Journal of Risk Finance

1999 - 2024

Current editor(s): Nawazish Mirza

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Volume 26, issue 1, 2024

Cross-market volatility dynamics in crypto and traditional financial instruments: quantifying the spillover effect pp. 1-21

Mohamad H. Shahrour, Ryan Lemand and Mathis Mourey

Exploring the impact of loans on credit risk management in Spanish systemic banks pp. 22-40

Álvaro Saiz-Sepúlveda and Álvaro Hernández-Tamurejo

Embedding behavioral biases into robo-advisory platforms-case of UAE investors pp. 41-55

Arindam Banerjee, Raghavendra Prasanna Kumar and Rajesh Mohnot

Analysis of European accounting and auditing firms: do they have different business viability? pp. 56-77

Vera Gelashvili, Alba Gómez-Ortega, Almudena Macías-Guillén and María Luisa Delgado Jalón

Understanding sustainable investments: an empirical study of best-in-class mutual funds pp. 78-97

Belén López Vázquez, Jóse-MarÍa MartÍnez-Gonzalo, Ana M. Gómez Olmedo and María Fernanda Guevara Riera

A multi-period model for assessing the reinforcing dependence between climate transition and physical risks of non-life insurers pp. 98-121

Onur Özdil

Quantile analysis of Bitcoin returns: uncovering market dynamics pp. 122-146

Monia Antar

Are crypto-investors overconfident? The role of risk propensity and demographics. Evidence from Brazil and Portugal pp. 147-173

Gustavo Iamin

Volume 25, issue 5, 2024

How do green bonds promote common prosperity? Evidence from Chinese prefecture-level cities pp. 705-722

Yang Liu, Kangyin Dong, Kun Wang, Xiaowen Fu and Farhad Taghizadeh-Hesary

Stock price crash risk research: current trends and future directions pp. 723-750

Anjali Srivastava, Rima Assaf, Dharen Pandey and Rahul Kumar

Why do firms list their shares in the US? The role of political uncertainty pp. 751-773

Imen Ghadhab and Hamza Nizar

Examining the impact of market uncertainty on earnings forecasts: an empirical study from Egypt pp. 774-791

Rania Pasha, Hayam Wahba and Hadia Y. Lasheen

Bitcoin, Fintech stocks and Asian Pacific equity markets: a dependence analysis with implications for portfolio management pp. 792-839

Emmanuel Abakah, Nader Trabelsi, Aviral Tiwari and Samia Nasreen

Banking-as-a-service? American and European G-SIBs performance pp. 840-869

Faten Ben Bouheni, Mouwafac Sidaoui, Dima Leshchinskii, Bryan Zaremba and Mousa Albashrawi

The determining factors of demand for life insurance: PLS method applied to the case of OECD and MENA countries pp. 870-893

Ines Nasri, Aida Bouzir, Mohamed Hédi Benhadj Mbarek and Saloua Benammou

Investor behavior in crisis: a comparative study of fear-driven downtrends and confidence-led recoveries pp. 894-914

Fernando García-Monleón, Elena González-Rodrigo and María-Julia Bordonado-Bermejo

Volume 25, issue 4, 2024

Does the Too-Big-To-Fail status affect depositor’s discipline: a Gaussian mixture model algorithm approach pp. 557-587

Arushi Jain

Is tax avoidance one of the purposes of financial data manipulation? The case of Romania pp. 588-601

Isabella Lucut Capras, Monica Violeta Achim and Eugenia Ramona Mara

Temporary employment and financial distress in times of crisis pp. 602-628

Dengjun Zhang, Nirosha Wellalage and Viviana Fernandez

Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence pp. 629-645

Amine Ben Amar, Amir Hasnaoui, Nabil Boubrahimi, Ilham Dkhissi and Makram Bellalah

Geopolitical risk and banking performance: evidence from emerging economies pp. 646-663

Nabil Adel and Maryem Naili

The influence of economic policy uncertainty on stock market liquidity? The mediating role of investor sentiment pp. 664-683

Mahbouba Nasraoui, Aymen Ajina and Amani Kahloul

Is the insurance industry sustainable? pp. 684-703

Martin Eling

Volume 25, issue 3, 2024

How do gender diversity and CEO profile impact dividend policy in banking? Evidence from Islamic and conventional banks pp. 385-406

Hicham Sbai, Ines Kahloul and Jocelyn Grira

Twitter sentiment analysis and bitcoin price forecasting: implications for financial risk management pp. 407-421

Tauqeer Saleem, Ussama Yaqub and Salma Zaman

Political stability and corruption nexus: an international perspective on European and Asian countries pp. 422-442

Daniela-Georgeta Beju, Maria-Lenuta Ciupac-Ulici and Vasile Paul Bresfelean

Downside risk in Dow Jones equity markets: hedging and portfolio management during COVID-19 pandemic and the Russia–Ukraine war pp. 443-470

