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 11, issue 4, 2018

Unconventional U.S. Monetary Policy: New Tools, Same Channels? pp. 1-31 Downloads
Martin Feldkircher and Florian Huber
Volatility Spillovers Arising from the Financialization of Commodities pp. 1-12 Downloads
Wing Chan, Bryce Shelton and Yan Wendy Wu
On a New Corporate Bond Pricing Model with Potential Credit Rating Change and Stochastic Interest Rate pp. 1-12 Downloads
Hong-Ming Yin, Jin Liang and Yuan Wu
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK pp. 1-25 Downloads
Chia-Lin Chang, Tai-Lin Hsieh and Michael McAleer
Between ℙ and ℚ: The ℙ ℚ Measure for Pricing in Asset Liability Management pp. 1-23 Downloads
Marcel T. P. Van Dijk, Cornelis S. L. De Graaf and Cornelis W. Oosterlee
Assessment of Upstream Petroleum Fiscal Regimes in Myanmar pp. 1-23 Downloads
Wint Thiri Swe and Nnaemeka Vincent Emodi
Friendship of Stock Market Indices: A Cluster-Based Investigation of Stock Markets pp. 1-16 Downloads
László Nagy and Mihály Ormos
Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility pp. 1-16 Downloads
Xie He, Xiao-Jing Cai and Shigeyuki Hamori
A Test of Market Efficiency When Short Selling Is Prohibited: A Case of the Dhaka Stock Exchange pp. 1-17 Downloads
Maria Sochi and Steve Swidler
Are There Any Volatility Spill-Over Effects among Cryptocurrencies and Widely Traded Asset Classes? pp. 1-17 Downloads
Nader Trabelsi
Price Discovery and the Accuracy of Consolidated Data Feeds in the U.S. Equity Markets pp. 1-17 Downloads
Brian F. Tivnan, David Slater, James R. Thompson, Tobin A. Bergen-Hill, Carl D. Burke, Shaun M. Brady, Matthew T. K. Koehler, Matthew T. McMahon, Brendan F. Tivnan and Jason G. Veneman
Stock Market Volatility and Trading Volume: A Special Case in Hong Kong With Stock Connect Turnover pp. 1-17 Downloads
Brian Sing Fan Chan, Andy Cheuk Hin Cheng and Alfred Ka Chun Ma
The Relationship between Economic Freedom and FDI versus Economic Growth: Evidence from the GCC Countries pp. 1-17 Downloads
Hichem Dkhili and Lassad Ben Dhiab
Measuring Financial Fragmentation in the Euro Area Corporate Bond Market pp. 1-19 Downloads
Guillaume Horny, Simone Manganelli and Benoit Mojon
Incorporating Credit Quality in Bank Efficiency Measurements: A Directional Distance Function Approach pp. 1-19 Downloads
Abdul Qayyum and Khalid Riaz
Blockchain-Based ICOs: Pure Hype or the Dawn of a New Era of Startup Financing? pp. 1-19 Downloads
Lennart Ante, Philipp Sandner and Ingo Fiedler
Market Reactions to Supply Chain Management Excellence pp. 1-10 Downloads
Min Shi and Wei Yu
Forecasting of Realised Volatility with the Random Forests Algorithm pp. 1-15 Downloads
Chuong Luong and Nikolai Dokuchaev
Insurance Risks Management Methodology pp. 1-15 Downloads
Kartashova Olga Ivanovna, Molchanova Olga Vladimirovna and Axana Turgaeva
Capital Allocation in Decentralized Businesses pp. 1-11 Downloads
Stuart M. Turnbull
Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform pp. 1-11 Downloads
Lei Xu, Takuji Kinkyo and Shigeyuki Hamori
Book Review for “Credit Default Swap Markets in the Global Economy” by Go Tamakoshi and Shigeyuki Hamori. Routledge: Oxford, UK, 2018; ISBN: 9781138244726 pp. 1-2 Downloads
Haifeng Xu
Systemic Approach to Management Control through Determining Factors pp. 1-20 Downloads
Ionel Bostan, Aliona Bîrcă, Viorel Țurcanu and Christiana Brigitte Sandu
Contagion Risks in Emerging Stock Markets: New Evidence from Asia and Latin America pp. 1-20 Downloads
Thi Bich Ngoc Tran
Modeling the Dependence Structure of Share Prices among Three Chinese City Banks pp. 1-18 Downloads
Guizhou Liu, Xiao-Jing Cai and Shigeyuki Hamori
An Analysis of Bitcoin’s Price Dynamics pp. 1-18 Downloads
Frode Kjærland, Aras Khazal, Erlend A. Krogstad, Frans B. G. Nordstrøm and Are Oust
Capital Adequacy, Deposit Insurance, and the Effect of Their Interaction on Bank Risk pp. 1-18 Downloads
Seksak Jumreornvong, Chanakarn Chakreyavanich, Sirimon Treepongkaruna and Pornsit Jiraporn
Inflation Propensity of Collatz Orbits: A New Proof-of-Work for Blockchain Applications pp. 1-18 Downloads
Fabian Bocart
Forecasting Volatility: Evidence from the Saudi Stock Market pp. 1-18 Downloads
Naseem Al Rahahleh and Robert Kao
Forecast Combinations for Structural Breaks in Volatility: Evidence from BRICS Countries pp. 1-13 Downloads
Davide De Gaetano
Identification of Core Suppliers Based on E-Invoice Data Using Supervised Machine Learning pp. 1-13 Downloads
Jung-sik Hong, Hyeongyu Yeo, Nam-Wook Cho and Taeuk Ahn
On the Rising Complexity of Bank Regulatory Capital Requirements: From Global Guidelines to their United States (US) Implementation pp. 1-33 Downloads
James R. Barth and Stephen Matteo Miller
Bond Risk Premia and Restrictions on Risk Prices pp. 1-22 Downloads
Constantino Hevia and Martin Sola
Risk Assessment of Housing Market Segments: The Lender’s Perspective pp. 1-22 Downloads
Mats Wilhelmsson and Jianyu Zhao

