Journal of Risk Finance

1999 - 2025

Current editor(s): Nawazish Mirza

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Volume 24, issue 5, 2023

Income smoothing management and loan loss provisions in the banking system pp. 537-553

Alba Gómez-Ortega, Ana Licerán-Gutiérrez and Maria de la Paz Horno-Bueno

Spillover effects of CEO performance-induced removal on competitor CEOs' firms' financial policies pp. 554-584

Saif-Ur-Rehman, Khaled Hussainey and Hashim Khan

Environment, social and governance (ESG) performance and CDS spreads: the role of country sustainability pp. 585-613

Lutfi Abdul Razak, Mansor Ibrahim and Adam Ng

Contagion in the Euro area sovereign CDS market: a spatial approach pp. 614-630

Nadia Ben Abdallah, Halim Dabbou and Mohamed Imen Gallali

Effects of chairman ownership on financing decisions: empirical evidence from GCC pp. 631-656

Hamada Elsaid Elmaasrawy, Omar Ikbal Tawfik and Khaled Hussainey

Examining the efficiency of stock markets using multifractal detrended fluctuation analysis. Empirical evidence from OIC (Organization of Islamic Cooperation) countries during the GFC and COVID-19 pandemic pp. 657-683

Muhammad Rehan and Mustafa Gül

Geopolitical uncertainty and the cost of debt financing: the moderating role of information asymmetry pp. 684-720

Salma Mokdadi and Zied Saadaoui

Volume 24, issue 4, 2023

Asymmetric information flow to G7 and Nordic equities markets during COVID-19 pandemic pp. 393-423

Peterson Owusu Junior and Ngo Thai Hung

Market perceptions on the role of female leadership in adapting to climate change pp. 424-448

Othar Kordsachia, Alexander Bassen, Christian Fieberg and Katharina Wolters

The links between financial depth and economic variables: evidence from Poland pp. 449-463

Ayesha Afzal, Saba Fazal Firdousi and Kamil Mahmood

Forecasting nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula: evidence from GAS models pp. 464-482

Mehdi Mili and Ahmed Bouteska

Dynamic hedging strategies across assets and commodities – a wavelet analysis pp. 483-502

Aqila Rafiuddin, Jesus Cuauhtemoc Tellez Gaytan, Rajesh Mohnot and Arindam Banerjee

Rippling effect of liquidity risk in the sovereign term structure pp. 503-522

Rintu Anthony and Krishna Prasanna

Capital structure and default risk of small and medium enterprises: evidence from Algeria pp. 523-536

Riad Baha, Aldo Levy and Amir Hasnaoui

Volume 24, issue 3, 2023

Interlinkages of market power, price and liquidity network in banks: evidence from an emerging economy pp. 285-315

Abhishek Poddar, Sangita Choudhary, Aviral Tiwari and Arun Kumar Misra

Credit risk downgrades and the CDS market: a wavelet analysis pp. 316-323

Olivier Nataf and Lieven De Moor

Russia–Ukrainian war: measuring the intraday risk dynamics of energy futures contracts using VaR and CVaR pp. 324-336

Ameet Kumar Banerjee

Duty calls: prediction of failure in reorganization processes pp. 337-353

Isabel Abinzano, Harold Bonilla and Luis Muga

War build-up and stock returns: evidence from Russian and Ukrainian stock markets pp. 354-370

Khakan Najaf, Mayank Joshipura and Muneer Alshater

Redefining investors' goals in the post–normal world pp. 371-385

Vladimir Dmitrievich Milovidov

Volume 24, issue 2, 2022

On the safe-haven and hedging properties of Bitcoin: new evidence from COVID-19 pandemic pp. 145-168

Wafa Abdelmalek and Noureddine Benlagha

Energy-conserving cryptocurrency response during the COVID-19 pandemic and amid the Russia–Ukraine conflict pp. 169-185

Emna Mnif, Khaireddine Mouakhar and Anis Jarboui

Stock market integration and volatility spillovers: new evidence from Asia–Pacific and European markets pp. 186-211

Biplab Kumar Guru and Inder Sekhar Yadav

A risk-neutral approach to the RAROC method of loan pricing using account-level data pp. 212-225

Arun Kumar Misra, Molla Ramizur Rahman and Aviral Tiwari

Directional predictability and volatility spillover effect from stock market indexes to Bitcoin: evidence from developed and emerging markets pp. 226-243

Imen Omri

Competition–banking stability: the moderating role of government intervention quality in North African countries pp. 244-268

Nadia Basty and Ines Ghazouani

Modelling of crude oil price data using hidden Markov model pp. 269-284

Safaa Kadhem and Haider Thajel

Volume 24, issue 1, 2022

The Russia–Ukraine conflict and foreign stocks on the US market pp. 6-23

Danjue Clancey-Shang and Chengbo Fu

What makes firms vulnerable to the Russia–Ukraine crisis? pp. 24-39

Wajih Abbassi, Vineeta Kumari and Dharen Pandey

Consequences of Russian invasion on Ukraine: evidence from foreign exchange rates pp. 40-58

Florin Aliu, Simona Hašková and Ujkan Q. Bajra

Cryptocurrency liquidity during the Russia–Ukraine war: the case of Bitcoin and Ethereum pp. 59-71

Saliha Theiri, Ramzi Nekhili and Jahangir Sultan

News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict? pp. 72-88

Viet Hoang Le, Hans-Jörg von Mettenheim, Stéphane Goutte and Fei Liu

The footprints of Russia–Ukraine war on the intraday (in)efficiency of energy markets: a multifractal analysis pp. 89-104

Faheem Aslam, Skander Slim, Mohamed Osman and Ibrahim Tabche

The impact of the Russia–Ukraine conflict (2022) on volatility connectedness between the Egyptian stock market sectors: evidence from the DCC-GARCH-CONNECTEDNESS approach pp. 105-121

Hisham Abdeltawab Mahran

Dodging the bullet: overcoming the financial impact of Ukraine armed conflict with sustainable business strategies and environmental approaches pp. 122-142

Marina Mattera and Federico Soto

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