International Finance

Papers
(The median citation count of International Finance is 0. 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 2020-10-01 to 2024-10-01.)
ArticleCitations
The impact of Sino–US trade friction on the performance of China's textile and apparel industry35
Dirty money: Does the risk of infectious disease lower demand for cash?18
A Phillips curve for the euro area18
Contagion of fear: Is the impact of COVID‐19 on sovereign risk really indiscriminate?16
Identifying oil price shocks and their consequences: The role of expectations in the crude oil market12
Revisiting the relationship between cross‐border capital flows and credit10
Global financial crisis versus COVID‐19: Evidence from sentiment analysis8
Financial structure convergence7
The nonlinear causal relationship between short‐ and long‐term interest rates: An empirical assessment of the United States, the United Kingdom, and Japan6
Bilateral capital flows: Gravity, push and pull6
Corporate debt overhang and investment in emerging economies: Firm‐level evidence6
Pandemics and firms: Drawing lessons from history6
Spillover effects in Chinese carbon, energy and financial markets5
Hysteresis in unemployment: Evidence from OECD estimates of the natural rate5
The way digitalization is impacting international financial markets: Stock price synchronicity5
When does FDI make a difference for growth? A comparative analysis of resource‐rich and resource‐scarce African economies5
Determinants of market‐assessed sovereign default risk: Macroeconomic fundamentals or global shocks?4
Stock market integration in Africa: Further evidence from an information‐theoretic framework4
Gauging the effect of investor overconfidence on trading volume from the perspective of the relationship between lagged stock returns and current trading volume4
Japanese firms' overpayments for cross‐border acquisitions4
The financial US uncertainty spillover multiplier: Evidence from a GVAR model3
Corporate investment and the exchange rate: The financial channel3
Capital‐flow volatility in emerging markets: A panel GARCH approach2
Reserve accumulation, inflation, and moral hazard: Evidence from a natural experiment2
Inflation convergence over time: Sector‐level evidence within Europe2
Output fluctuations and portfolio flows to emerging economies: The role of monetary uncertainty2
Why central banks announcing liquidity injections is more effective than forward guidance2
Steady‐state growth2
Detecting persistent one‐sided intervention in foreign exchange markets: A simple test1
Information asymmetry and capital structure: Evidence from the Chinese stock market1
Welfare costs of bilateral currency crises: The role of international trade1
Role of weather in the natural gas market: Insights from the STL‐GARCH‐W method1
Financialization and sluggish recovery of firms' investment: Global evidence from the 2007–2008 financial crisis1
International heterogeneity of nominal wages and optimal monetary policy1
1
Government bond rates and interest expenditure of large euro area member states: A scenario analysis1
The behaviour of real interest rates: New evidence from a 'suprasecular' perspective1
What is the optimal capital ratio implying a stable European banking system?1
Are overconfident CEOs better able to transform innovation into firm value?—Evidence from the United States1
Does the monetary policy regime matter in the effect of credit on growth?1
Bubble detective: City‐level analysis of house price cycles1
Non‐standard monetary policy measures in non‐normal times0
Do credit rating agencies reward fiscal prudence?0
The informativeness of investor communication with corporate insiders: Evidence from China0
Covered bonds, loan growth and bank funding: The Swiss experience since 19320
Progressive taxation and optimal monetary policy in a two‐country new Keynesian model0
Content: International Finance 27/20
Doubly heterogeneous monetary spillovers0
0
Content: International Finance 25/30
0
0
0
0
Impact of COVID‐19 pandemic on the dependence structure and risk spillovers in global stock markets0
Risk and return in the foreign exchange market: Measurement without VARs0
Content: International Finance 24/30
0
Public debt, sovereign spreads and the unpleasant arithmetic of fiscal consolidations0
Expectations, unemployment and inflation: An empirical investigation0
0
A relative answer to the growth–saving puzzle0
Foreign‐funded credit: Funding the credit cycle?0
Financial reforms and low‐income households' impact on international consumption risk sharing0
Income elasticity of demand and stock market beta0
Time‐varying impacts of expectations on housing markets across hot and cold phases0
Inflation target adjustments: Does an improvement in institutional or economic preconditions matter?0
Exploring the impact of oil security attention on oil volatility: A new perspective0
0
Content: International Finance 26/10
0
Content: International Finance 26/30
Content: International Finance 26/20
Content: International Finance 24/10
Content: International Finance 24/20
A study on the optimal shareholding proportion of the controlling shareholders in the competitive mixed‐ownership enterprises: Evidence from Chinese listed companies0
0
Content: International Finance 23/30
The risk‐taking channel of currency appreciation: A structural VAR investigation of Asian emerging market economies0
0
Content: International Finance 25/10
International monetary spillovers to frontier financial markets: Evidence from Bangladesh0
Content: International Finance 27/10
Currency internationalization with Chinese characteristics: Is capital‐account convertibility required for the renminbi to acquire reserve‐currency status?0
Capital inflows to emerging countries and their sensitivity to the global financial cycle0
Content: International Finance 25/20
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