Journal of Risk Finance

1999 - 2024

Current editor(s): Nawazish Mirza

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Volume 23, issue 5, 2022

Technology-push and market-pull strategies: the influence of the innovation ecosystem on companies' involvement in the Industry 4.0 paradigm pp. 461-479

James Boyer and Annemarie Kokosy

Economic effects of green bond market development in Asian economies pp. 480-497

Quang Phung Thanh

Market discipline and bank risk through new regulations: evidence from Asia–Pacific pp. 498-515

Anh Ngoc Quynh Le

Is financial distress risk important for manufacturing SMEs to rebalance the short-term debt ratio? pp. 516-534

Filipe Sardo, Zélia Serrasqueiro, Elisabete Vieira and Manuel Rocha Armada

Fintech and Islamic banking growth: new evidence pp. 535-557

Mouwafac Sidaoui, Faten Ben Bouheni, Zandanbal Arslankhuyag and Samuele Mian

Impact of fiscal consolidation on economic growth: the Tunisian case pp. 558-582

Ameni Mtibaa, Amine Lahiani and Foued badr Gabsi

The impact of research and development (R&D) on economic growth: new evidence from kernel-based regularized least squares pp. 583-604

Jean-Joseph Minviel and Faten Ben Bouheni

Bitcoin's hedging attributes against equity market volatility: empirical evidence during the COVID-19 pandemic pp. 605-618

Jocelyn Grira, Sana Guizani and Ines Kahloul

Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe pp. 619-638

Afees Salisu and Jean Paul Tchankam

How does human capital efficiency impact credit risk?: the case of commercial banks in the GCC pp. 639-651

Jamila Abaidi Hasnaoui and Amir Hasnaoui

You sneeze, and the markets are paranoid: the fear, uncertainty and distress sentiments impact of the COVID-19 pandemic on the stock–bond correlation pp. 652-668

Ameet Kumar Banerjee

The price reaction and investment exposure of equity funds: evidence from the Russia–Ukraine military conflict pp. 669-676

Larisa Yarovaya and Nawazish Mirza

Volume 23, issue 4, 2022

The effect of digital transformation on firm performance: evidence from Swedish listed companies pp. 329-348

Maha Khemakhem Jardak and Salah Ben Hamad

Understanding the adoption of cryptocurrencies for financial transactions within a high-risk context pp. 349-367

Amal Dabbous, May Merhej Sayegh and Karine Aoun Barakat

Time-frequency analysis of the comovement between wheat and equity markets pp. 368-384

Amine Ben Amar, Mondher Bouattour and Jean-Etienne Carlotti

Analyzing the green financing and energy efficiency relationship in ASEAN pp. 385-402

Phung Thanh Quang and Doan Phuong Thao

The cross-section of expected stock returns and components of idiosyncratic volatility pp. 403-417

Seyed Reza Tabatabaei Poudeh and Chengbo Fu

Does the market discipline banks? Evidence from Balkan states pp. 418-436

Ayesha Afzal and Saba Fazal Firdousi

Impact of the application of IFRS 9 on listed Spanish credit institutions: implications from the regulatory, supervisory and auditing point of view pp. 437-455

Alba Gómez-Ortega, Vera Gelashvili, María Luisa Delgado Jalón and José Ángel Rivero Menéndez

Volume 23, issue 3, 2022

The impact of counterparty risk on the basis risk of industry loss warranties and on (collateralized) reinsurance under (non-)linear dependence structures pp. 245-263

Heike Bockius and Nadine Gatzert

Directional predictability between trading volume and price returns in the agricultural futures markets: risk implications for traders pp. 264-288

Dimitrios Panagiotou and Alkistis Tseriki

One-size risk-adjusted discount rate does not fit all risky projects pp. 289-302

Luisa Tibiletti

Peer-to-peer lending platform risk analysis: an early warning model based on multi-dimensional information pp. 303-323

Huosong Xia, Ping Wang, Tian Wan, Zuopeng Justin Zhang, Juan Weng and Sajjad M. Jasimuddin

