OOIR: Observatory of International Research

Papers

(The H4-Index of North American Journal of Economics and Finance is 31. 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 2020-03-01 to 2024-03-01.)

Article	Citations
Oil price shocks, geopolitical risks, and green bond market dynamics	166
Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis	73
Forecasting stock index price using the CEEMDAN-LSTM model	67
Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network	64
“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet	63
Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis	59
The impact of China’s one belt one road initiative on international trade in the ASEAN region	59
Efficient predictability of stock return volatility: The role of stock market implied volatility	58
Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020	58
Accessibility of financial services and household consumption in China: Evidence from micro data	55
Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches	51
Forecasting stock market returns: New technical indicators and two-step economic constraint method	50
Why cryptocurrency markets are inefficient: The impact of liquidity and volatility	50
Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach	47
COVID-19 and asymmetric volatility spillovers across global stock markets	47
Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether	43
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak	43
How does FinTech affect the development of the digital economy? Evidence from China	42
Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis	39
Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions	38
Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic	38
Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic	36
Systemic financial risk early warning of financial market in China using Attention-LSTM model	36
The role of insurance growth in economic growth: Fresh evidence from a panel of OECD countries	36
Analysis of the impact of COVID-19 pandemic on G20 stock markets	36

A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees	35
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis	35
Financial innovation and bank growth: The role of institutional environments	33
Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19	33
The effects of oil price shocks on inflation in the G7 countries	32
Economic policy uncertainty and cost of debt financing: International evidence	31
Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets	31
The impact of economic uncertainty and geopolitical risks on bank credit	31