Submitted on 19 May 2004 (v1), last revised 28 Jul 2004 (this version, v2).-- Contains 6 pages, no figures; uses revtex4; version accepted for publication; some phrasing changed; wrong coefficient corrected.Starting from the assumption that general relativity might be an emergent phenomenon showing up at low-energies from an underlying microscopic structure, we re-analyze the stability of a static closed Universe filled with radiation. In this scenario, it is sensible to consider the effective general-relativistic configuration as in a thermal contact with an "environment" (the role of environment can be played, for example, by the higher-dimensional bulk or by the trans-Planckian degrees of freedom). We calculate the free energy at a fixed temperature of this radiation-filled static configuration. Then, by looking at the free energy we show that the static Einstein configuration is stable under the stated condition.CB is supported by the Education and Science Council of Junta de Andalucía, Spain. GEV is supported by the Russian Foundations for Fundamental Research, by the Russian Ministry of Education and Science through the Leading Scientific School grant #2338.2003.2 and through the Research Programme "Cosmion". This work is also supported by ESF COSLAB Programme.Peer reviewed