Example of Journal of Financial Stability format
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Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format
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Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format Example of Journal of Financial Stability format
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open access Open Access ISSN: 15723089
recommended Recommended

Journal of Financial Stability — Template for authors

Publisher: Elsevier
Categories Rank Trend in last 3 yrs
Economics, Econometrics and Finance (all) #4 of 243 up up by 3 ranks
Finance #17 of 288 up up by 7 ranks
journal-quality-icon Journal quality:
High
calendar-icon Last 4 years overview: 257 Published Papers | 1628 Citations
indexed-in-icon Indexed in: Scopus
last-updated-icon Last updated: 08/06/2020
Insights & related journals
General info
Top papers
Popular templates
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FAQ

Journal Performance & Insights

  • Impact Factor
  • CiteRatio
  • SJR
  • SNIP

Impact factor determines the importance of a journal by taking a measure of frequency with which the average article in a journal has been cited in a particular year.

2.451

7% from 2018

Impact factor for Journal of Financial Stability from 2016 - 2019
Year Value
2019 2.451
2018 2.301
2017 2.032
2016 1.946
graph view Graph view
table view Table view

insights Insights

  • Impact factor of this journal has increased by 7% in last year.
  • This journal’s impact factor is in the top 10 percentile category.

CiteRatio is a measure of average citations received per peer-reviewed paper published in the journal.

6.3

31% from 2019

CiteRatio for Journal of Financial Stability from 2016 - 2020
Year Value
2020 6.3
2019 4.8
2018 4.0
2017 3.8
2016 3.5
graph view Graph view
table view Table view

insights Insights

  • CiteRatio of this journal has increased by 31% in last years.
  • This journal’s CiteRatio is in the top 10 percentile category.

SCImago Journal Rank (SJR) measures weighted citations received by the journal. Citation weighting depends on the categories and prestige of the citing journal.

2.272

40% from 2019

SJR for Journal of Financial Stability from 2016 - 2020
Year Value
2020 2.272
2019 1.627
2018 1.488
2017 1.356
2016 1.446
graph view Graph view
table view Table view

insights Insights

  • SJR of this journal has increased by 40% in last years.
  • This journal’s SJR is in the top 10 percentile category.

Source Normalized Impact per Paper (SNIP) measures actual citations received relative to citations expected for the journal's category.

2.553

31% from 2019

SNIP for Journal of Financial Stability from 2016 - 2020
Year Value
2020 2.553
2019 1.943
2018 1.727
2017 1.39
2016 1.638
graph view Graph view
table view Table view

insights Insights

  • SNIP of this journal has increased by 31% in last years.
  • This journal’s SNIP is in the top 10 percentile category.

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CiteRatio: 2.6 | SJR: 0.537 | SNIP: 0.998
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CiteRatio: 3.2 | SJR: 0.798 | SNIP: 1.518

Journal of Financial Stability

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Elsevier

Journal of Financial Stability

The Journal of Financial Stability provides an international forum for rigorous theoretical and empirical macro and micro economic and financial analysis of the causes, management, resolution and preventions of financial crises, including banking, securities market, payments a...... Read More

Economics, Econometrics and Finance

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Last updated on
08 Jun 2020
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ISSN
1572-3089
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Impact Factor
High - 2.437
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Open Access
No
i
Sherpa RoMEO Archiving Policy
Green faq
i
Plagiarism Check
Available via Turnitin
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Endnote Style
Download Available
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Bibliography Name
elsarticle-num
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Citation Type
Numbered
[25]
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Bibliography Example
G. E. Blonder, M. Tinkham, T. M. Klapwijk, Transition from metallic to tunneling regimes in superconducting microconstrictions: Excess current, charge imbalance, and supercurrent conversion, Phys. Rev. B 25 (7) (1982) 4515–4532. URL 10.1103/PhysRevB.25.4515

Top papers written in this journal

open accessOpen access Journal Article DOI: 10.1016/J.JFS.2011.12.003
Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?
Claudio Borio1, Haibin Zhu2

Abstract:

