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 2021-04-01 to 2025-04-01.)
ArticleCitations
Content: International Finance 24/137
19
Content: International Finance 26/311
Content: International Finance 26/110
Content: International Finance 25/210
8
A Composite Indicator of Sovereign Bond Market Liquidity in the Euro Area7
7
International monetary spillovers to frontier financial markets: Evidence from Bangladesh6
Financialization and sluggish recovery of firms' investment: Global evidence from the 2007–2008 financial crisis6
Currency internationalization with Chinese characteristics: Is capital‐account convertibility required for the renminbi to acquire reserve‐currency status?5
Risk and return in the foreign exchange market: Measurement without VARs5
Expectations, unemployment and inflation: An empirical investigation4
Do credit rating agencies reward fiscal prudence?4
When does FDI make a difference for growth? A comparative analysis of resource‐rich and resource‐scarce African economies4
Exploring the impact of oil security attention on oil volatility: A new perspective3
Bilateral capital flows: Gravity, push and pull3
Latin America's Nonlinear Monetary Response to Pandemic Inflation3
Time‐varying impacts of expectations on housing markets across hot and cold phases3
A study on the optimal shareholding proportion of the controlling shareholders in the competitive mixed‐ownership enterprises: Evidence from Chinese listed companies3
Bubble detective: City‐level analysis of house price cycles3
3
2
Content: International Finance 25/12
2
Content: International Finance 27/32
Content: International Finance 25/32
Reserve accumulation, inflation, and moral hazard: Evidence from a natural experiment1
Income elasticity of demand and stock market beta1
Role of weather in the natural gas market: Insights from the STL‐GARCH‐W method1
Doubly heterogeneous monetary spillovers1
1
Stock market integration in Africa: Further evidence from an information‐theoretic framework1
Pandemics and firms: Drawing lessons from history1
Foreign‐funded credit: Funding the credit cycle?1
Financial reforms and low‐income households' impact on international consumption risk sharing1
Corporate investment and the exchange rate: The financial channel1
The risk‐taking channel of currency appreciation: A structural VAR investigation of Asian emerging market economies1
The behaviour of real interest rates: New evidence from a 'suprasecular' perspective1
Government bond rates and interest expenditure of large euro area member states: A scenario analysis1
Capital‐flow volatility in emerging markets: A panel GARCH approach0
Inflation convergence over time: Sector‐level evidence within Europe0
Global financial crisis versus COVID‐19: Evidence from sentiment analysis0
Determinants of market‐assessed sovereign default risk: Macroeconomic fundamentals or global shocks?0
Content: International Finance 26/20
Information asymmetry and capital structure: Evidence from the Chinese stock market0
Capital inflows to emerging countries and their sensitivity to the global financial cycle0
Output fluctuations and portfolio flows to emerging economies: The role of monetary uncertainty0
Content: International Finance 27/10
The informativeness of investor communication with corporate insiders: Evidence from China0
What is the optimal capital ratio implying a stable European banking system?0
Gauging the effect of investor overconfidence on trading volume from the perspective of the relationship between lagged stock returns and current trading volume0
Institutional differences, state ownership and financing decisions: Evidence from Chinese cross‐border mergers and acquisitions0
Content: International Finance 27/20
Non‐standard monetary policy measures in non‐normal times0
Hysteresis in unemployment: Evidence from OECD estimates of the natural rate0
Inflation target adjustments: Does an improvement in institutional or economic preconditions matter?0
The way digitalization is impacting international financial markets: Stock price synchronicity0
Why central banks announcing liquidity injections is more effective than forward guidance0
Content: International Finance 24/30
Progressive taxation and optimal monetary policy in a two‐country new Keynesian model0
The financial US uncertainty spillover multiplier: Evidence from a GVAR model0
Public debt, sovereign spreads and the unpleasant arithmetic of fiscal consolidations0
0
Content: International Finance 24/20
Impact of COVID‐19 pandemic on the dependence structure and risk spillovers in global stock markets0
Are overconfident CEOs better able to transform innovation into firm value?—Evidence from the United States0
How large is the output cost of disinflation?0
0
The impact of Sino–US trade friction on the performance of China's textile and apparel industry0
Lebanon: From Dollars to Lollars0
Impact of monetary policy on corporate R&D investment: From the perspective of loan term structure0
Brexit, what Brexit? Euro area portfolio exposures to the United Kingdom since the Brexit referendum0
Financial structure convergence0
Detecting persistent one‐sided intervention in foreign exchange markets: A simple test0
0
Monetary policy transmission and trade‐offs in the United States: Old and new0
0
Contagion of fear: Is the impact of COVID‐19 on sovereign risk really indiscriminate?0
Spillover effects in Chinese carbon, energy and financial markets0
The nonlinear causal relationship between short‐ and long‐term interest rates: An empirical assessment of the United States, the United Kingdom, and Japan0
International heterogeneity of nominal wages and optimal monetary policy0
A relative answer to the growth–saving puzzle0
Does the monetary policy regime matter in the effect of credit on growth?0
0
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