Economics at your fingertips  

Journal of Risk and Financial Management

2008 - 2019

Current editor(s): Prof. Dr. Michael McAleer

From MDPI, Open Access Journal
Bibliographic data for series maintained by XML Conversion Team ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 12, issue 2, 2019

Smoothed Maximum Score Estimation of Discrete Duration Models pp. 1-16 Downloads
Sadat Reza and Paul Rilstone
China and Special Drawing Rights—Towards a Better International Monetary System pp. 1-15 Downloads
Matthew Harrison and Geng Xiao
Positive Liquidity Spillovers from Sovereign Bond-Backed Securities pp. 1-25 Downloads
Peter Dunne
Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 pp. 1-19 Downloads
Johannes Stübinger and Lucas Schneider
Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas pp. 1-19 Downloads
Toan Luu Duc Huynh
What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model pp. 1-9 Downloads
Michael McAleer
Sentiment-Induced Bubbles in the Cryptocurrency Market pp. 1-11 Downloads
Cathy Yi-Hsuan Chen and Christian Hafner
The Impact of Algorithmic Trading in a Simulated Asset Market pp. 1-11 Downloads
Purba Mukerji, Christine Chung, Timothy Walsh and Bo Xiong
Intellectual Capital Performance and Profitability of Banks: Evidence from Pakistan pp. 1-26 Downloads
Muhammad Haris, HongXing Yao, Gulzara Tariq, Ali Malik and Hafiz Mustansar Javaid
Efficient Numerical Pricing of American Call Options Using Symmetry Arguments pp. 1-26 Downloads
Lars Stentoft
Defined Contribution Pension Plans: Who Has Seen the Risk? pp. 1-26 Downloads
Peter A. Forsyth and Kenneth R. Vetzal
Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns pp. 1-13 Downloads
Arnab Bhattacharjee and Sudipto Roy
Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time pp. 1-31 Downloads
Vladimir Petrov, Anton Golub and Richard Olsen
What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model pp. 1-7 Downloads
Michael McAleer
Nonparametric Approach to Evaluation of Economic and Social Development in the EU28 Member States by DEA Efficiency pp. 1-34 Downloads
Lukáš Melecký, Michaela Staníčková and Jana Hančlová
Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices pp. 1-20 Downloads
Stephanos Papadamou, Nikolaos A. Kyriazis and Panayiotis G. Tzeremes
Determinants of Vietnamese Listed Firm Performance: Competition, Wage, CEO, Firm Size, Age, and International Trade pp. 1-20 Downloads
Thi-Hanh Vu, Nguyen Van-Duy, Tung Ho and Quan Hoang Vuong
Does Managerial Power Increase Selective Hedging? Evidence from the Oil and Gas Industry pp. 1-20 Downloads
Håkan Jankensgård
Value-at-Risk and Models of Dependence in the U.S. Federal Crop Insurance Program pp. 1-21 Downloads
A. Ford Ramsey and Barry K. Goodwin
Arbitrage Free Approximations to Candidate Volatility Surface Quotations pp. 1-21 Downloads
Dilip B. Madan and Wim Schoutens
Do Traditional Financial Distress Prediction Models Predict the Early Warning Signs of Financial Distress? pp. 1-17 Downloads
Sumaira Ashraf, Elisabete G. S. Félix and Zélia Serrasqueiro
The Effects of the Financing Facilitation Act after the Global Financial Crisis: Has the Easing of Repayment Conditions Revived Underperforming Firms? pp. 1-17 Downloads
Nobuyoshi Yamori
A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets pp. 1-17 Downloads
Nikolaos A. Kyriazis