Few areas of monetary economics have been studied as extensively as the transmission mechanism. The literature on this topic has evolved substantially over the years, following the waxing and waning of conceptual frameworks and the changing characteristics of the financial system. In this paper, taking as a starting point a b... Few areas of monetary economics have been studied as extensively as the transmission mechanism. The literature on this topic has evolved substantially over the years, following the waxing and waning of conceptual frameworks and the changing characteristics of the financial system. In this paper, taking as a starting point a brief overview of the extant work on the interaction between capital regulation, the business cycle and the transmission mechanism, we offer some broader reflections on the characteristics of the transmission mechanism in light of the evolution of the financial system. We argue that insufficient attention has so far been paid to the link between monetary policy and the perception and pricing of risk by economic agents—what might be termed the “risk-taking channel” of monetary policy. We develop the concept, compare it with current views of the transmission mechanism, explore its mutually reinforcing link with “liquidity” and analyse its interaction with monetary policy reaction functions. We argue that changes in the financial system and prudential regulation may have increased the importance of the risk-taking channel and that prevailing macroeconomic paradigms and associated models are not well suited to capturing it, thereby also reducing their effectiveness as guides to monetary policy. read more read less

Topics:

Monetary policy (55%)55% related to the paper, Business cycle (51%)51% related to the paper
View PDF
745 Citations
Journal Article DOI: 10.1016/J.JFS.2010.12.001
Simulation methods to assess the danger of contagion in interbank markets
Christian Upper1

Abstract:

Researchers increasingly turn to counterfactual simulations to estimate the danger of contagion owing to exposures in the interbank loan market. This paper summarises the findings of such simulations, provides a critical assessment of the modelling assumptions on which they are based, and discusses their use in financial stab... Researchers increasingly turn to counterfactual simulations to estimate the danger of contagion owing to exposures in the interbank loan market. This paper summarises the findings of such simulations, provides a critical assessment of the modelling assumptions on which they are based, and discusses their use in financial stability analysis. On the whole, such simulations suggest that contagious defaults are unlikely but cannot be fully ruled out, at least in some countries. If contagion does take place, then it could lead to the breakdown of a substantial fraction of the banking system, thus imposing high costs to society. However, when interpreting these results, one has to bear in mind the potential bias caused by the very strong assumptions underlying the simulations. Robustness tests indicate that the models might be able to correctly predict whether or not contagion could be an issue and, possibly, also identify banks whose failure could give rise to contagion. They are, however, less suited for stress testing or for the analysis of policy options in crises, primarily due to their lack of behavioural foundations. read more read less

Topics:

Interbank lending market (53%)53% related to the paper, Interbank network (51%)51% related to the paper, Robustness (economics) (51%)51% related to the paper, Systemic risk (50%)50% related to the paper
584 Citations
Journal Article DOI: 10.1016/J.JFS.2009.02.001
A theory of systemic risk and design of prudential bank regulation
Viral V. Acharya1, Viral V. Acharya2, Viral V. Acharya3

Abstract:

Systemic risk is modeled as the endogenously chosen correlation of returns on assets held by banks. The limited liability of banks and the presence of a negative externality of one bank’s failure on the health of other banks give rise to a systemic risk-shifting incentive where all banks undertake correlated investments, ther... Systemic risk is modeled as the endogenously chosen correlation of returns on assets held by banks. The limited liability of banks and the presence of a negative externality of one bank’s failure on the health of other banks give rise to a systemic risk-shifting incentive where all banks undertake correlated investments, thereby increasing economy-wide aggregate risk. Regulatory mechanisms such as bank closure policy and capital adequacy requirements that are commonly based only on a bank’s own risk fail to mitigate aggregate risk-shifting incentives, and can, in fact, accentuate systemic risk. Prudential regulation is shown to operate at a collective level, regulating each bank as a function of both its joint (correlated) risk with other banks as well as its individual (bank-specific) risk. read more read less

Topics:

Bank regulation (63%)63% related to the paper, Systemic risk (62%)62% related to the paper, Capital adequacy ratio (60%)60% related to the paper, Systematic risk (56%)56% related to the paper
View PDF
484 Citations
open accessOpen access Journal Article DOI: 10.1016/J.JFS.2007.12.004
Comparing early warning systems for banking crises
E. Philip Davis1, Dilruba Karim1

Abstract:

Despite the extensive literature on prediction of banking crises by Early Warning Systems (EWSs), their practical use by policy makers is limited, even in the international financial institutions. This is a paradox since the changing nature of banking risks as more economies liberalise and develop their financial systems, as ... Despite the extensive literature on prediction of banking crises by Early Warning Systems (EWSs), their practical use by policy makers is limited, even in the international financial institutions. This is a paradox since the changing nature of banking risks as more economies liberalise and develop their financial systems, as well as ongoing innovation, makes the use of EWS for informing policies aimed at preventing crises more necessary than ever. In this context, we assess the logit and signal extraction EWS for banking crises on a comprehensive common dataset. We suggest that logit is the most appropriate approach for global EWS and signal extraction for country-specific EWS. Furthermore, it is important to consider the policy maker's objectives when designing predictive models and setting related thresholds since there is a sharp trade-off between correctly calling crises and false alarms. read more read less

