Journal of Risk Finance

1999 - 2025

Current editor(s): Nawazish Mirza

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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

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

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

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

Blockchain systems for trade clearing pp. 469-492: 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: Hemant Kumar Badaye and Jason Narsoo
An augmented macroeconomic linear factor model of South African industrial sector returns pp. 517-541: Jan Jakub Szczygielski, Leon Brümmer and Hendrik Petrus Wolmarans
Valuation of initial margin using bootstrap method pp. 543-557: Modisane Bennett Seitshiro and Hopolang Phillip Mashele
Loan fair values and the financial crisis pp. 559-576: 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: 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: 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: Frederik Kunze, Tobias Basse, Miguel Rodriguez Gonzalez and Günter Vornholz

Enterprise risk management and Solvency II: the system of governance and the Own Risk and Solvency Assessment pp. 317-332: Pablo Durán Santomil and Luis Otero González
How blockchain technology can monetize new music ventures: an examination of new business models pp. 333-353: Robyn Owen and Marcus O'Dair
A Monte Carlo evaluation of non-parametric estimators of expected shortfall pp. 355-397: Julia S. Mehlitz and Benjamin R. Auer
CDS-based implied probability of default estimation pp. 399-422: Amira Abid, Fathi Abid and Bilel Kaffel
Forecasting the macro determinants of bank credit quality: a non-linear perspective pp. 423-443: Maria Grazia Fallanca, Antonio Fabio Forgione and Edoardo Otranto
De-risking or recontracting – the risk dilemma of EU money laundering regulation pp. 445-458: Kalle Johannes Rose
Using the Shapley value of stocks as systematic risk pp. 459-468: Haim Shalit

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

Financial misconduct in Indian banks: what matters and what doesn’t? pp. 57-76: Saibal Ghosh
The impact of telematics on the insurability of risks pp. 77-109: Martin Eling and Mirko Kraft
Market risk assessment pp. 111-126: Athanasios Kokoris, Fragiskos Archontakis and Christos Grose
Optimization of special cryptocurrency portfolios pp. 127-157: Benjamin Schellinger
Emerging market currency risk exposure: evidence from South Africa pp. 159-179: Mashukudu Hartley Molele and Janine Mukuddem-Petersen
Are Islamic stocks subject to oil price risk exposure? pp. 181-200: Ivan Mugarura Tusiime and Man Wang

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