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Journal of Risk Finance

2007 - 2017

Current editor(s): Bonnie Buchanan

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

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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

Volume 17, issue 5, 2016

What do we know about cyber risk and cyber risk insurance? pp. 474-491 Downloads
Martin Eling and Werner Schnell
Airline fuel hedging and management ownership pp. 492-509 Downloads
Timo Korkeamaki, Eva Liljeblom and Markus Pfister
Announced versus canceled bank mergers and acquisitions: Evidence from the European banking industry pp. 510-544 Downloads
Armin Varmaz and Jonas Laibner
Is there a priced risk factor associated with conservatism? pp. 545-561 Downloads
Kerstin Lopatta, Felix Canitz and Christian Fieberg
Can speed kill?: The cyclical effect of rapid credit growth: evidence from bank lending behavior in Italy pp. 562-584 Downloads
Doriana Cucinelli

Volume 17, issue 4, 2016

Stand-alone vs systemic risk-taking of financial institutions pp. 374-389 Downloads
Sascha Strobl
A Bayesian inference model for the credit rating scale pp. 390-404 Downloads
Philipp Gmehling and Pierfrancesco La Mura
Portfolio dynamics under illiquidity pp. 405-427 Downloads
Axel Buchner
RiskTRACK: the five-factor model for measuring risk tolerance pp. 428-445 Downloads
Hunter Matthew Holzhauer, Xing Lu, Robert McLeod and Jun Wang
Time variation paths of risk sensitivities of bank stocks in the past two decades pp. 446-455 Downloads
Kaiyi Chen, Ling T. He and R.B. Lenin
Sensitivity analysis of market and stock returns by considering positive and negative jumps pp. 456-472 Downloads
Ourania Theodosiadou, Vassilis Polimenis and George Tsaklidis

Volume 17, issue 3, 2016

An investor’s perspective on risk-models and characteristic-models pp. 262-276 Downloads
Christian Fieberg, Thorsten Poddig and Armin Varmaz
What transaction costs are acceptable in life insurance products from the policyholders’ viewpoint? pp. 277-294 Downloads
Hato Schmeiser and Joël Wagner
On portfolio optimization: Forecasting asset covariances and variances based on multi-scale risk models pp. 295-309 Downloads
Theo Berger and Christian Fieberg
Toward an optimal hedging strategy considering earnings volatility through fair value accounted financial derivatives pp. 310-327 Downloads
Eva Marie Ebach, Michael Hertel, Andreas Lindermeir and Timm Tränkler
Private firm pricing and propensity to go public: evidence from mutual funds holdings pp. 328-346 Downloads
Mariluz Alverio and Javier Rodríguez
Study of REIT ETF beta pp. 347-369 Downloads
Stoyu I. Ivanov

Volume 17, issue 2, 2016

Survival analysis of supply chain financial risk pp. 130-151 Downloads
Scott Dellana and David West
The relevance of credit ratings over the business cycle pp. 152-168 Downloads
Christian Fieberg, Richard Lennart Mertens and Thorsten Poddig
CDS and bank ownership structures: does the credit side show who advocates more risk? pp. 169-193 Downloads
Dennis Froneberg, Florian Kiesel and Dirk Schiereck
Credit risk signals in CDS market vs agency ratings pp. 194-217 Downloads
Michael Jacobs, Ahmet K. Karagozoglu and Dina Naples Layish
Process landscape and efficiency in non-life insurance claims management: An industry benchmark pp. 218-244 Downloads
Nils Mahlow and Joël Wagner
Capital structure dynamics among SMEs: Swedish empirical evidence pp. 245-260 Downloads
Darush Yazdanfar and Peter Öhman

Volume 17, issue 1, 2016

The market’s reaction to unexpected, catastrophic events: The case of oil and gas stock returns and the Gulf oil spill pp. 2-25 Downloads
Phillip Humphrey, David Carter and Betty Simkins
Supporting strategic success through enterprise-wide reputation risk management pp. 26-45 Downloads
Nadine Gatzert and Joan Schmit
The impact of auditing strategies on insurers’ profitability pp. 46-79 Downloads
Katja Müller, Hato Schmeiser and Joël Wagner
Does risk affect capital structure adjustments? pp. 80-92 Downloads
Abdul Rashid
Information-theoretic approach to quantifying currency risk pp. 93-109 Downloads
Paweł Fiedor and Artur Holda
Equilibrium liquidity premia of private equity funds pp. 110-128 Downloads
Axel Buchner
Page updated 2018-12-18