Amira Said and Chokri Ouerfelli

Diversity as value driver in Euro Stoxx 50 companies pp. 471-488

Raul Gomez-Martinez and María Luisa Medrano-Garcia

Corporate governance and financial fraud occurrence – case study on Romanian companies pp. 489-509

Andrada Popa (Sabău), Monica Violeta Achim and Alin Cristian Teusdea

The impact of market concentration and market power on banking stability – evidence from Europe pp. 510-536

Sarah Herwald, Simone Voigt and André Uhde

Economic freedom and banks' risk-taking in Japan: a tale of two sides pp. 537-554

Faisal Abbas, Shoaib Ali and Muhammad Tahir Suleman

Volume 25, issue 2, 2024

Examining the white and dark sides of digitalisation effects on corruption: unveiling research patterns and insights for future research pp. 181-223

Cristina Boța-Avram

Cyber insurance risk analysis framework considerations pp. 224-252

Călin Mihail Rangu, Leonardo Badea, Mircea Constantin Scheau, Larisa Găbudeanu, Iulian Panait and Valentin Radu

Exploring the uncharted territories: a structured literature review on cryptocurrency accounting and auditing pp. 253-276

Adriana Tiron-Tudor, Stefania Mierlita and Francesca Manes Rossi

The determinants of compliance VAT gap pp. 277-292

Ionuţ Constantin Cuceu, Decebal Remus Florescu and Viorela Ligia Văidean

The impact of climate change news on the US stock market pp. 293-320

Elena Fedorova and Polina Iasakova

Time–frequency correlation and risk spillovers between Euramerican mature and Asian emerging crude oil futures markets pp. 321-336

Shuifeng Hong, Yimin Luo, Mengya Li and Duoping Yang

Impact of specific liquidity shocks on the bank's solvency pp. 337-365

Julien Dhima and Catherine Bruneau

Asymmetry risk and herding behavior: a quantile regression study of the Egyptian mutual funds pp. 366-381

Noura Metawa, Saad Metawa, Maha Metawea and Ahmed El-Gayar

Volume 25, issue 1, 2023

Market power, industry concentration and earnings management: does corporate governance matter pp. 1-18

Ameet Kumar Banerjee, Soumen Chatterjee and Avijan Dutta

Re-examining asymmetric dynamics in the relationship between macroeconomic variables and stock market indices: empirical evidence from Malaysia pp. 19-34

Rajesh Mohnot, Arindam Banerjee, Hanane Ballaj and Tapan Sarker

Voting stake of the largest shareholder, ownership concentration and leverage pp. 35-63

Timm Gödecke and Dirk Schiereck

Can green finance promote high-quality energy development? The case of China pp. 64-79

Bo Wang, Kangyin Dong and Farhad Taghizadeh-Hesary

Dynamic connectedness amongst green bonds, pollution allowance policy, social responsibility and uncertainty pp. 80-114

Huthaifa Alqaralleh

The dynamic impact of oil shocks on the Saudi stock market: new evidence through dynamic simulated ARDL approach pp. 115-129

Amel Belanes, Abderrazek Ben Maatoug and Mohamed Bilel Triki

Covid-19 severity, government responses and stock market reactions: a study of 14 highly affected countries pp. 130-159

Thi Thanh Xuan Pham and Thi Thanh Trang Chu

Forecasting value-at-risk and expected shortfall in emerging market: does forecast combination help? pp. 160-177

Trung Hai Le

Volume 24, issue 5, 2023

Income smoothing management and loan loss provisions in the banking system pp. 537-553

Alba Gómez-Ortega, Ana Licerán-Gutiérrez and Maria de la Paz Horno-Bueno

Spillover effects of CEO performance-induced removal on competitor CEOs' firms' financial policies pp. 554-584

Saif-Ur-Rehman, Khaled Hussainey and Hashim Khan

Environment, social and governance (ESG) performance and CDS spreads: the role of country sustainability pp. 585-613

Lutfi Abdul Razak, Mansor Ibrahim and Adam Ng

Contagion in the Euro area sovereign CDS market: a spatial approach pp. 614-630

Nadia Ben Abdallah, Halim Dabbou and Mohamed Imen Gallali

Effects of chairman ownership on financing decisions: empirical evidence from GCC pp. 631-656

Hamada Elsaid Elmaasrawy, Omar Ikbal Tawfik and Khaled Hussainey

Examining the efficiency of stock markets using multifractal detrended fluctuation analysis. Empirical evidence from OIC (Organization of Islamic Cooperation) countries during the GFC and COVID-19 pandemic pp. 657-683

Muhammad Rehan and Mustafa Gül

Geopolitical uncertainty and the cost of debt financing: the moderating role of information asymmetry pp. 684-720

