Journal of Risk Finance

1999 - 2025

Current editor(s): Nawazish Mirza

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Volume 18, issue 5, 2017

Product diversification, business structure, and firm performance in Taiwanese property and liability insurance sector pp. 486-499

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

Martin Grace, Jannes Rauch and Sabine Wende

Default prediction using balance-sheet data: a comparison of models pp. 523-540

Andreas Behr and Jurij Weinblat

Bond valuation for generalized Langevin processes with integrated Lévy noise pp. 541-563

Alex Paseka and Aerambamoorthy Thavaneswaran

Financial distress cost of Italian small and medium enterprises pp. 564-580

Andrea Quintiliani

Residual foreign exchange risk: does CEO compensation matter? pp. 581-600

Ghassen Nouajaa and Jean-Laurent Viviani

Volume 18, issue 4, 2017

The impact of sovereign rating events on bank stock returns pp. 338-367

Haoshen Hu

Exploring the relationship between macroeconomic indicators and sovereign credit default swap in Pakistan pp. 368-380

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

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

Ikrame Ben Slimane, Makram Bellalah and Hatem Rjiba

Interest rate convergence, sovereign credit risk and the European debt crisis: a survey pp. 432-442

Mario Gruppe, Tobias Basse, Meik Friedrich and Carsten Lange

Interest rate, liquidity, and sovereign risk: derivative-based VaR pp. 443-465

Mariya Gubareva and Maria Borges

Asset liability management and the euro crisis pp. 466-483

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

Yevgen Bogodistov and Veit Wohlgemuth

Systemic operational risk pp. 252-267

Thomas Kaspereit, Kerstin Lopatta, Suren Pakhchanyan and Jörg Prokop

Estimates and inferences in accounting panel data sets: comparing approaches pp. 268-283

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

Muhammed Altuntas and Jannes Rauch

Asset risk and leverage under information asymmetry pp. 303-310

Pascal Nguyen

Markov regenerative credit rating model pp. 311-325

Puneet Pasricha, Dharmaraja Selvamuthu and Viswanathan Arunachalam

Macroprudential measures in the housing markets – a note on the empirical literature pp. 326-335

Essi Eerola

Volume 18, issue 2, 2017

CDS spreads as an independent measure of credit risk pp. 122-144

Florian Kiesel and Jonathan Spohnholtz

Corporate reputation and reputation risk pp. 145-158

Christian Eckert

Can mutual fund flows serve as market risk sentiment? pp. 159-185

Hsin-Hui Chiu and Lu Zhu

How do derivative securities affect bank risk and profitability? pp. 186-213

Amit Ghosh

PRIX – A risk index for global private investors pp. 214-231

Sebastian Stöckl, Michael Hanke and Martin Angerer

Volume 18, issue 1, 2017

The impact of time discretization on solvency measurement pp. 2-20

Hato Schmeiser and Daliana Luca

Risk management and managerial mindset pp. 21-47

Ronald William Eastburn and Alex Sharland

Municipal bond insurance: identifying the best payment plan pp. 48-54

Andrew Kalotay and Leslie Abreo

A longevity basis risk analysis in a joint FDM framework pp. 55-75

Valeria D’Amato, Mariarosaria Coppola, Susanna Levantesi, Massimiliano Menzietti and Maria Russolillo

Risk measures computation by Fourier inversion pp. 76-87

Ngoc Quynh Anh Nguyen and Thi Ngoc Trang Nguyen

Back-testing extreme value and Lévy value-at-risk models pp. 88-118

Sharif Mozumder, Michael Dempsey and M. Humayun Kabir

Volume 17, issue 5, 2016

What do we know about cyber risk and cyber risk insurance? pp. 474-491

Martin Eling and Werner Schnell

Airline fuel hedging and management ownership pp. 492-509

Timo Korkeamaki, Eva Liljeblom and Markus Pfister

Announced versus canceled bank mergers and acquisitions pp. 510-544

Armin Varmaz and Jonas Laibner

Is there a priced risk factor associated with conservatism? pp. 545-561

Kerstin Lopatta, Felix Canitz and Christian Fieberg

Can speed kill? pp. 562-584

Doriana Cucinelli

Volume 17, issue 4, 2016

Stand-alone vs systemic risk-taking of financial institutions pp. 374-389

Sascha Strobl

A Bayesian inference model for the credit rating scale pp. 390-404

Philipp Gmehling and Pierfrancesco La Mura

Portfolio dynamics under illiquidity pp. 405-427

Axel Buchner

RiskTRACK: the five-factor model for measuring risk tolerance pp. 428-445

Hunter Matthew Holzhauer, Xing Lu, Robert McLeod and Jun Wang

Time variation paths of risk sensitivities of bank stocks in the past two decades pp. 446-455

Kaiyi Chen, Ling T. He and R.B. Lenin

Sensitivity analysis of market and stock returns by considering positive and negative jumps pp. 456-472

Ourania Theodosiadou, Vassilis Polimenis and George Tsaklidis

Volume 17, issue 3, 2016

An investor’s perspective on risk-models and characteristic-models pp. 262-276

Christian Fieberg, Thorsten Poddig and Armin Varmaz

What transaction costs are acceptable in life insurance products from the policyholders’ viewpoint? pp. 277-294

Hato Schmeiser and Joël Wagner

On portfolio optimization pp. 295-309

Theo Berger and Christian Fieberg

Toward an optimal hedging strategy considering earnings volatility through fair value accounted financial derivatives pp. 310-327

Eva Marie Ebach, Michael Hertel, Andreas Lindermeir and Timm Tränkler

Private firm pricing and propensity to go public: evidence from mutual funds holdings pp. 328-346

Mariluz Alverio and Javier Rodríguez

Study of REIT ETF beta pp. 347-369

Stoyu I. Ivanov

Volume 17, issue 2, 2016

Survival analysis of supply chain financial risk pp. 130-151

Scott Dellana and David West

The relevance of credit ratings over the business cycle pp. 152-168

Christian Fieberg, Richard Lennart Mertens and Thorsten Poddig

CDS and bank ownership structures: does the credit side show who advocates more risk? pp. 169-193

Dennis Froneberg, Florian Kiesel and Dirk Schiereck

Credit risk signals in CDS market vs agency ratings pp. 194-217

Michael Jacobs, Ahmet K. Karagozoglu and Dina Naples Layish

Process landscape and efficiency in non-life insurance claims management pp. 218-244

Nils Mahlow and Joël Wagner

Capital structure dynamics among SMEs: Swedish empirical evidence pp. 245-260

Darush Yazdanfar and Peter Öhman

Volume 17, issue 1, 2016

The market’s reaction to unexpected, catastrophic events pp. 2-25

Phillip Humphrey, David A. Carter and Betty Simkins

Supporting strategic success through enterprise-wide reputation risk management pp. 26-45

Nadine Gatzert and Joan Schmit

The impact of auditing strategies on insurers’ profitability pp. 46-79

Katja Müller, Hato Schmeiser and Joël Wagner

Does risk affect capital structure adjustments? pp. 80-92

Abdul Rashid

Information-theoretic approach to quantifying currency risk pp. 93-109

Paweł Fiedor and Artur Hołda

Equilibrium liquidity premia of private equity funds pp. 110-128

Axel Buchner