International Finance

Papers
(The TQCC of International Finance is 3. 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
Japanese firms' overpayments for cross‐border acquisitions4
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
Corporate investment and the exchange rate: The financial channel3
The financial US uncertainty spillover multiplier: Evidence from a GVAR model3
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