Journal

Name:
Journal Of Financial Stability web
Rankings:
Points Position
CEF.UP+NIPE (average of all rankings) (2012) 8.47 427/501
ABS (2010) 25.0 285/288
Australian RC (2010) 25.0 426/479
Ideas discounted recursive impact factor (2012) 6.43 81/396
ISI, JCR SSE, Impact Factor (2010) 10.59 227/388
Source Normalized Impact per Paper (SNIP) (2011) 12.0 199/476
Article Influence Score (2018) 0.85 184/430
Impact Factor (2018) 2.3 114/439
Impact Factor (5 year) (2018) 2.88 122/430
SJR - Scimago (2018) 1.49 126/454
Count (2019) 1.0 471/638
Articles 13:

The Collateral Channel of Open Market Operations
Nuno Cassola, Francois Koulischer
vol. 41, 2019, p. 73-90.

Explaining the Cyclical Volatility of Consumer Debt Risk Using a Heterogeneous Agents Model: The Case of Chile
Carlos Madeira
vol. 39, 2018, p. 209-220.

An International Forensic Perspective of the Determinants of Bank CDS Spreads
Nadia Benbouzid, Sushanta Mallick, Ricardo Sousa
vol. 33, 2017, p. 60-70.

Macroprudential Regulation and Macroeconomic Activity
Sudipto Karmakar
vol. 25, 2016, p. 166-178.

Pricing Default Risk: The Good, the Bad, and the Anomaly
Sara Ferreira Filipe, Theoharry Grammatikos, Dimitra Michala
vol. 26, 2016, p. 190-213.

The Determinants of CDS Open Interest Dynamics
Paulo Pereira da Silva, Carlos Vieira, Isabel Vieira
vol. 21, 2015, p. 95-109.

International Diversification and Risk of Multinational Banks: Evidence from the Pre-crisis Period
Mohamed Azzim Gulamhussen, Carlos Pinheiro, Alberto Franco Pozzolo
vol. 13, 2014, p. 30-43.

Tail Dependence and Indicators of Systemic Risk for Large US Depositories
Eliana Balla, Ibrahim Ergen, Marco Migueis
vol. 15, 2014, p. 195-209.

Expectation-Driven Cycles in the Housing Market: Evidence from Survey Data
Luisa Lambertini, Caterina Mendicino, Maria Teresa Punzi
vol. 9, 2013, p. 518-529.

Systemic Risk Analysis Using Forward-Looking Distance-to-Default Series
Martín Saldías
vol. 9, 2013, p. 498-517.

Can Central Banks Monetary Policy Be Described by a Linear (Augmented) Taylor Rule or by a Nonlinear Rule
Vitor Castro
vol. 7, 2011, p. 228-246.

Bank Loan-Loss Provisioning, Central Bank Rules vs. Estimation: The Case of Portugal
Jean Dermine, Cristina Neto de Carvalho
vol. 4, 2008, p. 1-22.

An Examination of Multiple Plans in Chapter 11 Reorganizations
Maria Carapeto
vol. 3, 2007, p. 279-293.

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