Journal of Risk Finance

1999 - 2024

Current editor(s): Nawazish Mirza

From Emerald Group Publishing Limited
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Volume 13, issue 5, 2012

The impact of natural hedging on a life insurer's risk situation pp. 396-423

Nadine Gatzert and Hannah Wesker

A multi‐year risk capital concept for internal models and enterprise risk management pp. 424-437

Dorothea Diers

The determinants of frequency and severity of operational losses in Tunisian insurance industry pp. 438-475

Wael Hemrit and Mounira Ben Arab

Zero‐modified discrete distributions for operational risk modelling pp. 476-490

Younès Mouatassim

Small businesses and risk contingent credit pp. 491-506

Calum Turvey, Vicki L. Bogan and Cao Yu

The tale of the tail: extreme‐value patterns of financial returns pp. 507-516

Angelo Corelli

Volume 13, issue 4, 2012

Short monetary systems: take a risk, create money pp. 280-284

Michael Mainelli

The risk of model misspecification and its impact on solvency measurement in the insurance sector pp. 285-308

Hato Schmeiser, Caroline Siegel and Joël Wagner

Backtesting the solvency capital requirement for longevity risk pp. 309-319

Mariarosaria Coppola and Valeria D'Amato

Market‐consistent embedded value in non‐life insurance: how to measure it and why pp. 320-346

Dorothea Diers, Martin Eling, Christian Kraus and Andreas Reuß

Leverage, product diversity and performance of general insurers in Malaysia pp. 347-361

Soon‐Yau Foong and Razak Idris

Analyzing the technical efficiency of insurance companies in GCC pp. 362-380

Khalid Al‐Amri, Said Gattoufi and Saeed Al‐Muharrami

Hazardous immorality: strategic externalization of risk and credit pricing pp. 381-391

Zaneta Chapman and Thomas Getzen

Volume 13, issue 3, 2012

The merits of pooling claims revisited pp. 184-198

Nadine Gatzert and Hato Schmeiser

Integrated risk management in agriculture: an inductive research pp. 199-214

Sonit Singla and Mahim Sagar

Risk management practices of conventional and Islamic banks in Bahrain pp. 215-239

Hameeda Abu Hussain and Jasim Al‐Ajmi

The life security system for Chinese families in compliance with the family planning policy pp. 240-261

Guojun Wang and Xing Su

Testing dominant theories and assumptions in behavioral finance pp. 262-268

Moawia Alghalith, Christos Floros and Marla Dukharan

What has changed? The development of corporate governance in Malaysia pp. 269-276

Sulaiman Alnasser

Volume 13, issue 2, 2012

Long term versus warm phase, part I: hurricane frequency analysis pp. 100-117

Siamak Daneshvaran and Maryam Haji

Long term versus warm phase, part II: hurricane loss analysis pp. 118-132

Siamak Daneshvaran and Maryam Haji

Determinants of narrative risk disclosures in UK interim reports pp. 133-147

Hany Elzahar and Khaled Hussainey

Risk management practices in Islamic banks of Pakistan pp. 148-159

Sania Khalid and Shehla Amjad

Measuring risk and financial support for NPPs using Monte Carlo simulation pp. 160-170

Hosein Piranfar and Omar Masood

To be or not: feeding information in standard minority games pp. 171-178

Angelo Corelli

Volume 13, issue 1, 2012

New evidence for underwriting cycles in US property‐liability insurance pp. 4-12

Dorina Lazar and Michel Denuit

Industry loss warranties: contract features, pricing, and central demand factors pp. 13-31

Nadine Gatzert and Hato Schmeiser

Pricing temperature‐based weather derivatives in China pp. 32-44

Ahmet Göncü

Modelling rain risk: a multi‐order Markov chain model approach pp. 45-60

Markus Stowasser

Evaluating the cost efficiency of insurance companies in Ghana pp. 61-76

Kwadjo Ansah‐Adu, Charles Andoh and Joshua Abor

Parsimonious exposure‐at‐default modeling for unfunded loan commitments pp. 77-94