Volume 11, issue 3, 2018

Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis pp. 1-29 Downloads
Mark Jensen and John Maheu
What Makes Management Control Information Useful in Buyer–Supplier Relationships? pp. 1-16 Downloads
Juan Manuel Ramon-Jeronimo and Raquel Florez-Lopez
Financial Risk Disclosure and Financial Attributes among Publicly Traded Manufacturing Companies: Evidence from Bangladesh pp. 1-16 Downloads
Ripon Kumar Dey, Syed Zabid Hossain and Zabihollah Rezaee
U.K. House Prices: Bubbles or Market Efficiency? Evidence from Regional Analysis pp. 1-16 Downloads
Yi Wu and Nicole Lux
Enterprise Risk Management Practices and Firm Performance, the Mediating Role of Competitive Advantage and the Moderating Role of Financial Literacy pp. 1-17 Downloads
Songling Yang, Muhammad Ishtiaq and Muhammad Anwar
Nonlinear Time Series Modeling: A Unified Perspective, Algorithm and Application pp. 1-17 Downloads
Subhadeep Mukhopadhyay and Emanuel Parzen
Determinants of Stock Market Co-Movements between Pakistan and Asian Emerging Economies pp. 1-14 Downloads
Muhammad Aamir and Syed Zulfiqar Ali Shah
Greenhouse Emissions and Productivity Growth pp. 1-14 Downloads
Pantelis Kalaitzidakis, Theofanis P. Mamuneas and Thanasis Stengos
Insider Trading and Institutional Holdings in Seasoned Equity Offerings pp. 1-14 Downloads
Ching-Chih Wu and Tung-Hsiao Yang
Stationary Threshold Vector Autoregressive Models pp. 1-23 Downloads
Galyna Grynkiv and Lars Stentoft
Take Profit and Stop Loss Trading Strategies Comparison in Combination with an MACD Trading System pp. 1-23 Downloads
Dimitrios Vezeris, Themistoklis Kyrgos and Christos Schinas
Challenges and Vulnerabilities on Public Finance Sustainability. A Romanian Case Study pp. 1-24 Downloads
Ionel Bostan, Carmen Toderașcu and Anca Florentina Gavriluţă (Vatamanu)
Corporate Derivatives and Ownership Concentration: Empirical Evidence of Non-Financial Firms Listed on Pakistan Stock Exchange pp. 1-15 Downloads
Affaf Asghar Butt, Main Sajid Nazir, Hamera Arshad and Aamer Shahzad
Monte Carlo Comparison for Nonparametric Threshold Estimators pp. 1-15 Downloads
Chaoyi Chen and Yiguo Sun
Risk Culture and the Role Model of the Honorable Merchant pp. 1-11 Downloads
Jürgen Bott and Udo Milkau
How Informative Are Earnings Forecasts? † pp. 1-20 Downloads
Bert De Bruijn and Philip Hans Franses
Dynamic Linkages between Japan’s Foreign Exchange and Stock Markets: Response to the Brexit Referendum and the 2016 U.S. Presidential Election pp. 1-8 Downloads
Mirzosaid Sultonov and Shahzadah Nayyar Jehan
Can Bitcoin Replace Gold in an Investment Portfolio? pp. 1-19 Downloads
Irene Henriques and Perry Sadorsky
Nonparametric Estimation of a Conditional Quantile Function in a Fixed Effects Panel Data Model pp. 1-10 Downloads
Karen X. Yan and Qi Li
Bidding Behavior in the Housing Market under Different Market Regimes pp. 1-13 Downloads
Jon Olaf Olaussen, Are Oust and Ole Jakob Sønstebø
