JRFM

2008 - 2025

Current editor(s): Ms. Chelthy Cheng

From MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 13, issue 12, 2020

Nonparametric Estimation of the Ruin Probability in the Classical Compound Poisson Risk Model pp. 1-12

Yuan Gao, Lingju Chen, Jiancheng Jiang and Honglong You

Factor-Based Optimization of a Fundamentally-Weighted Portfolio in the Illiquid and Undeveloped Stock Market pp. 1-12

Davor Zoričić, Denis Dolinar and Zrinka Lovretin Golubić

Consideration of Risk Factors in Corporate Property Portfolio Management pp. 1-14

Lidiia Karpenko, Iryna Chunytska, Nataliia Oliinyk, Nataliia Poprozman and Olha Bezkorovaina

Impact of Macroeconomic, Governance and Risk Factors on FDI Intensity—An Empirical Analysis pp. 1-14

K. S. Sujit, B. Rajesh Kumar and Sarbjit Oberoi

The Impact of Credit Constraints on International Quality and Environmental Certifications: Evidence from Survey Data pp. 1-14

Filomena Pietrovito

How to Measure Financial Literacy? pp. 1-14

Marc Oliver Rieger

Effect of Fisheries Subsidies Negotiations on Fish Production and Interest Rate pp. 1-16

Radika Kumar, Ronald Kumar, Peter Stauvermann and Pallavi Arora

Communication as a Part of Identity of Sustainable Subjects in Fashion pp. 1-16

Alena Kusá and Marianna Urmínová

Regime-Dependent Good and Bad Volatility of Bitcoin pp. 1-16

Kislay Kumar Jha and Dirk G. Baur

Predictions of Crowdfunding Campaign Success: The Influence of First Impressions on Accuracy and Positivity pp. 1-16

Etienne Schraven, Elco van Burg, Marco van Gelderen and Enno Masurel

Risk Management in the System of Financial Stability of the Service Enterprise pp. 1-15

Svetlana Drobyazko, Anna Barwinska-Malajowicz, Boguslaw Slusarczyk, Olga Chubukova and Taliat Bielialov

The Impact of Internationalization of the Boardroom on Capital Structure pp. 1-15

Ibrahim Yousef, Hanada Almoumani and Ihssan Samara

Regime-Switching Factor Investing with Hidden Markov Models pp. 1-15

Matthew Wang, Yi-Hong Lin and Ilya Mikhelson

When Does Earnings Management Matter? Evidence across the Corporate Life Cycle for Non-Financial Chinese Listed Companies pp. 1-19

Ammar Hussain, Minhas Akbar, Muhammad Kaleem Khan, Ahsan Akbar, Mirela Panait and Marian Catalin Voica

Recent Advancements in Section “Financial Technology and Innovation” pp. 1-2

Shigeyuki Hamori

Liquidity-Saving through Obligation-Clearing and Mutual Credit: An Effective Monetary Innovation for SMEs in Times of Crisis pp. 1-30

Tomaž Fleischman, Paolo Dini and Giuseppe Littera

Using Supra-Covered Bonds to Enhance Liquidity in the Euro Area: Assessment of Advantages for the Banking Sector pp. 1-10

Matteo Salto, Stefano Zedda and Stefan Zeugner

The Challenges and Opportunities for ERM Post-COVID-19: Agendas for Future Research pp. 1-10

Don Pagach and Monika Wieczorek-Kosmala

Inflation and Risky Investments pp. 1-10

Hannu Laurila and Jukka Ilomäki

Models for Expected Returns with Statistical Factors pp. 1-17

José Manuel Cueto, Aurea Grané and Ignacio Cascos

How Does Aggregate Tax Policy Uncertainty Affect Default Risk? pp. 1-17

Mehmet Tosun and Serhat Yildiz

Decomposing the Effect of Domestic and Foreign Economic Policy Uncertainty Shocks on Real and Financial Sectors: Evidence from BRIC Countries pp. 1-23

Ameet Kumar, Muhammad Ramzan Kalhoro, Rakesh Kumar, Niaz Hussain Ghumro, Sarfraz Ahmed Dakhan and Vikesh Kumar

