EconPapers    
Economics at your fingertips  
 

Journal of Risk Finance

2007 - 2019

Current editor(s): Bonnie Buchanan

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

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


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
Page updated 2020-02-18