International Finance

1998 - 2022

Current editor(s): Benn Steil

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Volume 25, issue 3, 2022

Hysteresis in unemployment: Evidence from OECD estimates of the natural rate pp. 268-284

Laurence Ball and Joern Onken

Output fluctuations and portfolio flows to emerging economies: The role of monetary uncertainty pp. 285-295

Nguyen Ba Trung

Corporate investment and the exchange rate: The financial channel pp. 296-312

Ryan Banerjee, Boris Hofmann and Aaron Mehrotra

The financial US uncertainty spillover multiplier: Evidence from a GVAR model pp. 313-340

Afees Salisu, Rangan Gupta and Riza Demirer

Does the monetary policy regime matter in the effect of credit on growth? pp. 341-374

Amaia Altuzarra, Ricardo Bustillo and Carlos Rodríguez

Financial reforms and low‐income households' impact on international consumption risk sharing pp. 375-395

Malin Gardberg

The way digitalization is impacting international financial markets: Stock price synchronicity pp. 396-415

Chen Chen, M. Mahdi Moeini Gharagozloo, Layla Darougar and Lei Shi

Spillover effects in Chinese carbon, energy and financial markets pp. 416-434

Guangxi Cao, Fei Xie and Meijun Ling

Volume 25, issue 2, 2022

Doubly heterogeneous monetary spillovers pp. 126-150

Nihar Shah

The impact of Sino–US trade friction on the performance of China's textile and apparel industry pp. 151-166

Maosheng Ye, Jim Huangnan Shen, Eric Golson, Chien-Chiang Lee and Yuting Li

Foreign‐funded credit: Funding the credit cycle? pp. 167-182

Patty Duijm

Inflation convergence over time: Sector‐level evidence within Europe pp. 183-217

Hakan Yilmazkuday

Global financial crisis versus COVID‐19: Evidence from sentiment analysis pp. 218-248

Aktham Maghyereh and Hussein Abdoh

Time‐varying impacts of expectations on housing markets across hot and cold phases pp. 249-265

MeiChi Huang

Volume 25, issue 1, 2022

Do credit rating agencies reward fiscal prudence? pp. 2-22

Joao Jalles

Detecting persistent one‐sided intervention in foreign exchange markets: A simple test pp. 23-45

Shiu-Sheng Chen and Jen‐Kuan Wang

The behaviour of real interest rates: New evidence from a 'suprasecular' perspective pp. 46-64

Giorgio Canarella, Luis A. Gil‐Alana, Rangan Gupta and Stephen Miller

Financial structure convergence pp. 65-83

Can Sever

Information asymmetry and capital structure: Evidence from the Chinese stock market pp. 84-102

Kung‐Cheng Ho and Yujing Gong

Gauging the effect of investor overconfidence on trading volume from the perspective of the relationship between lagged stock returns and current trading volume pp. 103-123

Jiayu Huang, Yifan Wang, Yaojun Fan and Hexuan Li

Volume 24, issue 3, 2021

Pandemics and firms: Drawing lessons from history pp. 276-297

Serhan Cevik and Fedor Miryugin

Expectations, unemployment and inflation: An empirical investigation pp. 298-312

Vahagn Galstyan

The risk‐taking channel of currency appreciation: A structural VAR investigation of Asian emerging market economies pp. 313-331

Hyeon‐seung Huh and David Kim

The nonlinear causal relationship between short‐ and long‐term interest rates: An empirical assessment of the United States, the United Kingdom, and Japan pp. 332-355

Huiqing Li and Yang Su

Volume 24, issue 2, 2021

Contagion of fear: Is the impact of COVID‐19 on sovereign risk really indiscriminate? pp. 134-154

Serhan Cevik and Belma Öztürkkal

Public debt, sovereign spreads and the unpleasant arithmetic of fiscal consolidations pp. 155-178

Marco Di Pietro, Luigi Marattin and Raoul Minetti

Revisiting the relationship between cross‐border capital flows and credit pp. 179-218

Daniel Carvalho

Reserve accumulation, inflation, and moral hazard: Evidence from a natural experiment pp. 219-235

Livia Chițu

Why central banks announcing liquidity injections is more effective than forward guidance pp. 236-256

