Journal of Risk Finance

1999 - 2024

Current editor(s): Nawazish Mirza

From Emerald Group Publishing Limited
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Characteristics and development of corporate and sovereign CDS pp. 482-509: Christina Bannier, Thomas Heidorn and Heinz-Dieter Vogel
The relative informational efficiency of stocks, options and credit default swaps during the financial crisis pp. 510-532: Maria Chiara Amadori, Lamia Bekkour and Thorsten Lehnert
Capital requirements or pricing constraints? pp. 533-554: Sebastian Schlütter
Life cycle and performance among SMEs: Swedish empirical evidence pp. 555-571: Darush Yazdanfar and Peter Öhman
Herding behaviour and volatility in the Athens Stock Exchange pp. 572-590: Petros Messis and Achilleas Zapranis
Generating historically-based stress scenarios using parsimonious factorization pp. 591-611: Alexander Bogin and William Doerner

Back to the future: 900 years of securitization pp. 316-333: Bonnie Buchanan
Self-reporting under SEC Reg AB and transparency in securitization pp. 334-384: Joseph R. Mason, Michael B. Imerman and Hong Lee
The pricing of hedging longevity risk with the help of annuity securitizations pp. 385-416: Jonas Lorson and Joël Wagner
The use and determinants of credit derivatives in Italian banks pp. 417-436: Eleonora Broccardo, Maria Mazzuca and Elmas Yaldiz
Executive compensation and securitization: pre-and post-crisis pp. 437-457: Elizabeth Cooper and Andrew Kish
Securitization and Italian banks’ risk during the crisis pp. 458-478: Francesca Battaglia and Maria Mazzuca

Shadow credit and the private, middle market pp. 214-233: Craig Anthony Zabala and Jeremy M. Josse
A robust pricing of specific structured bonds with coupons pp. 234-247: Anastasios Evgenidis and Costas Siriopoulos
Loss reserve variability and loss reserve errors pp. 248-263: Enoch Nii Boi Quaye, Charles Andoh and Anthony Q.Q. Aboagye
Fundamental indexation for bond markets pp. 264-274: Marielle de Jong and Hongwen Wu
Operational drivers affecting credit risk of mutual guarantee institutions pp. 275-293: Lorenzo Gai and Federica Ielasi
Tail events in the FX markets since 1740 pp. 294-311: Kim Abildgren

Incentives for complexity in financial regulation pp. 102-109: Tom Berglund
A note on the appropriate choice of risk measures in the solvency assessment of insurance companies pp. 110-130: Joël Wagner
Jointly estimating jump betas pp. 131-148: Vassilis Polimenis and Ioannis Papantonis
Impacts of the US macroeconomic news on Asian stock markets pp. 149-179: Tho Nguyen and Chau Ngo
Analysis of the impact of improved market trading efficiency on the speculation-hedging relation pp. 180-194: Stoyu I. Ivanov
Forecasting bank credit ratings pp. 195-209: Periklis Gogas, Theophilos Papadimitriou and Anna Agrapetidou

Multiple-period market risk prediction under long memory: when VaR is higher than expected pp. 4-32: Harald Kinateder and Niklas Wagner
Cross market price support and agricultural development pp. 33-51: Leslie J. Verteramo Chiu and Calum Turvey
Models for predicting default: towards efficient forecasts pp. 52-70: Fernando Castagnolo and Gustavo Ferro
Concentration risk model for Greek bank's credit portfolio pp. 71-93: Constantinos Lefcaditis, Anastasios Tsamis and John Leventides
Why do venture capitalists use such high discount rates? pp. 94-98: Sanjai Bhagat

On the relevance of premium payment schemes for the performance of mutual funds with investment guarantees pp. 436-452: Nadine Gatzert
Managing and trading sovereign risk using credit derivatives and government markets pp. 453-467: Samuel Pollege and Peter N. Posch
Remodeling of risk management in banking: evidence from the sub-continent and gulf pp. 468-489: Ahmad Raza Bilal, Noraini Bt. Abu Talib and Mohd Noor Azli Ali Khan
A complete agro-financial service framework for emerging economies pp. 490-497: Kunal Goel

The significance of regulatory orientation, political stability and culture on consumption and price adequacy in insurance markets pp. 320-343: W. Jean Kwon
Solvency capital requirement for insurance products via dynamic cash flow matching under lattice models pp. 344-352: Alfred Ka Chun Ma and Justina Yuen Ki Cheung
Multi‐year non‐life insurance risk pp. 353-377: Dorothea Diers, Martin Eling, Christian Kraus and Marc Linde
Firm size and risk taking in Malaysia's insurance industry pp. 378-391: Tuan Hock Ng, Lee Lee Chong and Hishamuddin Ismail
Research on lapse in life insurance: what has been done and what needs to be done? pp. 392-413: Martin Eling and Michael Kochanski
An innovative form of credit enhancement for securitized reverse mortgages pp. 414-431: Carlos E. Ortiz, Charles A. Stone and Anne Zissu

Assessing the model risk with respect to the interest rate term structure under Solvency II pp. 200-233: Michael Martin
Modeling parameter risk in premium risk in multi‐year internal models pp. 234-250: Dorothea Diers, Martin Eling and Marc Linde
Earthquake insurance for Greece: comparative analysis and pricing issues pp. 251-265: Aglaia Petseti and Milton Nektarios
Modeling the effect of CEO power on efficiency pp. 266-285: Walid Bahloul, Nizar Hachicha and Abdelfettah Bouri
The financial performance of life insurance companies in Ghana pp. 286-302: Joseph Oscar Akotey, Frank G. Sackey, Lordina Amoah and Richard Frimpong Manso
A study on factors influencing claims in general insurance business in India pp. 303-314: T. Joji Rao and Krishan K. Pandey

What is the driving force behind consolidations in the insurance market? pp. 108-119: Mahito Okura and Noriyoshi Yanase
The relationship between moral hazard and insurance fraud pp. 120-128: Mahito Okura
Optimal insurance risk allocation with steepest ascent and genetic algorithms pp. 129-139: SiewMun Ha
Longevity risk and survivor derivative pricing pp. 140-158: Paul Dawson, Hai Lin and Yangshu Liu
Comparison of temperature models using heating and cooling degree days futures pp. 159-178: Ahmet Göncü
Differences in the risk management practices of Islamic versus conventional financial institutions in Pakistan pp. 179-196: Owais Shafique, Nazik Hussain and M. Taimoor Hassan

Atlantic hurricane forecast: a statistical analysis pp. 4-19: Siamak Daneshvaran and Maryam Haji
Quantifying spatial basis risk for weather index insurance pp. 20-34: Michael T. Norton, Calum Turvey and Daniel Osgood
Pricing ruin‐contingent life annuity under stochastic volatility pp. 35-48: Ning Rong and Farzad Alavi Fard
Risk aversion in family firms: what do we really know? pp. 49-70: Martin R.W. Hiebl
Is the risk management committee only a procedural compliance? pp. 71-86: Tuan‐Hock Ng, Lee‐Lee Chong and Hishamuddin Ismail
Empirical estimation of default and asset correlation of large corporates and banks in India pp. 87-99: Arindam Bandyopadhyay and Sonali Ganguly
Learn from insurance: cyber bore pp. 100-102: Michael Mainelli