Salma Mokdadi and Zied Saadaoui

Volume 24, issue 4, 2023

Asymmetric information flow to G7 and Nordic equities markets during COVID-19 pandemic pp. 393-423

Peterson Owusu Junior and Ngo Thai Hung

Market perceptions on the role of female leadership in adapting to climate change pp. 424-448

Othar Kordsachia, Alexander Bassen, Christian Fieberg and Katharina Wolters

The links between financial depth and economic variables: evidence from Poland pp. 449-463

Ayesha Afzal, Saba Fazal Firdousi and Kamil Mahmood

Forecasting nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula: evidence from GAS models pp. 464-482

Mehdi Mili and Ahmed Bouteska

Dynamic hedging strategies across assets and commodities – a wavelet analysis pp. 483-502

Aqila Rafiuddin, Jesus Cuauhtemoc Tellez Gaytan, Rajesh Mohnot and Arindam Banerjee

Rippling effect of liquidity risk in the sovereign term structure pp. 503-522

Rintu Anthony and Krishna Prasanna

Capital structure and default risk of small and medium enterprises: evidence from Algeria pp. 523-536

Riad Baha, Aldo Levy and Amir Hasnaoui

Volume 24, issue 3, 2023

Interlinkages of market power, price and liquidity network in banks: evidence from an emerging economy pp. 285-315

Abhishek Poddar, Sangita Choudhary, Aviral Tiwari and Arun Kumar Misra

Credit risk downgrades and the CDS market: a wavelet analysis pp. 316-323

Olivier Nataf and Lieven De Moor

Russia–Ukrainian war: measuring the intraday risk dynamics of energy futures contracts using VaR and CVaR pp. 324-336

Ameet Kumar Banerjee

Duty calls: prediction of failure in reorganization processes pp. 337-353

Isabel Abinzano, Harold Bonilla and Luis Muga

War build-up and stock returns: evidence from Russian and Ukrainian stock markets pp. 354-370

Khakan Najaf, Mayank Joshipura and Muneer Alshater

Redefining investors' goals in the post–normal world pp. 371-385

Vladimir Dmitrievich Milovidov

Volume 24, issue 2, 2022

On the safe-haven and hedging properties of Bitcoin: new evidence from COVID-19 pandemic pp. 145-168

Wafa Abdelmalek and Noureddine Benlagha

Energy-conserving cryptocurrency response during the COVID-19 pandemic and amid the Russia–Ukraine conflict pp. 169-185

Emna Mnif, Khaireddine Mouakhar and Anis Jarboui

Stock market integration and volatility spillovers: new evidence from Asia–Pacific and European markets pp. 186-211

Biplab Kumar Guru and Inder Sekhar Yadav

A risk-neutral approach to the RAROC method of loan pricing using account-level data pp. 212-225

Arun Kumar Misra, Molla Ramizur Rahman and Aviral Tiwari

Directional predictability and volatility spillover effect from stock market indexes to Bitcoin: evidence from developed and emerging markets pp. 226-243

Imen Omri

Competition–banking stability: the moderating role of government intervention quality in North African countries pp. 244-268

Nadia Basty and Ines Ghazouani

Modelling of crude oil price data using hidden Markov model pp. 269-284

Safaa Kadhem and Haider Thajel

Volume 24, issue 1, 2022

The Russia–Ukraine conflict and foreign stocks on the US market pp. 6-23

Danjue Clancey-Shang and Chengbo Fu

What makes firms vulnerable to the Russia–Ukraine crisis? pp. 24-39

Wajih Abbassi, Vineeta Kumari and Dharen Pandey

Consequences of Russian invasion on Ukraine: evidence from foreign exchange rates pp. 40-58

Florin Aliu, Simona Hašková and Ujkan Q. Bajra

Cryptocurrency liquidity during the Russia–Ukraine war: the case of Bitcoin and Ethereum pp. 59-71

Saliha Theiri, Ramzi Nekhili and Jahangir Sultan

News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict? pp. 72-88

Viet Hoang Le, Hans-Jörg von Mettenheim, Stéphane Goutte and Fei Liu

The footprints of Russia–Ukraine war on the intraday (in)efficiency of energy markets: a multifractal analysis pp. 89-104

Faheem Aslam, Skander Slim, Mohamed Osman and Ibrahim Tabche

The impact of the Russia–Ukraine conflict (2022) on volatility connectedness between the Egyptian stock market sectors: evidence from the DCC-GARCH-CONNECTEDNESS approach pp. 105-121

Hisham Abdeltawab Mahran

Dodging the bullet: overcoming the financial impact of Ukraine armed conflict with sustainable business strategies and environmental approaches pp. 122-142

Marina Mattera and Federico Soto