Volume 23, issue 2, 2022

Wavelet power spectrum analysis of ETF’s tracking error pp. 121-138

Aniel Nieves-González, Javier Rodríguez and José Vega Vilca

Political sentiment and stock crash risk pp. 139-154

Cathy Xuying Cao and Chongyang Chen

Personal characteristics and risk tolerance in a natural experiment pp. 155-168

Peter Brous and Bo Han

ESG and corporate credit spreads pp. 169-190

Florian Barth, Benjamin Hübel and Hendrik Scholz

Quantifying the hedge and safe-haven properties of bond markets for cryptocurrency indices pp. 191-205

Sitara Karim, Muhammad Abubakr Naeem, Nawazish Mirza and Jessica Paule-Vianez

Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period pp. 206-244

Ahmed Ghorbel, Mohamed Fakhfekh, Ahmed Jeribi and Amine Lahiani

Volume 23, issue 1, 2022

Short- and long-term effects of responsible investment growth on equity returns pp. 1-13

Yann Ferrat, Frédéric Daty and Radu Burlacu

Power law bond price and yield approximation pp. 14-31

Joel R. Barber

Trading activity on social trading platforms – a behavioral approach* pp. 32-54

Gregor Dorfleitner and Isabel Scheckenbach

A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors pp. 55-84

Anja Vinzelberg and Benjamin Rainer Auer

Corporate social responsibility and systematic risk: international evidence pp. 85-120

Gregor Dorfleitner and Johannes Grebler

Volume 22, issue 5, 2021

Volatility discovery in cryptocurrency markets pp. 313-331

Thomas Dimpfl and Dalia Elshiaty

Copula methods for evaluating relative tail forecasting performance pp. 332-344

Ángel León and Trino Ñíguez Grau

Optimal asset allocation in retirement planning: threshold-based utility maximization pp. 345-362

Maximilian Bär, Nadine Gatzert and Jochen Ruß

The determinants of corporate FX speculation – Why firms increase risk pp. 363-383

Andreas Hecht

Volume 22, issue 3/4, 2021

Calculating lifetime expected loss for IFRS 9: which formula is measuring what? pp. 193-208

Bernd Engelmann

How inefficient is an inefficient credit process? An analysis of the Italian banking system pp. 209-239

Peter Cincinelli and Domenico Piatti

Cyber risk management in SMEs: insights from industry surveys pp. 240-260

Felicitas Hoppe, Nadine Gatzert and Petra Gruner

Dividend policy and the downside risk in stock prices: evidence from the MENA region pp. 261-278

Omar Farooq, Harit Satt, Fatima Zahra Bendriouch and Diae Lamiri

A new approximation for the risk premium with large risks pp. 279-295

Richard Watt and Philip Gunby

Contagions in interconnected power markets pp. 296-311

Rangga Handika

Volume 22, issue 2, 2021

Structured product investment behavior in low-interest rate environments pp. 113-129

Hirotaka Fushiya, Tomoki Kitamura and Munenori Nakasato

Exploring the trade-off between liquidity, risk and return under sectoral diversification across distinct economic settings pp. 130-152

Carla Henriques and Elisabete Neves

A systematic and bibliometric review on risk culture: a novel theoretical framework pp. 153-168

Riccardo Cimini

How to estimate expected credit losses – ECL – for provisioning under IFRS 9 pp. 169-190

Mariya Gubareva

Volume 22, issue 1, 2021

Risk assessment for financial accounting: modeling probability of default pp. 1-15

Tobias Filusch

Comparative analysis of interest rate term structures in the Solvency II environment pp. 16-33

Mariano Gonzalez Sanchez and Sonia Rodriguez-Sanchez

A volatility-match approach to measure performance: the case of socially responsible exchange traded funds (ETFs) pp. 34-43

Manuel Lobato, Javier Rodríguez and Herminio Romero

How dark is the dark side of diversification? pp. 44-55

Pedro E. Cadenas, Henryk Gzyl and Hyun Woong Park

Scenario-based measurement of interest rate risks pp. 56-77

Sebastian Schlütter

The performance of corporate bond issuers in times of financial crisis: empirical evidence from Latin America pp. 78-92

Marc Berninger, Bruno Fiesenig and Dirk Schiereck

Dependent structure and risk analysis of S&P 500 Index's continuously rising returns and continuously falling returns pp. 93-109

Wuyi Ye and Ruyu Zhao