International Tourism Development in the Context of Increasing Globalization Risks: On the Example of Ukraine’s Integration into the Global Tourism Industry pp. 1-18

Yurii Kyrylov, Viktoriia Hranovska, Viktoriia Boiko, Aleksy Kwilinski and Liudmyla Boiko

Institutional Drivers of Crowdfunding Volumes pp. 1-28

Mari-Liis Kukk and Laivi Laidroo

Corporate Bond Market in Poland—Prospects for Development pp. 1-13

Jakub Kubiczek

Bank Characteristics Effect on Capital Structure: Evidence from PMG and CS-ARDL pp. 1-13

Ahmet Erülgen, Husam Rjoub and Ahmet Adalıer

A System to Support the Transparency of Consumer Credit Offers pp. 1-13

Bożena Frączek

The Role of Educational Technologies in CSR Perception of Tourism Education: The Comparative Analysis of E-Learning and M-Learning Tools as Moderators pp. 1-13

Basil John Thomas, Tarek Khalil and Nisha Joseph

Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange pp. 1-13

Joanna Olbrys and Elżbieta Majewska

Consumer Behaviour towards Organic Products: The Moderating Role of Environmental Concern pp. 1-13

Silvia Cachero-Martínez

Option Pricing Incorporating Factor Dynamics in Complete Markets pp. 1-33

Yuan Hu, Abootaleb Shirvani, W. Brent Lindquist, Frank J. Fabozzi and Svetlozar T. Rachev

Natural Disasters and Economic Growth: A Semiparametric Smooth Coefficient Model Approach pp. 1-9

Nikos Fatouros and Yiguo Sun

Ten Most Highly Cited Papers in Journal of Risk and Financial Management (JRFM), 2018–2020 pp. 1-5

Michael McAleer

The Effect and Impact of Signals on Investing Decisions in Reward-Based Crowdfunding: A Comparative Study of China and the United Kingdom pp. 1-20

Sardar Muhammad Usman, Farasat Ali Shah Bukhari, Hui Wei You, Daniel Badulescu and Darie Gavrilut

Zero-Debt Policy under Asymmetric Information, Flexibility and Free Cash Flow Considerations pp. 1-25

Anton Miglo

COVID-19 Pandemic and Financial Contagion pp. 1-25

Julien Chevallier

Early Warning Signs of Financial Market Turmoils pp. 1-24

Nils Bertschinger and Oliver Pfante

Lack of Uniformity in the Israeli Property Tax System 1997–2017 pp. 1-11

Avi Perez

Which Sustainability Dimensions Affect Credit Risk? Evidence from Corporate and Country-Level Measures pp. 1-22

Lutfi Abdul Razak, Mansor Ibrahim and Adam Ng

Volume 13, issue 11, 2020

Economic Advantages of Community Currencies pp. 1-11

Sarah Zeller

Barriers to Green Entrepreneurship: An ISM-Based Investigation pp. 1-17

Anas A. Makki, Hisham Alidrisi, Asif Iqbal and Basil O. Al-Sasi

Determinants of German Direct Investment in CEE Countries pp. 1-17

Niklas Becker and Andrzej Cieślik

Barriers to Financial Innovation—Corporate Finance Perspective pp. 1-23

Joanna Błach

Neural Network Predictive Modeling on Dynamic Portfolio Management—A Simulation-Based Portfolio Optimization Approach pp. 1-23

Jiayang Yu and Kuo-Chu Chang

The Environmental Kuznets Curve: A Semiparametric Approach with Cross-Sectional Dependence pp. 1-23

Alexandra Soberon and Irene D’Hers

Neural Network Models for Empirical Finance pp. 1-22

Hector F. Calvo-Pardo, Tullio Mancini and Jose Olmo

Does Short-Termism Influence the Market Value of Companies? Evidence from EU Countries pp. 1-22

Małgorzata Janicka, Aleksandra Pieloch-Babiarz and Artur Sajnóg

Enterprise Risk Management: A Literature Review and Agenda for Future Research pp. 1-22

