Journal of Risk Finance

1999 - 2025

Current editor(s): Nawazish Mirza

From Emerald Group Publishing Limited
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Volume 20, issue 5, 2019

The impact of market sectors and rating agencies on credit ratings: global evidence pp. 389-410

Kerstin Lopatta, Magdalena Tchikov and Finn Marten Körner

Shadow prices of non-performing loans and the global financial crisis pp. 411-434

Ameni Tarchouna, Bilel Jarraya and Abdelfettah Bouri

Relationship between price and volume in the Bitcoin market pp. 435-444

Eray Gemici and Müslüm Polat

How to derive optimal guarantee levels in participating life insurance contracts pp. 445-469

Alexander Braun, Marius Fischer and Hato Schmeiser

Effect of pre-disclosure information leakage by block traders pp. 470-483

Tai-Young Kim

Sovereign rating announcements and the integration of African banking markets pp. 484-500

Jianan He and Dirk Schiereck

How do firms manage their interest rate exposure? pp. 501-519

Andreas Hecht

Savings operations with random commencement and conclusion pp. 520-541

María del Carmen Valls Martínez, Salvador Cruz Rambaud and Emilio Abad Segura

Risk-mitigating effect of ESG on momentum portfolios pp. 542-555

Lars Kaiser and Jan Welters

Portfolio allocation across variance risk premia pp. 556-593

Julien Chevallier and Dinh-Tri Vo

Overcoming economic stagnation in low-income communities with programmable money pp. 594-610

Yakko Majuri

Volume 20, issue 4, 2019

Does idiosyncratic risk matter? Evidence from mergers and acquisitions pp. 313-329

Pascal Nguyen, Ben Zaied Younes and Thu Phuong Pham

Cryptocurrencies vs global foreign exchange risk pp. 330-351

Calvin W. H. Cheong

Adjusting for risk factors in mutual fund performance and performance persistence pp. 352-369

Drosos Koutsokostas, Spyros Papathanasiou and Dimitris Balios

Interest rates calibration with a CIR model pp. 370-387

Giuseppe Orlando, Rosa Maria Mininni and Michele Bufalo

Volume 20, issue 3, 2019

Knowledge is power – conceptualizing collaborative financial risk assessment pp. 226-248

Thomas Michael Brunner-Kirchmair and Melanie Wiener

Spillover effects in the European financial services industry from internal fraud events pp. 249-266

Christian Eckert, Nadine Gatzert and Alexander Pisula

What is the value of Facebook? Evidence from the Schwartz/Moon model pp. 267-290

Josef Schosser and Heiko Ströbele

Asset sales, recourse and investor reactions to initial securitizations pp. 291-310

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

Elise Alfieri, Radu Burlacu and Geoffroy Enjolras

From the Fermi–Dirac distribution to PD curves pp. 138-154

Vivien Brunel

High leverage and variance of SMEs performance pp. 155-175

Mazen Gharsalli

The impact of spillover effects from operational risk events: a model from a portfolio perspective pp. 176-200

Christian Eckert and Nadine Gatzert

Risk models vs characteristic models from an investor’s perspective pp. 201-222

Christian Fieberg, Armin Varmaz and Thorsten Poddig

Volume 20, issue 1, 2019

Managing risk for sustainable microfinance pp. 2-13

Heather Knewtson and Howard Qi

The risk in socially responsible investing: the other side of the coin pp. 14-38

Alberto Burchi

Enterprise risk management in family firms: evidence from Austria and Germany pp. 39-58

Martin R.W. Hiebl, Christine Duller and Herbert Neubauer

Non-performing loans and financial development: new evidence pp. 59-81

Peterson Ozili

A dynamic model of an insurer: loss shocks, capacity constraints and underwriting cycles pp. 82-93

Ning Wang and Maryna Murdock

Riskiness of lending to small businesses: a dynamic panel data analysis pp. 94-110