Pinaki Bag and Michael Jacobs

Volume 12, issue 5, 2011

Long memory properties and asymmetric effects of emerging equity market pp. 356-370

Turkhan Ali Abdul Manap and Salina H. Kassim

An empirical comparative analysis of various issues of foreign trade among firms in South‐East Asian countries pp. 371-388

Rajeshwar Sirpal

US macroeconomic news spillover effects on Vietnamese stock market pp. 389-399

Tho Nguyen

The subprime crisis and stock index futures markets integration pp. 400-408

Bakri Abdul Karim, Mohamad Jais and Samsul Ariffin Abdul Karim

Corporate derivatives and foreign exchange risk management pp. 409-420

Talat Afza and Atia Alam

Constructing stress tests pp. 421-434

John B. Abbink

Small enough to fail: a systems approach to financial systems reform pp. 435-444

Michael Mainelli and Bernard Manson

Volume 12, issue 4, 2011

Solvency analysis and demographic risk measures pp. 252-269

Mariarosaria Coppola, Emilia Di Lorenzo, Albina Orlando and Marilena Sibillo

The structural fragility of financial systems pp. 270-290

Dieter Gramlich and Mikhail V. Oet

Bet doubling in gambling and investing pp. 291-305

Zaneta Chapman and Thomas Getzen

A conditional CAPM: implications for systematic risk estimation pp. 306-314

Alexandros Milionis

Hybrid forecasting models for S&P 500 index returns pp. 315-328

Akihiro Fukushima

Revisiting the capital‐structure puzzle: UK evidence pp. 329-338

Basil Al‐Najjar and Khaled Hussainey

How does private firms' investment respond to uncertainty? pp. 339-347

Abdul Rashid

Money in a time of choleric: Basel blows the bubbles pp. 348-350

Michael Mainelli

Volume 12, issue 3, 2011

Corporate social responsibility and organizational effectiveness of insurance companies in Nigeria pp. 156-167

Folake Olowokudejo, S.A. Aduloju and S.A. Oke

Brokers' incentives and conflicts of interest in the control of opportunism pp. 168-181

Tajudeen Olalekan Yusuf

The demand for micro insurance in Ghana pp. 182-194

Oscar Joseph Akotey, Kofi A. Osei and Albert Gemegah

Beta risk estimation of companies listed on the Ghana stock exchange pp. 195-207

Gordon Asamoah and Anthony Quartey‐Papafio

Predicting Tunisian mutual fund performance using dynamic panel data model pp. 208-225

Samira Ben Belgacem and Slaheddine Hellara

The determinants of capital structure of Palestine‐listed companies pp. 226-241

Faris M. Abu Mouamer

Volume 12, issue 2, 2011

Impact of macroeconomic indicators on Indian capital markets pp. 84-97

Karam Pal and Ruhee Mittal

Financial development index and economic growth: empirical evidence from India pp. 98-111

Qazi Muhammad Adnan Hye

A simple index of banking fragility: application to Indian data pp. 112-120

Saibal Ghosh

Risk management in Indian companies: EWRM concerns and issues pp. 121-139

P.K. Gupta

Development of marketing‐driven measure of risk perception pp. 140-152

Ranjit Singh and Amalesh Bhowal

Volume 12, issue 1, 2011

Airfare price insurance: a real option model pp. 5-14

Adishwar K. Jain and Raymond Cox

The impact of the financial crisis on the global economy: can the Islamic financial system help? pp. 15-25

Mohamed Ali Trabelsi

Prepayment risk and bank performance pp. 26-40

Alex Fayman and Ling T. He

Corporate dividends decisions: evidence from Saudi Arabia pp. 41-56

Jasim Al‐Ajmi and Hameeda Abo Hussain

Dividend policy and share price volatility: UK evidence pp. 57-68

Khaled Hussainey, Chijoke Oscar Mgbame and Aruoriwo M. Chijoke‐Mgbame

Testing forecasting power of the conditional relationship between beta and return pp. 69-77

Rahul Verma