Sorin Anton and Anca Elena Afloarei Nucu

Challenges and Solutions for Integrating and Financing Personalized Medicine in Healthcare Systems: A Systematic Literature Review pp. 1-22

Veronika Kalouguina and Joël Wagner

Corporate Governance and Earnings Management in a Nordic Perspective: Evidence from the Oslo Stock Exchange pp. 1-18

Frode Kjærland, Ane Tolnes Haugdal, Anna Søndergaard and Anne Vågslid

CoCDaR and mCoCDaR: New Approach for Measurement of Systemic Risk Contributions pp. 1-18

Rui Ding and Stan Uryasev

The Aumann–Serrano Performance Index for Multi-Period Gambles in Stock Data pp. 1-18

Jiro Hodoshima and Toshiyuki Yamawake

Application of Genetic Algorithm to Optimal Income Taxation pp. 1-24

Edyta Małecka-Ziembińska and Radosław Ziembiński

Propensity Score Weighting with Mismeasured Covariates: An Application to Two Financial Literacy Interventions pp. 1-24

Hao Dong and Daniel Millimet

Does the Hashrate Affect the Bitcoin Price? pp. 1-29

Dean Fantazzini and Nikita Kolodin

Higher-Order Risk–Returns to Education pp. 1-25

Daniel Henderson, Anne-Charlotte Souto and Le Wang

Digital Payments, the Cashless Economy, and Financial Inclusion in the United Arab Emirates: Why Is Everyone Still Transacting in Cash? pp. 1-10

Jeremy Srouji

The Determinants of the Performance of Precious Metal Mutual Funds pp. 1-10

Ioannis E. Tsolas

Challenges and Trends in Sustainable Corporate Finance: A Bibliometric Systematic Review pp. 1-26

Tat Dat Bui, Mohd Helmi Ali, Feng Ming Tsai, Mohammad Iranmanesh, Ming-Lang Tseng and Ming K Lim

The Environmental Kuznets Curve with Recycling: A Partially Linear Semiparametric Approach pp. 1-26

Myrto Kasioumi and Thanasis Stengos

Bayesian Econometrics pp. 1-2

Mauro Bernardi, Stefano Grassi and Francesco Ravazzolo

Recent Advancements in Section “Economics and Finance” pp. 1-2

Thanasis Stengos

Technology Acquisition and SMEs Performance, the Role of Innovation, Export and the Perception of Owner-Managers pp. 1-19

Edmund Mallinguh, Christopher Wasike and Zeman Zoltan

Creative Accounting as an Apparatus for Reporting Profits in Agribusiness pp. 1-19

Roman Blazek, Pavol Durana and Katarina Valaskova

Culture of Sustainability and Marketing Orientation of Indian Agribusiness in implementing CSR Programs—Insights from Emerging Market pp. 1-19

Anup Raj, Andrei Kuznetsov and Thankom Gopinath Arun

Effects of IPO Offer Price Ranges on Initial Subscription, Initial Turnover and Ownership Structure—Evidence from Indian IPO Market pp. 1-19

Harsimran Sandhu and Kousik Guhathakurta

Bank Profitability and Efficiency in Portugal and Spain: A Non-Linearity Approach pp. 1-19

Maria Elisabete Neves, Catarina Proença and António Dias

Decision Analysis on Sustainable Value: Comparison of the London and Taiwan Markets for Product Integration of Family Security Services and Residential Fire Insurance pp. 1-15

Jen-Chieh Lee and Tyrone Lin

Forecasting the Returns of Cryptocurrency: A Model Averaging Approach pp. 1-15

Hui Xiao and Yiguo Sun

Global FDI Inflow and Its Implication across Economic Income Groups pp. 1-15

Udi Joshua, Mathew Ekundayo Rotimi and Samuel Asumadu Sarkodie

Investor Sentiment, Portfolio Returns, and Macroeconomic Variables pp. 1-14

Azilawati Banchit, Sazali Abidin, Sophyafadeth Lim and Fareiny Morni

Dynamic Connectedness between Bitcoin, Gold, and Crude Oil Volatilities and Returns pp. 1-14

