International Finance

1998 - 2026

Current editor(s): Benn Steil

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Progressive taxation and optimal monetary policy in a two‐country new Keynesian model pp. 260-285: Daisuke Ida and Kenichi Kaminoyama
Government bond rates and interest expenditure of large euro area member states: A scenario analysis pp. 286-303: Veronika Grimm, Lukas Nöh and Volker Wieland
Role of weather in the natural gas market: Insights from the STL‐GARCH‐W method pp. 304-323: Lijuan Peng, Zhenglan Xia, Yisu Huang and Zhigang Pan
What is the optimal capital ratio implying a stable European banking system? pp. 324-343: Petr Jakubík and Bogdan-Gabriel Moinescu
Financialization and sluggish recovery of firms' investment: Global evidence from the 2007–2008 financial crisis pp. 344-363: Mingjin Luo and Shenqguan Wang

International heterogeneity of nominal wages and optimal monetary policy pp. 112-138: Daisuke Ida and Mitsuhiro Okano
A relative answer to the growth–saving puzzle pp. 139-171: Noam Gruber
Capital‐flow volatility in emerging markets: A panel GARCH approach pp. 172-188: Ahmet Kaya and Lutfi Erden
The informativeness of investor communication with corporate insiders: Evidence from China pp. 189-207: Qingbin Meng, Congyi Ju, Qinghua Huang and Song Wang
A study on the optimal shareholding proportion of the controlling shareholders in the competitive mixed‐ownership enterprises: Evidence from Chinese listed companies pp. 208-224: Qiwang Zhang, Xiaorui Wang, Chunhui Huo and Wang Shulin
Income elasticity of demand and stock market beta pp. 225-240: Madhusmita Bhadra and Doyeon Kim
Are overconfident CEOs better able to transform innovation into firm value?—Evidence from the United States pp. 241-258: Mike Eom, Mookwon Jung and Jung Chul Park

Stock market integration in Africa: Further evidence from an information‐theoretic framework pp. 2-18: Kingstone Nyakurukwa and Yudhvir Seetharam
Non‐standard monetary policy measures in non‐normal times pp. 19-35: Anna Bartocci, Alessandro Notarpietro and Massimiliano Pisani
Bilateral capital flows: Gravity, push and pull pp. 36-63: Rogelio Mercado
Risk and return in the foreign exchange market: Measurement without VARs pp. 64-81: Shaowen Luo
When does FDI make a difference for growth? A comparative analysis of resource‐rich and resource‐scarce African economies pp. 82-110: Addis Yimer

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 Rodriguez
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: Cao Guangxi, Fei Xie and Meijun Ling

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

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

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

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

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