Financial Development and Countries’ Production Efficiency: A Nonparametric Analysis pp. 1-13 Downloads
Nickolaos Tzeremes
Asymmetrical Linkages between Foreign Exchange and Stock Markets: Empirical Evidence through Linear and Non-Linear ARDL pp. 1-13 Downloads
Rabia Luqman and Rehana Kouser
On the Performance of Wavelet Based Unit Root Tests pp. 1-22 Downloads
Burak Alparslan Eroğlu and Barış Soybilgen
Hedonic Price Function for Residential Area Focusing on the Reasons for Residential Preferences in Japanese Metropolitan Areas pp. 1-18 Downloads
Mitsuru Sasaki and Kayoko Yamamoto
Housing Market Bubbles and Mortgage Contract Design: Implications for Mortgage Lenders and Households pp. 1-18 Downloads
Geoffrey Poitras and Giovanna Zanotti
Do Better Political Institutions Help in Reducing Political Pressure on State-Owned Banks? Evidence from Developing Countries pp. 1-18 Downloads
Badar Nadeem Ashraf, Sidra Arshad and Liang Yan

Volume 11, issue 2, 2018

Best Fitting Fat Tail Distribution for the Volatilities of Energy Futures: Gev, Gat and Stable Distributions in GARCH and APARCH Models pp. 1-19 Downloads
Samet Gunay and Audil Rashid Khaki
Testing for Causality-In-Mean and Variance between the UK Housing and Stock Markets pp. 1-10 Downloads
Yuki Toyoshima
Investigation of the Financial Stability of S&P 500 Using Realized Volatility and Stock Returns Distribution pp. 1-10 Downloads
Nahida Akter and Ashadun Nobi
Exchange Rate Effects on International Commercial Trade Competitiveness pp. 1-11 Downloads
Ionel Bostan, Carmen Toderașcu (Sandu) and Bogdan Firtescu
Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM) pp. 1-2 Downloads
Michael McAleer
Equity Options During the Shorting Ban of 2008 pp. 1-31 Downloads
Nusret Cakici, Gautam Goswami and Sinan Tan
The Wolf and the Caribou: Coexistence of Decentralized Economies and Competitive Markets pp. 1-38 Downloads
Andreas Freund and Danielle Stanko
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH pp. 1-20 Downloads
Paul Bui Quang, Tony Klein, Nam H. Nguyen and Thomas Walther
Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study pp. 1-20 Downloads
Yiguo Sun and Ximing Wu
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis pp. 1-12 Downloads
Christian Conrad, Anessa Custovic and Eric Ghysels
Mean-Variance Portfolio Selection in a Jump-Diffusion Financial Market with Common Shock Dependence pp. 1-12 Downloads
Yingxu Tian and Zhongyang Sun
Credit Rating and Pricing: Poles Apart pp. 1-26 Downloads
Andreas Blöchlinger
Contagion Effect of Natural Disaster and Financial Crisis Events on International Stock Markets pp. 1-25 Downloads
Kuo-Jung Lee, Su-Lien Lu and You Shih
Customer Preferences and Implicit Tradeoffs in Accident Scenarios for Self-Driving Vehicle Algorithms pp. 1-13 Downloads
Carlo Pugnetti and Remo Schläpfer
Credit Ratings and Liquidity Risk for the Optimization of Debt Maturity Structure pp. 1-16 Downloads
Faiza Sajjad and Muhammad Zakaria