Serda Selin Ozturk

Will the Aviation Industry Have a Bright Future after the COVID-19 Outbreak? Evidence from Chinese Airport Shipping Sector pp. 1-14

Jingxuan Liu, Ping Qiao, Jian Ding, Luke Hankinson, Elodie H. Harriman, Edward M. Schiller, Ieva Ramanauskaite and Haowei Zhang

A New Application for the Goal Programming—The Target Decision Rule for Uncertain Problems pp. 1-14

Helena Gaspars-Wieloch

Latent Segmentation of Stock Trading Strategies Using Multi-Modal Imitation Learning pp. 1-12

Iwao Maeda, David deGraw, Michiharu Kitano, Hiroyasu Matsushima, Kiyoshi Izumi, Hiroki Sakaji and Atsuo Kato

Emergency Management in Resolving an Emergency Situation pp. 1-12

Irena Tušer and Sarka Hoskova-Mayerova

Sustainable Entrepreneurship in the Transport and Retail Supply Chain Sector pp. 1-12

Cristian Negrutiu, Cristinel Vasiliu and Calcedonia Enache

A Hausman Test for Partially Linear Models with an Application to Implied Volatility Surface pp. 1-12

Yixiao Jiang

Domestic and International Drivers of the Demand for Water Resources in the Context of Water Scarcity: A Cross-Country Study pp. 1-28

Rakesh Gupta, Kejia Yan, Tarlok Singh and Di Mo

Overreaction in the REITs Market: New Evidence from Quantile Autoregression Approach pp. 1-28

Geoffrey M. Ngene, Catherine Anitha Manohar and Ivan F. Julio

The Changing Dynamics of Board Independence: A Copula Based Quantile Regression Approach pp. 1-21

Jong-Min Kim, Chanho Cho, Chulhee Jun and Won Yong Kim

Ageing Society and SARS-CoV-2 Mortality: Does the Healthcare Absorptive Capacity Matter? pp. 1-13

Mohammad Reza Farzanegan

Mixed Methods Utilisation in Innovation Management Research: A Systematic Literature Review and Meta-Summary pp. 1-27

Klaudia Bracio and Marek Szarucki

Volume 13, issue 10, 2020

Impact of Value Co-Creation on International Customer Satisfaction in the Airsoft Industry: Does Country of Origin Matter? pp. 1-23

Gabriela Menet and Marek Szarucki

Adjusted Net Savings of CEE and Baltic Nations in the Context of Sustainable Economic Growth: A Panel Data Analysis pp. 1-17

Batrancea Larissa, Rathnaswamy Malar Maran, Batrancea Ioan, Nichita Anca, Rus Mircea-Iosif, Tulai Horia, Fatacean Gheorghe, Masca Ema Speranta and Morar Ioan Dan

The Unusual Trading Volume and Earnings Surprises in China’s Market pp. 1-17

Terence Tai Leung Chong, Yueer Wu and Jue Su

The Link between Business Process Management and Quality Management pp. 1-11

Inga Stravinskiene and Dalius Serafinas

Multifractal Analysis of Market Efficiency across Structural Breaks: Implications for the Adaptive Market Hypothesis pp. 1-18

Ashok Chanabasangouda Patil and Shailesh Rastogi

What Explains the Sovereign Credit Default Swap Spreads Changes in the GCC Region? pp. 1-22

Nader Naifar

The Architecture of Financial Networks and Models of Financial Instruments According to the “Just Transition Mechanism” at the European Level pp. 1-24

Otilia Manta, Kostas Gouliamos, Jie Kong, Zhou Li, Minh Nguyen, Rajendra Prasad Mohanty, Hongmei Yang, Ruihui Pu and Xiaoguang Yue

The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market pp. 1-30

Willem Thorbecke

An Unprecedented Time for Entrepreneurial Finance upon the Arrival of Industry 4.0 pp. 1-3

