International Finance - AZ
- Nonlinear exchange‐rate pass‐through in emerging markets
- The impact of Sino–US trade friction on the performance of China's textile and apparel industry
- Financial Conditions Index and Identification of Credit Supply Shocks for the Euro Area
- Macroeconomic Effects of Simultaneous Implementation of Reforms
- Do credit rating agencies reward fiscal prudence?
- Doubly heterogeneous monetary spillovers
- A relative answer to the growth–saving puzzle
- Explaining Africa's public consumption procyclicality: Revisiting old evidence
- Financial reforms and low‐income households' impact on international consumption risk sharing
- Giving and receiving: Exploring the predictive causality between oil prices and exchange rates
- Effects of unconventional monetary policy across U.S. industries
- The way digitalization is impacting international financial markets: Stock price synchronicity
- Introducing dominant‐currency pricing in the ECB's global macroeconomic model
- Why central banks announcing liquidity injections is more effective than forward guidance
- Spillover effects in Chinese carbon, energy and financial markets
- Contagion risk in african sovereign debt markets: A spatial econometrics approach
- The financial US uncertainty spillover multiplier: Evidence from a GVAR model
- International risk sharing in emerging economies
- Stock market reactions to dividend and earnings announcements in a tax‐free environment
- Gauging the effect of investor overconfidence on trading volume from the perspective of the relationship between lagged stock returns and current trading volume
- Does the monetary policy regime matter in the effect of credit on growth?
- Corporate debt overhang and investment in emerging economies: Firm‐level evidence
- Stock market integration in Africa: Further evidence from an information‐theoretic framework
- New sources of housing market risk: Asset pricing for the US state‐level housing markets
- When does FDI make a difference for growth? A comparative analysis of resource‐rich and resource‐scarce African economies
- Bilateral capital flows: Gravity, push and pull
- Are firm characteristics priced differently between opposite short‐sales regimes?
- Risk and return in the foreign exchange market: Measurement without VARs
- The global factor in neutral policy rates: Some implications for exchange rates, monetary policy, and policy coordination
- Clamoring for greenbacks: Explaining the resurgence of the U.S. dollar in international debt
- Monetary trilemma, dilemma, or something in between?
- Revisiting the relationship between cross‐border capital flows and credit
- Welfare costs of bilateral currency crises: The role of international trade
- International heterogeneity of nominal wages and optimal monetary policy
- Less competitive bank markets: Conventional and unconventional monetary policies through bank‐lending channels
- The behaviour of real interest rates: New evidence from a 'suprasecular' perspective
- The nonlinear causal relationship between short‐ and long‐term interest rates: An empirical assessment of the United States, the United Kingdom, and Japan
- Information asymmetry and capital structure: Evidence from the Chinese stock market
- Public debt, sovereign spreads and the unpleasant arithmetic of fiscal consolidations
- On risk factors of the stock–bond correlation
- Expectations, unemployment and inflation: An empirical investigation
- Progressive taxation and optimal monetary policy in a two‐country new Keynesian model
- Structural transformation and tax efficiency
- Gold and inflation: Expected inflation effect or carrying cost effect?
- Inflation convergence over time: Sector‐level evidence within Europe
- Role of weather in the natural gas market: Insights from the STL‐GARCH‐W method
- Cross‐country spillovers of fiscal consolidations in the euro area
- Predicting banking crises based on credit, housing and capital booms
- Detecting persistent one‐sided intervention in foreign exchange markets: A simple test
- Competition in the acquisition market and acquirers' long‐run performance
- Global financial crisis versus COVID‐19: Evidence from sentiment analysis
- Fiscal procyclicality in emerging markets: The role of institutions and economic conditions
- The informativeness of investor communication with corporate insiders: Evidence from China
- Safehavenness of the Chinese renminbi
- Bank and sovereign risk pass‐through: Evidence from the euro area
- The effects of bank ownership on lending behaviour for different types of loans throughout the business cycle
- Policy mix and the U.S. trade balance
- Japanese firms' overpayments for cross‐border acquisitions
- Output fluctuations and portfolio flows to emerging economies: The role of monetary uncertainty
- Capital‐flow volatility in emerging markets: A panel GARCH approach
- Expected inflation and the sacrifice ratio
- How important are spillovers from major emerging markets?
- Nonlinear transmission of U.S. monetary policy shocks to international financial markets
- Reserve accumulation, inflation, and moral hazard: Evidence from a natural experiment
- The euro exchange rate and Germany's trade surplus
- Emerging market capital flows and U.S. monetary policy
- The size anomaly in European financial stock returns
- Economic, institutional, and socio‐cultural determinants of consumer credit in the context of monetary integration
- Corporate investment and the exchange rate: The financial channel
- Contagion of fear: Is the impact of COVID‐19 on sovereign risk really indiscriminate?
- Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests
- Hysteresis in unemployment: Evidence from OECD estimates of the natural rate
- Institutional characteristics, investment sensitivity to cash flow and Tobin's q: Evidence from the Middle East and North Africa region
- On TARP and agency securitization
- Covered bonds, loan growth and bank funding: The Swiss experience since 1932
- Global equity investing: An efficient frontier approach
- IPO underpricing in the second and main markets: The case of the London Stock Exchange
- A Phillips curve for the euro area
- Low frequency drivers of the real interest rate: Empirical evidence for advanced economies
- Permutation entropies of short‐term interest rates as an early‐warning signal
- Steady‐state growth
- Identifying oil price shocks and their consequences: The role of expectations in the crude oil market
- Non‐standard monetary policy measures in non‐normal times
- Pandemics and firms: Drawing lessons from history
- A study on the optimal shareholding proportion of the controlling shareholders in the competitive mixed‐ownership enterprises: Evidence from Chinese listed companies
- Are overconfident CEOs better able to transform innovation into firm value?—Evidence from the United States
- Advanced‐country policies and emerging‐market currencies: The impact of US tapering on India's rupee
- The risk‐taking channel of currency appreciation: A structural VAR investigation of Asian emerging market economies
- Income elasticity of demand and stock market beta
- What is the optimal capital ratio implying a stable European banking system?
- On secular stagnation and low interest rates: Demography matters
- Financialization and sluggish recovery of firms' investment: Global evidence from the 2007–2008 financial crisis
- Domestic financial instability and foreign reserves accumulation in China
- Investor protection, managerial entrenchment, and cash holdings: Cross‐country evidence
- Financial structure convergence
- Demographic transition and asset prices: Evidence from developing countries
- Time‐varying impacts of expectations on housing markets across hot and cold phases
- Foreign‐funded credit: Funding the credit cycle?
- Government bond rates and interest expenditure of large euro area member states: A scenario analysis
- A mechanism to regulate sovereign debt restructuring in the euro area