Volume 11, issue 1, 2018

Hierarchical Transmuted Log-Logistic Model: A Subjective Bayesian Analysis pp. 1-12 Downloads
Carlos A. Dos Santos, Daniele C. T. Granzotto, Vera L. D. Tomazella and Francisco Louzada
A New Generalization of the Pareto Distribution and Its Application to Insurance Data pp. 1-14 Downloads
Mohamed E. Ghitany, Emilio Gómez-Déniz and Saralees Nadarajah
Ensemble Learning or Deep Learning? Application to Default Risk Analysis pp. 1-14 Downloads
Shigeyuki Hamori, Minami Kawai, Takahiro Kume, Yuji Murakami and Chikara Watanabe
Negative Binomial Kumaraswamy-G Cure Rate Regression Model pp. 1-14 Downloads
Amanda D’Andrea, Ricardo Rocha, Vera Tomazella and Francisco Louzada
Does the Assumption on Innovation Process Play an Important Role for Filtered Historical Simulation Model? pp. 1-13 Downloads
Emrah Altun, Huseyin Tatlidil, Gamze Ozel and Saralees Nadarajah
Estimation of Cross-Lingual News Similarities Using Text-Mining Methods pp. 1-13 Downloads
Zhouhao Wang, Enda Liu, Hiroki Sakaji, Tomoki Ito, Kiyoshi Izumi, Kota Tsubouchi and Tatsuo Yamashita
Modified Stieltjes Transform and Generalized Convolutions of Probability Distributions pp. 1-6 Downloads
Lev B. Klebanov and Rasool Roozegar
The Burr X Pareto Distribution: Properties, Applications and VaR Estimation pp. 1-16 Downloads
Mustafa Ç. Korkmaz, Emrah Altun, Haitham M. Yousof, Ahmed Z. Afify and Saralees Nadarajah
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections pp. 1-29 Downloads
Chia-Lin Chang, Michael McAleer and Wing-Keung Wong
Effectiveness of Interest Rate Policy of the Fed in Management of Subprime Mortgage Crisis pp. 1-11 Downloads
Samet Gunay and Bojan Georgievski
FHA Loans in Foreclosure Proceedings: Distinguishing Sources of Interdependence in Competing Risks pp. 1-15 Downloads
Ran Deng and Shermineh Haghani
Variance Swap Replication: Discrete or Continuous? pp. 1-15 Downloads
Fabien Le Floc’h
Models of Investor Forecasting Behavior — Experimental Evidence pp. 1-41 Downloads
Federico Bonetto, Vinod Cheriyan and Anton J. Kleywegt
Acknowledgement to Reviewers of Journal of Risk and Financial Management in 2017 pp. 1-2 Downloads
Editorial Office Jrfm
Groups, Pricing, and Cost of Debt: Evidence from Turkey pp. 1-31 Downloads
A. Melih Küllü and Steven Raymar
Page updated 2019-05-23