Martin Baumgärtner and Jens Klose

Japanese firms' overpayments for cross‐border acquisitions pp. 257-273

Ralf Bebenroth and Kashif Ahmed

Volume 24, issue 1, 2021

A Phillips curve for the euro area pp. 2-17

Laurence Ball and Sandeep Mazumder

Corporate debt overhang and investment in emerging economies: Firm‐level evidence pp. 18-39

Eduardo Borensztein and Lei Sandy Ye

Steady‐state growth pp. 40-52

Emanuel Kohlscheen and Jouchi Nakajima

Identifying oil price shocks and their consequences: The role of expectations in the crude oil market pp. 53-76

Takuji Fueki, Jouchi Nakajima, Shinsuke Ohyama and Yoichiro Tamanyu

Covered bonds, loan growth and bank funding: The Swiss experience since 1932 pp. 77-94

Jonas Meuli, Thomas Nellen and Thomas Nitschka

Are firm characteristics priced differently between opposite short‐sales regimes? pp. 95-118

Min Bai

Welfare costs of bilateral currency crises: The role of international trade pp. 119-131

Hakan Yilmazkuday

Volume 23, issue 3, 2020

Nonlinear transmission of U.S. monetary policy shocks to international financial markets pp. 350-369

Jongrim Ha

Clamoring for greenbacks: Explaining the resurgence of the U.S. dollar in international debt pp. 370-391

Hiro Ito and Cesar M. Rodriguez

On risk factors of the stock–bond correlation pp. 392-416

Marcello Pericoli

The impact of exchange rate volatility on inflation targeting monetary policy in emerging and advanced economies pp. 417-433

Helena Glebocki Keefe

International risk sharing in emerging economies pp. 434-459

Carlos Yepez

Dirty money: Does the risk of infectious disease lower demand for cash? pp. 460-471

Serhan Cevik

Predicting banking crises based on credit, housing and capital booms pp. 472-505

Chung‐Hua Shen, Yen‐Hsien Lee and Hao Fang

Contagion risk in african sovereign debt markets: A spatial econometrics approach pp. 506-536

John Weirstrass Muteba Mwamba and Mathias Manguzvane

Volume 23, issue 2, 2020

Fiscal procyclicality in emerging markets: The role of institutions and economic conditions pp. 196-214

U. Michael Bergman and Michael Hutchison

Safehavenness of the Chinese renminbi pp. 215-233

Tom Fong and Alfred Yun Tong Wong

Introducing dominant‐currency pricing in the ECB's global macroeconomic model pp. 234-256

Georgios Georgiadis and Saskia Mösle

Monetary trilemma, dilemma, or something in between? pp. 257-276

Ruijie Cheng and Ramkishen Rajan

Less competitive bank markets: Conventional and unconventional monetary policies through bank‐lending channels pp. 277-296

Yasuhiro Yamamoto

Explaining Africa's public consumption procyclicality: Revisiting old evidence pp. 297-323

Joao Jalles

Institutional characteristics, investment sensitivity to cash flow and Tobin's q: Evidence from the Middle East and North Africa region pp. 324-339

Abed Al‐Nasser Abdallah, Wissam Abdallah and Mohsen Saad

The COVID‐19 crisis: A Hamilton moment for the European Union? pp. 340-347

Otmar Issing

Volume 23, issue 1, 2020

Emerging market capital flows and U.S. monetary policy pp. 2-17

John Clark, Nathan Converse, Brahima Coulibaly and Steven B. Kamin

Cross‐country spillovers of fiscal consolidations in the euro area pp. 18-46

Tigran Poghosyan

How important are spillovers from major emerging markets? pp. 47-63

Raju Huidrom, Ayhan Kose, Hideaki Matsuoka and Franziska Ohnsorge

Bank and sovereign risk pass‐through: Evidence from the euro area pp. 64-84

Aitor Erce

The euro exchange rate and Germany's trade surplus pp. 85-103

Stefan Hohberger, Marco Ratto and Lukas Vogel

Effects of unconventional monetary policy across U.S. industries pp. 104-134

Edmond Berisha

New sources of housing market risk: Asset pricing for the US state‐level housing markets pp. 135-174

MeiChi Huang

Giving and receiving: Exploring the predictive causality between oil prices and exchange rates pp. 175-194

Jose E. Gomez‐Gonzalez, Jorge Hirs‐Garzon and Jorge Uribe