetary policy uncertainty and corporate cash holdings: Evidence from China139
Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer119
Dating housing booms fueled by credit: A Markov switching approach102
Regional bank failures and volatility transmission102
The impact of country- and firm-level governance on capital allocation efficiency: New evidence from India96
The impact of gender diversity on shareholder wealth: Evidence from European bank M&A78
Stock price crash risk and firms’ operating leverage71
Zero-risk weights and capital misallocation69
The sale of failed banks: The importance of their branch networks and of the acquirers’ financial strength68
Too big to fail? Asymmetric effects of quantitative easing67
Does lending relationship help or alleviate the transmission of liquidity shocks? Evidence from a liquidity crunch in China60
Bank competition and credit risk: The case of Peru59
The pass-through of bank capital requirements to corporate lending spreads59
Bank resolution mechanisms revisited: Towards a new era of restructuring58
The contribution of (shadow) banks and real estate to systemic risk in China57
Euro area banking and monetary policy shocks in the QE era55
Economic uncertainty and bank stability: Conventional vs. Islamic banking50
Two decades of contagion effect on stock markets: Which events are more contagious?45
How organizational and geographic complexity influence performance: Evidence from European banks41
Digital payments and bank competition40
Ownership and bank efficiency in Africa: True fixed effects stochastic frontier analysis40
Economic policy uncertainty and cross-border mergers and acquisitions40
Sovereign portfolio composition and bank risk: The case of European banks40
Editorial Board39
Editorial Board39
Lending standards and output growth37
The demand for central clearing: To clear or not to clear, that is the question!35
ESG investing: A chance to reduce systemic risk34
“Thank me later”: Why is (macro)prudence desirable?34
Deposit insurance and market discipline33
Editorial Board32
Sudden yield reversals and financial intermediation in emerging markets32
Effectiveness of FX intervention and the flimsiness of exchange rate expectations29
Bubbles, banking and monetary policy28
Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets27
Ancestors and corporate performance: Evidence from the Italian Mass Migration27
Stock liquidity and corporate climate performance: evidence from China26
Release of a liquidity regulation: What do we learn for credit and house prices?26
Assessing the systemic risk impact of bank bail-ins26
The spillover effect of constituency statutes along supply chains: Evidence from supplier commitment25
The going-public decision and firm risk25
Connected banks and economic policy uncertainty25
The impact of CBDC on a deposit-dependent banking system23
Bank opacity, systemic risk and financial stability22
Low-carbon city initiatives and firm risk: A quasi-natural experiment in China21
Shock amplification in an interconnected financial system of banks and investment funds21
Financial stability through the lens of complex systems21
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
Supervisory shocks to banks' credit standards and their macroeconomic impact20
Distance lending & social connectedness19
Bridging the information gap: How digitalization shapes stock price informativeness18
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 Prices17
Climate risks and financial stability: Evidence from the European financial system16
Common ownership and bank stability: Evidence from the U.S. banking industry16
New insights into bank asset securitization: The impact of religiosity16
Bank diversity and financial contagion16
Editorial Board16
In Memoriam Dr. Chris Tsoumas (25 December 1964-1 April 2021)16
Do sovereign-bond issuers learn from peers?15
High water, no marks? Biased lending after extreme weather15
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls15
International transmission of monetary policy shocks and the bank lending channel: Evidence from Australia15
Sovereign risk spillovers: A network approach15
Market reaction to the expected loss model in banks14
Editorial Board14
Early warning systems using dynamic factor models: An application to Asian economies14
Editorial Board14
Political uncertainty and analysts’ forecasts: International evidence14
Investor information and bank instability during the European debt crisis13
When banks become pure creditors: The effects of declining shareholding by Japanese banks on bank lending and firms’ risk-taking13
Hierarchical contagions in the interdependent financial network13
The paradox of macroprudential policy and sovereign risk13
Liquidity risk and bank performance during financial crises13
Sowing the seeds of financial imbalances: The role of macroeconomic performance13
Uncertainty of uncertainty and firm cash holdings13
Bank runs and media freedom: What you don’t know won’t hurt you?12
Reinforcement learning policy recommendation for interbank network stability12
Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers12
In Memoriam - Phil Molyneux12
A Bayesian approach for more reliable tail risk forecasts12
When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns12
Investor flows, performance, and fragility of U.S. municipal bond mutual funds12
Climate change exposure, financial development, and the cost of debt: Evidence from EU countries12
High liquidity creation and bank failures12
A perfect storm in the financial market11
Surety bonds and moral hazard in banking11
Stock repurchasing and corporate social responsibility11
Poverty and seeking bank advice: Evidence from a survey experiment10
Risk spillovers and interconnectedness between systemically important institutions10
An integrated macroprudential stress test of bank liquidity and solvency10
The impact of policy uncertainty on shareholder wealth: Evidence from bank M&A10
Investment deregulation and innovation performance of Chinese private firms10
Double leverage cycle, interest rate, and financial crisis10
Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal10
Economic policy uncertainty and earnings management: Evidence from Japan10
It takes more than two to tango: Multiple bank lending, asset commonality and risk10
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