Volume 12, issue 1, 2019

Limitation of Financial Health Prediction in Companies from Post-Communist Countries pp. 1-14 Downloads
Adriana Csikosova, Maria Janoskova and Katarina Culkova
Valuation of Environmental Management Standard ISO 14001: Evidence from an Emerging Market pp. 1-14 Downloads
Hammad Riaz, Abubakr Saeed, Muhammad Saad Baloch, Nasrullah and Zeeshan Ahmad Khan
Has ‘Too Big To Fail’ Been Solved? A Longitudinal Analysis of Major U.S. Banks pp. 1-14 Downloads
Satish Thosar and Bradley Schwandt
Effects of Global Oil Price on Exchange Rate, Trade Balance, and Reserves in Nigeria: A Frequency Domain Causality Approach pp. 1-14 Downloads
D. O. Olayungbo
Monetary Policy, Cash Flow and Corporate Investment: Empirical Evidence from Vietnam pp. 1-14 Downloads
Linh My Tran, Chi Hong Mai, Phuoc Huu Le, Chi Linh Vu Bui, Linh Viet Phuong Nguyen and Toan Luu Duc Huynh
Herding in Smart-Beta Investment Products pp. 1-14 Downloads
Eduard Krkoska and Klaus Schenk-Hoppé
The Impact of Exchange Rate Volatility on Exports in Vietnam: A Bounds Testing Approach pp. 1-14 Downloads
Vinh Nguyen Thi Thuy and Duong Trinh Thi Thuy
Trend Prediction Classification for High Frequency Bitcoin Time Series with Deep Learning pp. 1-15 Downloads
Takuya Shintate and Lukáš Pichl
Contribution to the Valuation of BRVM’s Assets: A Conditional CAPM Approach pp. 1-15 Downloads
Mamadou Cisse, Mamadou Konte, Mohamed Toure and Smael Afolabi Assani
Statistical Arbitrage in Cryptocurrency Markets pp. 1-15 Downloads
Thomas Günter Fischer, Christopher Krauss and Alexander Deinert
Is Window-Dressing around Going Public Beneficial? Evidence from Poland pp. 1-16 Downloads
Joanna Lizińska and Leszek Czapiewski
The Role of Entrepreneurial Strategy, Network Ties, Human and Financial Capital in New Venture Performance pp. 1-16 Downloads
Najib Ullah Khan, Shuangjie Li, Muhammad Nabeel Safdar and Zia Ullah Khan
Insomnia: An Important Antecedent Impacting Entrepreneurs’ Health pp. 1-16 Downloads
Ludvig Levasseur, Jintong Tang and Masoud Karami
The Role of Economic Uncertainty in UK Stock Returns pp. 1-16 Downloads
Jun Gao, Sheng Zhu, Niall O’Sullivan and Meadhbh Sherman
Cash Use of the Taiwan Dollar: Is It Efficient? † pp. 1-6 Downloads
Philip Hans Franses and Max Welz
Systemic Risk Indicators Based on Nonlinear PolyModel pp. 1-24 Downloads
Xingxing Ye and Raphael Douady
Determinants and Impacts of Financial Literacy in Cambodia and Viet Nam pp. 1-24 Downloads
Peter Morgan and Long Q. Trinh
Tax Competitiveness of the New EU Member States pp. 1-19 Downloads
Askoldas Podviezko, Lyudmila Parfenova and Andrey Pugachev
Asymmetric Mean Reversion in Low Liquid Markets: Evidence from BRVM pp. 1-19 Downloads
Nathaniel Gbenro and Richard Kouamé Moussa
Determining Distribution for the Quotients of Dependent and Independent Random Variables by Using Copulas pp. 1-27 Downloads
Sel Ly, Kim-Hung Pho, Sal Ly and Wing-Keung Wong
Clarifying the Response of Gold Return to Financial Indicators: An Empirical Comparative Analysis Using Ordinary Least Squares, Robust and Quantile Regressions pp. 1-18 Downloads
Takashi Miyazaki
The Importance of the Financial Derivatives Markets to Economic Development in the World’s Four Major Economies pp. 1-18 Downloads
Duc Vo, Son Van Huynh, Anh Vo and Dao Thi-Thieu Ha
A Communication Theoretic Interpretation of Modern Portfolio Theory Including Short Sales, Leverage and Transaction Costs pp. 1-11 Downloads
Giorgio Arici, Marco Dalai, Riccardo Leonardi and Arnaldo Spalvieri
