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Journal of Risk Finance

2007 - 2019

Current editor(s): Bonnie Buchanan

From Emerald Group Publishing
Bibliographic data for series maintained by Virginia Chapman ().

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Volume 20, issue 4, 2019

Does idiosyncratic risk matter? Evidence from mergers and acquisitions pp. 313-329 Downloads
Pascal Nguyen, Younes Ben Zaied and Thu Phuong Pham
Cryptocurrencies vs global foreign exchange risk pp. 330-351 Downloads
Calvin W. H. Cheong
Adjusting for risk factors in mutual fund performance and performance persistence: Evidence from the Greek market during the debt crisis pp. 352-369 Downloads
Drosos Koutsokostas, Spyros Papathanasiou and Dimitris Balios
Interest rates calibration with a CIR model pp. 370-387 Downloads
Giuseppe Orlando, Rosa Maria Mininni and Michele Bufalo

Volume 20, issue 3, 2019

Knowledge is power – conceptualizing collaborative financial risk assessment pp. 226-248 Downloads
Thomas Michael Brunner-Kirchmair and Melanie Wiener
Spillover effects in the European financial services industry from internal fraud events: Comparing three cases of rogue trader scandals pp. 249-266 Downloads
Christian Eckert, Nadine Gatzert and Alexander Pisula
What is the value of Facebook? Evidence from the Schwartz/Moon model pp. 267-290 Downloads
Josef Schosser and Heiko Ströbele
Asset sales, recourse and investor reactions to initial securitizations: Evidence why off-balance sheet accounting treatment does not remove on-balance sheet financial risk pp. 291-310 Downloads
Eric J. Higgins, Joseph R. Mason and Adi E. Mordel

Volume 20, issue 1, 2019

Managing risk for sustainable microfinance pp. 2-13 Downloads
Heather Knewtson and Howard Qi
The risk in socially responsible investing: the other side of the coin pp. 14-38 Downloads
Alberto Burchi
Enterprise risk management in family firms: evidence from Austria and Germany pp. 39-58 Downloads
Martin R.W. Hiebl, Christine Duller and Herbert Neubauer
Non-performing loans and financial development: new evidence pp. 59-81 Downloads
Peterson K. Ozili
A dynamic model of an insurer: loss shocks, capacity constraints and underwriting cycles pp. 82-93 Downloads
Ning Wang and Maryna Murdock
Riskiness of lending to small businesses: a dynamic panel data analysis pp. 94-110 Downloads
Eliud Moyi

Volume 19, issue 5, 2018

Shadow credit in the middle market: the decade after the financial collapse pp. 414-436 Downloads
Craig Anthony Zabala and Jeremy Marc Josse
Does market response to S&P additions reflect adjustment for risk? pp. 437-453 Downloads
Marek Marciniak and Deborah Drummond Smith
Bank failure intensity modeling: an ACD model approach pp. 454-477 Downloads
Vasileios Siakoulis
Assigning Eurozone sovereign credit ratings using CDS spreads pp. 478-512 Downloads
Rick van de Ven, Shaunak Dabadghao and Arun Chockalingam
Real exchange rate volatility and domestic consumption in Ghana pp. 513-523 Downloads
Bernard Njindan Iyke and Sin-Yu Ho
A multi-factor HJM and PCA approach to risk management of VIX futures pp. 524-547 Downloads
Philippe Bélanger and Marc-André Picard
A deforming time approach to the treatment of risk in projects evaluation pp. 548-563 Downloads
Salvador Cruz-Rambaud and Ana Maria Sanchez-Perez
Risk aversion decomposition and the impact of monetary policy surprises on aggregate tail risk aversion pp. 564-590 Downloads
Denghui Chen

Volume 19, issue 4, 2018

Cognitive risk culture and advanced roles of actors in risk governance: a case study pp. 327-342 Downloads
Ruchi Agarwal and Sanjay Kallapur
Impact of underwriting insurance risk on bank holding company behavior pp. 343-360 Downloads
Manu Gupta and Puneet Prakash
Does firm performance increase with risk-taking behavior under information technological turbulence?: Empirical evidence from Indonesian SMEs pp. 361-378 Downloads
Aluisius Hery Pratono
Effects of committee overlap on the monitoring effectiveness of boards of directors: a meta-analysis pp. 379-395 Downloads
Remmer Sassen, Miriam Stoffel, Maximilian Behrmann, Willi Ceschinski and Hanh Doan
Influencing risk taking in competitive environments: an experimental analysis pp. 396-412 Downloads
Ivo Schedlinsky, Friedrich Sommer and Arnt Wöhrmann

Volume 19, issue 3, 2018

Revisiting the (mis)pricing of the accrual anomaly pp. 210-224 Downloads
Felix Canitz, Christian Fieberg, Kerstin Lopatta, Thorsten Poddig and Thomas Walker
Strategic risk, banks, and Basel III: estimating economic capital requirements pp. 225-246 Downloads
Arun Chockalingam, Shaunak Dabadghao and Rene Soetekouw
Sustainability-themed mutual funds: an empirical examination of risk and performance pp. 247-261 Downloads
Federica Ielasi, Monica Rossolini and Sara Limberti
Firm opacity and informed trading around spinoffs pp. 262-276 Downloads
Yuan Wen
Taxes and risk-taking behavior: evidence from mergers and acquisitions in the G7 nations pp. 277-294 Downloads
Poonyawat Sreesing
A spectral analysis based heteroscedastic model for the estimation of value at risk pp. 295-314 Downloads
Yang Zhao

