Applied Econometrics and International Finance: Analysis, Modeling, and Development

Dear Colleagues,

This Special Issue focuses on the development and application of advanced econometric methods to address the complexities of international finance. We aim to gather research that examines the dynamic interplay between financial markets, economic policies, and international capital flows, offering innovative approaches to risk modeling, financial development, and global economic integration. We invite contributions from a wide array of applied econometrics, including but not limited to time series analysis, panel data, machine learning applications, and quantitative risk assessment. We particularly encourage papers that utilize econometric techniques to explore the following pressing issues in international finance:

• Volatility, spillovers, and risk management in global markets;
• Impact of economic policies on international financial stability;
• Exchange rates, capital flows, and trade dynamics;
• Financial crises, contagion, and systemic risks;
• The role of financial technologies and innovations in global finance;
• The interaction between financial development and macroeconomic factors in emerging and developed economies;
• Dynamic econometric models;
• The role of central banks and monetary policies in shaping international capital flows;
• Banking sector stability and the influence of global regulatory frameworks;
• Integration of ESG factors into international financial risk models;
• The effects of geopolitical events on international investment and market volatility;
• Cross-border mergers and acquisitions—financial integration and market efficiency;
• Emerging financial markets and the impact of global financial shocks;
• Behavioral finance in international markets—investor sentiment and decision making;
• Quantitative models for forecasting international asset returns and risks.

Prof. Dr. Michael Frömmel
Dr. Darko Vukovic
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Risks is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1800 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

• applied econometrics
• international finance
• risk modeling
• financial markets
• capital flows
• economic policies
• quantitative risk assessment
• time series analysis
• financial development
• machine learning in finance