Does the Misery Index Influence a U.S. President’s Political Re-Election Prospects? pp. 1-11 Downloads
Bahram Adrangi and Joseph Macri
The Global Legal Entity Identifier System: How Can It Deliver? pp. 1-29 Downloads
Ka Kei Chan and Alistair Milne
A Divisia User Cost Interpretation of the Yield Spread Recession Prediction pp. 1-9 Downloads
Ryan Mattson
Multivariate Student versus Multivariate Gaussian Regression Models with Application to Finance pp. 1-21 Downloads
Thi Huong An Nguyen, Anne Ruiz-Gazen, Christine Thomas-Agnan and Thibault Laurent
Effect of Corporate Governance on Institutional Investors’ Preferences: An Empirical Investigation in Taiwan pp. 1-21 Downloads
Su-Lien Lu and Ying-Hui Li
News Co-Occurrences, Stock Return Correlations, and Portfolio Construction Implications pp. 1-21 Downloads
Yi Tang, Yilu Zhou and Marshall Hong
Acknowledgement to Reviewers of Journal of Risk and Financial Management in 2018 pp. 1-5 Downloads
Editorial Office Jrfm
Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review pp. 1-34 Downloads
Ruili Sun, Tiefeng Ma, Shuangzhe Liu and Milind Sathye
Exchange Rate Volatility and Disaggregated Manufacturing Exports: Evidence from an Emerging Country pp. 1-25 Downloads
Duc Vo, Anh Vo and Zhaoyong Zhang
Factors, Outcome, and the Solutions of Supply Chain Finance: Review and the Future Directions pp. 1-23 Downloads
Zericho R Marak and Deepa Pillai
Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence pp. 1-23 Downloads
Kim Liow, Xiaoxia Zhou, Qiang Li and Yuting Huang
Growth and Debt: An Endogenous Smooth Coefficient Approach pp. 1-22 Downloads
Mustafa Koroglu
Developments in Risk Management in Islamic Finance: A Review pp. 1-22 Downloads
Naseem Al Rahahleh, Muhammad Bhatti and Faridah Najuna Misman
Expectations for Statistical Arbitrage in Energy Futures Markets pp. 1-12 Downloads
Tadahiro Nakajima
What Factors Affect Income Inequality and Economic Growth in Middle-Income Countries? pp. 1-12 Downloads
Duc Vo, Thang Nguyen, Ngoc Phu Tran and Anh Vo
Asymmetric Effects of Policy Uncertainty on the Demand for Money in the United States pp. 1-13 Downloads
Mohsen Bahmani-Oskooee and Majid Maki-Nayeri
Using Unconventional Wisdom to Re-Assess and Rebuild the BRICS pp. 1-13 Downloads
Bertrand Guillotin
Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks pp. 1-13 Downloads
Zhaojie Luo, Xiaojing Cai, Katsuyuki Tanaka, Tetsuya Takiguchi, Takuji Kinkyo and Shigeyuki Hamori
Geometric No-Arbitrage Analysis in the Dynamic Financial Market with Transaction Costs pp. 1-17 Downloads
Wanxiao Tang, Jun Zhao and Peibiao Zhao
Predicting Micro-Enterprise Failures Using Data Mining Techniques pp. 1-17 Downloads
Aneta Ptak-Chmielewska
The Impact of Corporate Diversification and Financial Structure on Firm Performance: Evidence from South Asian Countries pp. 1-17 Downloads
Rashid Mehmood, Ahmed Hunjra and Muhammad Irfan Chani
Finance and Jobs: How Financial Markets and Prudential Regulation Shape Unemployment Dynamics pp. 1-30 Downloads
Ekkehard Ernst
Testing Stylized Facts of Bitcoin Limit Order Books pp. 1-30 Downloads
Matthias Schnaubelt, Jonas Rende and Christopher Krauss
The Determinants of Sovereign Risk Premium in African Countries pp. 1-20 Downloads
Jane Mpapalika and Christopher Malikane
Bitcoin at High Frequency pp. 1-20 Downloads
Leopoldo Catania and Mads Sandholdt
What Determines Utility of International Currencies? pp. 1-31 Downloads
Eiji Ogawa and Makoto Muto
Page updated 2019-04-25