Journal of Risk Finance

1999 - 2025

Current editor(s): Nawazish Mirza

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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

Volume 11, issue 5, 2010

Diversification, hedging, and “pacification” pp. 441-445

Michael R. Powers

An intergenerational cross‐country swap pp. 446-463

Miret Padovani and Paolo Vanini

Value‐at‐risk pp. 464-480

Lindsay A. Lechner and Timothy C. Ovaert

A simple parallel algorithm for large‐scale portfolio problems pp. 481-495

Kamal Smimou and Ruppa K. Thulasiram

Option pricing for jump diffussion model with random volatility pp. 496-507

A. Thavaneswaran and Jagbir Singh

Average run lengths of control charts for monitoring observations from a Burr distribution pp. 508-514

M.A.A. Cox

Estimation of a Cox process for credit spreads with semi‐stochastic intensity pp. 515-519

Angelo Corelli

Volume 11, issue 4, 2010

Where ignorance is bliss: the “dark corner” of risk classification pp. 353-357

Michael R. Powers

Weather derivatives, price forwards, and corporate risk management pp. 358-376

Mulong Wang, Min‐Ming Wen and Charles C. Yang

Delta hedging a portfolio of servicing rights under gamma and vega constraints with optimal fixed income securities pp. 377-400

Anne Zissu, Carlos Ortiz and Charles Stone

Information costs in financial markets: evidence from the Tunisian stock market pp. 401-409

Imene Safer Chakroun and Abdelkader Hamdouni

A note on probabilistic confidence of the stock market ILS interval forecasts pp. 410-415

Chenyi Hu

Transferring home price risk to investors from individual borrowers pp. 416-423

Dhruv Sharma

Volume 11, issue 3, 2010

Uncertainty principles in risk finance pp. 245-248

Michael R. Powers

The growing importance of risk in financial regulation pp. 249-267

Marianne Ojo

A bird's view of info‐gap decision theory pp. 268-283

Moshe Sniedovich

Disentangling the value premium in the UK pp. 284-295

Sulaiman Mouselli

Volatility persistence and trading volume in an emerging futures market pp. 296-309

Pratap Chandra Pati and Prabina Rajib

Overreaction and portfolio‐selection strategies in the Tunisian stock market pp. 310-322

Mohamed Ali Trabelsi

Risk exposure and corporate financial policy on the Ghana Stock Exchange pp. 323-332

Godfred A. Bokpin, Anthony Q.Q. Aboagye and Kofi A. Osei

Is there risk of a cataclysm? Changing perceptions of the dollar pp. 333-343

Check Teck Foo

Size matters: risk and scale pp. 344-348

Michael Mainelli and Bob Giffords

Volume 11, issue 2, 2010

Infinite‐mean losses: insurance's “dread disease” pp. 125-128

Michael R. Powers

Risk‐return optimization with different risk‐aggregation strategies pp. 129-146

Stan Uryasev, Ursula A. Theiler and Gaia Serraino

The determinants of terrorist shocks' cross‐market transmission pp. 147-163

Konstantinos Drakos

Filtered extreme‐value theory for value‐at‐risk estimation: evidence from Turkey pp. 164-179

Alper Ozun, Atilla Cifter and Sait Yılmazer

Risk reduction using wavelets for denoising principal‐components regression models pp. 180-203

Salwa Ben Ammou, Zied Kacem and Nabiha Haouas

On a class of renewal queueing and risk processes pp. 204-220

K.K. Thampi and M.J. Jacob

Interest rates, commodity prices, and the cost‐of‐carry model pp. 221-223

Jacques A. Schnabel

Risk management in a pure unit root pp. 224-234

Marcus Davidsson

Volume 11, issue 1, 2010

Presbyter takes Knight pp. 5-8

Michael R. Powers

Introduction of weather‐derivative concepts: perspectives for Portugal pp. 9-19

Alieva Ghiulnara and Cristina Viegas

Safety‐first portfolio optimization after September 11, 2001 pp. 20-61

Mahfuzul Haque and Oscar Varela

Do investors really value derivatives use? Empirical evidence from France pp. 62-74

Karim Ben Khediri

Portfolio evaluation using OWA‐heuristic algorithm and data envelopment analysis pp. 75-88

Abhay Kumar Singh, Rajendra Sahu and Shalini Bharadwaj

Determinants of the timing of bank failure in North Cyprus pp. 89-106

Nil Gunsel

Gearing investments with uncertainty pp. 107-110

Colin J. Thompson and Mark A. Burgman

The eternal coin – made from real money: risks in fiat currencies pp. 111-116

Michael Mainelli