Volume 19, issue 1, 2018

Case study of Lykke exchange: architecture and outlook pp. 26-38 Downloads
Richard Olsen, Stefano Battiston, Guido Caldarelli, Anton Golub, Mihail Nikulin and Sergey Ivliev
An innovative RegTech approach to financial risk monitoring and supervisory reporting pp. 39-55 Downloads
Petros Kavassalis, Harald Stieber, Wolfgang Breymann, Keith Saxton and Francis Joseph Gross
Using sentiment analysis to predict interday Bitcoin price movements pp. 56-75 Downloads
Vytautas Karalevicius
From digital currencies to digital finance: the case for a smart financial contract standard pp. 76-92 Downloads
Willi Brammertz and Allan I. Mendelowitz

Volume 18, issue 5, 2017

Product diversification, business structure, and firm performance in Taiwanese property and liability insurance sector pp. 486-499 Downloads
Chen-Ying Lee
The effect of monetary policy announcements and government interventions on the US insurance industry during the 2007-2009 crisis pp. 500-522 Downloads
Martin F. Grace, Jannes Rauch and Sabine Wende
Default prediction using balance-sheet data: a comparison of models pp. 523-540 Downloads
Andreas Behr and Jurij Weinblat
Bond valuation for generalized Langevin processes with integrated Lévy noise pp. 541-563 Downloads
Alex Paseka and Aerambamoorthy Thavaneswaran
Financial distress cost of Italian small and medium enterprises: A predictive and interpretative model pp. 564-580 Downloads
Andrea Quintiliani
Residual foreign exchange risk: does CEO compensation matters? pp. 581-600 Downloads
Ghassen Nouajaa and Jean-Laurent Viviani

Volume 18, issue 4, 2017

The impact of sovereign rating events on bank stock returns: An empirical analysis for the Eurozone pp. 338-367 Downloads
Haoshen Hu
Exploring the relationship between macroeconomic indicators and sovereign credit default swap in Pakistan pp. 368-380 Downloads
Abdul Rashid, Farooq Ahmad and Ammara Yasmin
Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle pp. 381-397 Downloads
Naama Trad, Houssem Rachdi, Abdelaziz Hakimi and Khaled Guesmi
Time-varying beta during the 2008 financial crisis – evidence from North America and Western Europe pp. 398-431 Downloads
Ikrame Ben Slimane, Makram Bellalah and Hatem Rjiba
Interest rate convergence, sovereign credit risk and the European debt crisis: a survey pp. 432-442 Downloads
Mario Gruppe, Tobias Basse, Meik Friedrich and Carsten Lange
Interest rate, liquidity, and sovereign risk: derivative-based VaR pp. 443-465 Downloads
Mariya Gubareva and Maria Borges
Asset liability management and the euro crisis: Sovereign credit risk as a challenge for the German life insurance industry pp. 466-483 Downloads
Miguel Rodriguez Gonzalez, Frederik Kunze, Christoph Schwarzbach and Christoph Dieng

Volume 18, issue 3, 2017

Enterprise risk management: a capability-based perspective pp. 234-251 Downloads
Yevgen Bogodistov and Veit Wohlgemuth
Systemic operational risk: spillover effects of large operational losses in the European banking industry pp. 252-267 Downloads
Thomas Kaspereit, Kerstin Lopatta, Suren Pakhchanyan and Jörg Prokop
Estimates and inferences in accounting panel data sets: comparing approaches pp. 268-283 Downloads
Felix Canitz, Panagiotis Ballis-Papanastasiou, Christian Fieberg, Kerstin Lopatta, Armin Varmaz and Thomas Walker
Concentration and financial stability in the property-liability insurance sector: global evidence pp. 284-302 Downloads
Muhammed Altuntas and Jannes Rauch
Asset risk and leverage under information asymmetry pp. 303-310 Downloads
Pascal Nguyen
Markov regenerative credit rating model pp. 311-325 Downloads
Puneet Pasricha, Dharmaraja Selvamuthu and Arunachalam Viswanathan
Macroprudential measures in the housing markets - A note on the empirical literature pp. 326-335 Downloads
Essi Eerola

Volume 18, issue 2, 2017

CDS spreads as an independent measure of credit risk pp. 122-144 Downloads
Florian Kiesel and Jonathan Spohnholtz
Corporate reputation and reputation risk: Definition and measurement from a (risk) management perspective pp. 145-158 Downloads
Christian Eckert
Can mutual fund flows serve as market risk sentiment?: An empirical analysis with credit default swaps (CDS) spreads pp. 159-185 Downloads
Hsin-Hui Chiu and Lu Zhu
How do derivative securities affect bank risk and profitability?: Evidence from the US commercial banking industry pp. 186-213 Downloads
Amit Ghosh
PRIX – A risk index for global private investors pp. 214-231 Downloads
Sebastian Stöckl, Michael Hanke and Martin Angerer

Volume 18, issue 1, 2017

The impact of time discretization on solvency measurement pp. 2-20 Downloads
Hato Schmeiser and Daliana Luca
Risk management and managerial mindset pp. 21-47 Downloads
Ronald William Eastburn and Alex Sharland
Municipal bond insurance: identifying the best payment plan pp. 48-54 Downloads
Andrew Kalotay and Leslie Abreo
A longevity basis risk analysis in a joint FDM framework pp. 55-75 Downloads
Valeria D’Amato, Mariarosaria Coppola, Susanna Levantesi, Massimiliano Menzietti and Maria Russolillo
Risk measures computation by Fourier inversion pp. 76-87 Downloads
Ngoc Quynh Anh Nguyen and Thi Ngoc Trang Nguyen
Back-testing extreme value and Lévy value-at-risk models: Evidence from international futures markets pp. 88-118 Downloads
Sharif Mozumder, Michael Dempsey and M. Humayun Kabir
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