Eliud Moyi

Volume 19, issue 5, 2018

Shadow credit in the middle market: the decade after the financial collapse pp. 414-436

Craig Anthony Zabala and Jeremy Marc Josse

Does market response to S&P additions reflect adjustment for risk? pp. 437-453

Marek Marciniak and Deborah Drummond Smith

Bank failure intensity modeling: an ACD model approach pp. 454-477

Vasileios Siakoulis

Assigning Eurozone sovereign credit ratings using CDS spreads pp. 478-512

Rick van de Ven, Shaunak Dabadghao and Arun Chockalingam

Real exchange rate volatility and domestic consumption in Ghana pp. 513-523

Bernard Njindan Iyke and Sin-Yu Ho

A multi-factor HJM and PCA approach to risk management of VIX futures pp. 524-547

Philippe Bélanger and Marc-André Picard

A deforming time approach to the treatment of risk in projects evaluation pp. 548-563

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

Denghui Chen

Volume 19, issue 4, 2018

Cognitive risk culture and advanced roles of actors in risk governance: a case study pp. 327-342

Ruchi Agarwal and Sanjay Kallapur

Impact of underwriting insurance risk on bank holding company behavior pp. 343-360

Manu Gupta and Puneet Prakash

Does firm performance increase with risk-taking behavior under information technological turbulence? pp. 361-378

Aluisius Hery Pratono

Effects of committee overlap on the monitoring effectiveness of boards of directors: a meta-analysis pp. 379-395

Remmer Sassen, Miriam Stoffel, Maximilian Behrmann, Willi Ceschinski and Hanh Doan

Influencing risk taking in competitive environments: an experimental analysis pp. 396-412

Ivo Schedlinsky, Friedrich Sommer and Arnt Wöhrmann

Volume 19, issue 3, 2018

Revisiting the (mis)pricing of the accrual anomaly pp. 210-224

Felix Canitz, Christian Fieberg, Kerstin Lopatta, Thorsten Poddig and Thomas Walker

Strategic risk, banks, and Basel III: estimating economic capital requirements pp. 225-246

Arun Chockalingam, Shaunak Dabadghao and Rene Soetekouw

Sustainability-themed mutual funds: an empirical examination of risk and performance pp. 247-261

Federica Ielasi, Monica Rossolini and Sara Limberti

Firm opacity and informed trading around spinoffs pp. 262-276

Yuan Wen

Taxes and risk-taking behavior: evidence from mergers and acquisitions in the G7 nations pp. 277-294

Poonyawat Sreesing

A spectral analysis based heteroscedastic model for the estimation of value at risk pp. 295-314

Yang Zhao

Volume 19, issue 2, 2018

The evolution of the bitcoin economy pp. 94-126

Paolo Tasca, Adam Hayes and Shaowen Liu

Value-at-risk and related measures for the Bitcoin pp. 127-136

Stavros Stavroyiannis

Enterprise risk management: history and a design science proposal pp. 137-153

Michael McShane

Financial penalties and banks’ systemic risk pp. 154-173

Hannes Köster and Matthias Pelster

Investor protection, valuation methods and the German alternative funds industry pp. 174-189

Bernd Hoffmann and Karsten Paetzmann

Economies of scale in European life insurance pp. 190-207

Udo Klotzki, Alexander Bohnert, Nadine Gatzert and Ulrike Vogelgesang

Volume 19, issue 1, 2018

Blockchains and distributed ledgers in retrospective and perspective pp. 4-25

Alexander Lipton

Case study of Lykke exchange: architecture and outlook pp. 26-38

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

Petros Kavassalis, Harald Stieber, Wolfgang Breymann, Keith Saxton and Francis Joseph Gross

Using sentiment analysis to predict interday Bitcoin price movements pp. 56-75

Vytautas Karalevicius, Niels Degrande and Jochen De Weerdt

From digital currencies to digital finance: the case for a smart financial contract standard pp. 76-92

Willi Brammertz and Allan I. Mendelowitz