Topics:

Warning system (52%)52% related to the paper
View PDF
443 Citations
Journal Article DOI: 10.1016/J.JFS.2006.06.002
Measuring financial stress in a developed country: An application to Canada
Mark Illing1, Ying Liu1

Abstract:

This paper develops an index of financial stress for the Canadian financial system. It is a continuous variable with a spectrum of values, where extreme values are called financial crises. An internal Bank of Canada survey is used to condition the choice of variables. The authors show that alternative measures of financial cr... This paper develops an index of financial stress for the Canadian financial system. It is a continuous variable with a spectrum of values, where extreme values are called financial crises. An internal Bank of Canada survey is used to condition the choice of variables. The authors show that alternative measures of financial crisis suggested by the literature do not accurately reflect the Canadian experience, while several measures developed in this paper are more representative and are thus likely better suited to a developed financial system. An accurate characterization of stress is a prerequisite for any researcher attempting to forecast financial crises. read more read less

Topics:

Financial ratio (68%)68% related to the paper, Financial analysis (65%)65% related to the paper, Financial econometrics (62%)62% related to the paper, Financial risk (61%)61% related to the paper, Accounting management (61%)61% related to the paper
404 Citations
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Journal of Financial Stability format uses elsarticle-num citation style.

Automatically format and order your citations and bibliography in a click.

SciSpace allows imports from all reference managers like Mendeley, Zotero, Endnote, Google Scholar etc.

Frequently asked questions

Absolutely not! With our tool, you can freely write without having to focus on LaTeX. You can write your entire paper as per the Journal of Financial Stability guidelines and autoformat it.

Yes. The template is fully compliant as per the guidelines of this journal. Our experts at SciSpace ensure that. Also, if there's any update in the journal format guidelines, we take care of it and include that in our algorithm.

Sure. We support all the top citation styles like APA style, MLA style, Vancouver style, Harvard style, Chicago style, etc. For example, in case of this journal, when you write your paper and hit autoformat, it will automatically update your article as per the Journal of Financial Stability citation style.

You can avail our Free Trial for 7 days. I'm sure you'll find our features very helpful. Plus, it's quite inexpensive.

Yup. You can choose the right template, copy-paste the contents from the word doc and click on auto-format. You'll have a publish-ready paper that you can download at the end.

A matter of seconds. Besides that, our intuitive editor saves a load of your time in writing and formating your manuscript.

One little Google search can get you the Word template for any journal. However, why do you need a Word template when you can write your entire manuscript on SciSpace, autoformat it as per Journal of Financial Stability's guidelines and download the same in Word, PDF and LaTeX formats? Try us out!.

Absolutely! You can do it using our intuitive editor. It's very easy. If you need help, you can always contact our support team.

SciSpace is an online tool for now. We'll soon release a desktop version. You can also request (or upvote) any feature that you think might be helpful for you and the research community in the feature request section once you sign-up with us.

Sure. You can request any template and we'll have it up and running within a matter of 3 working days. You can find the request box in the Journal Gallery on the right sidebar under the heading, "Couldn't find the format you were looking for?".

After you have written and autoformatted your paper, you can download it in multiple formats, viz., PDF, Docx and LaTeX.

To be honest, the answer is NO. The impact factor is one of the many elements that determine the quality of a journal. Few of those factors the review board, rejection rates, frequency of inclusion in indexes, Eigenfactor, etc. You must assess all the factors and then take the final call.

SHERPA/RoMEO Database

We have extracted this data from Sherpa Romeo to help our researchers understand the access level of this journal. The following table indicates the level of access a journal has as per Sherpa Romeo Archiving Policy.

RoMEO Colour Archiving policy
Green Can archive pre-print and post-print or publisher's version/PDF
Blue Can archive post-print (ie final draft post-refereeing) or publisher's version/PDF
Yellow Can archive pre-print (ie pre-refereeing)
White Archiving not formally supported
FYI:
  1. Pre-prints as being the version of the paper before peer review and
  2. Post-prints as being the version of the paper after peer-review, with revisions having been made.

The 5 most common citation types in order of usage are:.

S. No. Citation Style Type
1. Author Year
2. Numbered
3. Numbered (Superscripted)
4. Author Year (Cited Pages)
5. Footnote

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After uploading your paper on SciSpace, you would see a button to request a journal submission service for Journal of Financial Stability.

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Yes. SciSpace provides this functionality.

After signing up, you would need to import your existing references from Word or .bib file.

SciSpace would allow download of your references in Journal of Financial Stability Endnote style, according to elsevier guidelines.

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