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Journal of Risk Finance

2007 - 2020

Current editor(s): Bonnie Buchanan

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

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Volume 21, issue 5, 2020

Blockchain systems for trade clearing pp. 469-492 Downloads
Wei-Tek Tsai, Yong Luo, Enyan Deng, Jing Zhao, Xiaoqiang Ding, Jie Li and Bo Yuan
Forecasting multivariate VaR and ES using MC-GARCH-Copula model pp. 493-516 Downloads
Hemant Kumar Badaye and Jason Narsoo
An augmented macroeconomic linear factor model of South African industrial sector returns pp. 517-541 Downloads
Jan Jakub Szczygielski, Leon Brümmer and Hendrik Petrus Wolmarans
Valuation of initial margin using bootstrap method pp. 543-557 Downloads
Modisane Bennett Seitshiro and Hopolang Phillip Mashele
Loan fair values and the financial crisis pp. 559-576 Downloads
Niranjan Chipalkatti, Massimo DiPierro, Carl Luft and John Plamondon
Children’s toy or grown-ups’ gamble? LEGO sets as an alternative investment pp. 577-620 Downloads
Savva Shanaev, Nikita Shimkus, Binam Ghimire and Satish Sharma
US policy uncertainty and stock returns: evidence in the US and its spillovers to the European Union, China and Japan pp. 621-657 Downloads
Thomas C. Chiang
Forward-looking financial risk management and the housing market in the United Kingdom: is there a role for sentiment indicators? pp. 659-678 Downloads
Frederik Kunze, Tobias Basse, Miguel Rodriguez Gonzalez and Günter Vornholz

Volume 21, issue 3, 2020

Tail models and the statistical limit of accuracy in risk assessment pp. 201-216 Downloads
Ingo Hoffmann and Christoph J. Börner
On the management of retirement age indexed to life expectancy: a scenario analysis of the Italian longevity experience pp. 217-231 Downloads
Mariarosaria Coppola, Maria Russolillo and Rosaria Simone
Revisiting Fama–French’s asset pricing model with an MCB volatility risk factor pp. 233-251 Downloads
Xiaoying Chen and Nicholas Ray-Wang Gao
Longevity swaps for longevity risk management in life insurance products pp. 253-269 Downloads
Canicio Dzingirai and Nixon S. Chekenya
Optimal pooling strategies under heterogeneous risk classes pp. 271-298 Downloads
Florian Klein and Hato Schmeiser
Testing risk proxies for financial collateral haircuts: adequacy of capturing tail risk pp. 299-316 Downloads
Lukasz Prorokowski, Oleg Deev and Hubert Prorokowski

Volume 21, issue 2, 2020

Financial misconduct in Indian banks: what matters and what doesn’t? pp. 57-76 Downloads
Saibal Ghosh
Market risk assessment: Evidence from packaged retail and insurance-based investment products pp. 111-126 Downloads
Athanasios Kokoris, Fragiskos Archontakis and Christos Grose
Optimization of special cryptocurrency portfolios pp. 127-157 Downloads
Benjamin Schellinger
Emerging market currency risk exposure: evidence from South Africa pp. 159-179 Downloads
Mashukudu Hartley Molele and Janine Mukuddem-Petersen
Are Islamic stocks subject to oil price risk exposure? pp. 181-200 Downloads
Ivan Mugarura Tusiime and Man Wang

Volume 21, issue 1, 2020

Does securitization escalate banks’ sensitivity to systemic risk? pp. 1-22 Downloads
Katerina Ivanov and Julia Jiang
The term structure of equity factor diversification pp. 23-35 Downloads
Julien Fouquau and Cecile Kharoubi
Risk and complexity – on complex risk management pp. 37-54 Downloads
Jan Emblemsvåg

Volume 20, issue 5, 2019

The impact of market sectors and rating agencies on credit ratings: global evidence pp. 389-410 Downloads
Kerstin Lopatta, Magdalena Tchikov and Finn Marten Körner
Shadow prices of non-performing loans and the global financial crisis: Empirical evidence from US commercial banks pp. 411-434 Downloads
Ameni Tarchouna, Bilel Jarraya and Abdelfettah Bouri
Relationship between price and volume in the Bitcoin market pp. 435-444 Downloads
Eray Gemici and Müslüm Polat
How to derive optimal guarantee levels in participating life insurance contracts pp. 445-469 Downloads
Alexander Braun, Marius Fischer and Hato Schmeiser
Effect of pre-disclosure information leakage by block traders pp. 470-483 Downloads
Tai-Young Kim
Sovereign rating announcements and the integration of African banking markets pp. 484-500 Downloads
Jianan He and Dirk Schiereck
How do firms manage their interest rate exposure? pp. 501-519 Downloads
Andreas Hecht
Savings operations with random commencement and conclusion pp. 520-541 Downloads
María del Carmen Valls Martínez, Salvador Cruz Rambaud and Emilio Abad Segura
Risk-mitigating effect of ESG on momentum portfolios pp. 542-555 Downloads
Lars Kaiser and Jan Welters
Portfolio allocation across variance risk premia pp. 556-593 Downloads
Julien Chevallier and Dinh-Tri Vo
Overcoming economic stagnation in low-income communities with programmable money pp. 594-610 Downloads
Yakko Majuri

Volume 20, issue 4, 2019

Does idiosyncratic risk matter? Evidence from mergers and acquisitions pp. 313-329 Downloads
Pascal Nguyen, Ben Zaied Younes 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 2, 2019

On the nature and financial performance of bitcoin pp. 114-137 Downloads
Elise Alfieri, Radu Burlacu and Geoffroy Enjolras
From the Fermi–Dirac distribution to PD curves pp. 138-154 Downloads
Vivien Brunel
High leverage and variance of SMEs performance pp. 155-175 Downloads
Mazen Gharsalli
The impact of spillover effects from operational risk events: a model from a portfolio perspective pp. 176-200 Downloads
Christian Eckert and Nadine Gatzert
Risk models vs characteristic models from an investor’s perspective: Make use of the best of both worlds pp. 201-222 Downloads
Christian Fieberg, Armin Varmaz and Thorsten Poddig

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
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