Quan Hoang Vuong

Blockchain and Cryptocurrencies pp. 1-3

Stephen Chan, Jeffrey Chu, Yuanyuan Zhang and Saralees Nadarajah

Formal Finance Usage and Innovative SMEs: Evidence from ASEAN Countries pp. 1-19

Muhammad Arif, Mudassar Hasan, Ahmed Shafique Joyo, Christopher Gan and Sazali Abidin

Corporate Governance Characteristics of Private SMEs’ Annual Report Submission Violations pp. 1-19

Oliver Lukason and María-del-Mar Camacho-Miñano

The Impact of Conventions on Hotel Demand: Evidence from Indianapolis Using Daily Hotel Occupancy Data pp. 1-15

Colin Steitz and Joshua Hall

Small Family Businesses: Innovation, Risk and Value pp. 1-15

Samir Harith and Ruth Helen Samujh

The Economic Resilience of the Austrian Agriculture since the EU Accession pp. 1-20

Erika Quendler and Mangirdas Morkūnas

Tools of Information and Communication Technologies in Ecological Marketing under Conditions of Sustainable Development in Industrial Regions (Through Examples of Poland and Ukraine) pp. 1-20

Aleksandra Kuzior and Alla Lobanova

Empirical Evidence of a Changing Operating Cost Structure and Its Impact on Banks’ Operating Profit: The Case of Germany pp. 1-20

Florian Diener

Application of Discriminant Analysis for Avoiding the Risk of Quarry Operation Failure pp. 1-14

Adriana Csikosova, Maria Janoskova and Katarina Culkova

Tax Loss Amortization of Companies in Slovakia pp. 1-14

Anna Bánociová and Slavomíra Ťahlová

An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management pp. 1-28

Imran Yousaf, Shoaib Ali and Wing-Keung Wong

Risk Return Trade-Off in Relaxed Risk Parity Portfolio Optimization pp. 1-28

Vaughn Gambeta and Roy Kwon

Bottlenecks to Financial Development, Financial Inclusion, and Microfinance: A Case Study of Mauritania pp. 1-28

Mohamedou Bouasria, Arvind Ashta and Zaka Ratsimalahelo

The Impact of BASEL Accords on the Management of Vietnamese Commercial Banks pp. 1-13

Hai Long Pham and Kevin James Daly

Banking Development and Economy in Greece: Evidence from Regional Data pp. 1-13

Christos Floros

The Potential Use of Drones for Tourism in Crises: A Facility Location Analysis Perspective pp. 1-13

Shiva Ilkhanizadeh, Mahmoud Golabi, Siamand Hesami and Husam Rjoub

Investor Overconfidence and Trading Activity in the Asia Pacific REIT Markets pp. 1-21

Helen X. H. Bao and Steven Haotong Li

Does Corporate Governance Compliance Increase Company Value? Evidence from the Best Practice of the Board pp. 1-21

Maria Aluchna and Tomasz Kuszewski

Volume 13, issue 9, 2020

Survey of Green Bond Pricing and Investment Performance pp. 1-12

K. Thomas Liaw

Bitcoin Network Mechanics: Forecasting the BTC Closing Price Using Vector Auto-Regression Models Based on Endogenous and Exogenous Feature Variables pp. 1-21

Ahmed Ibrahim, Rasha Kashef, Menglu Li, Esteban Valencia and Eric Huang

A Comprehensive Statistical Analysis of the Six Major Crypto-Currencies from August 2015 through June 2020 pp. 1-21

Beatriz Vaz de Melo Mendes and André Fluminense Carneiro

Portfolio Theory in Solving the Problem Structural Choice pp. 1-21

Oleg S. Sukharev

Firm Ownership and Enterprise Risk Management Implementation: Evidence from the Nordic Region pp. 1-21

Naciye Sekerci and Don Pagach

A Study on the Impact of Capitalization on the Profitability of Banks in Emerging Markets: A Case of Pakistan pp. 1-21

Muhammad Haris, Yong Tan, Ali Malik and Qurat Ul Ain

Shannon Entropy Estimation for Linear Processes pp. 1-13

Timothy Fortune and Hailin Sang

Women on Boards and Firm Performance: A Microeconometric Search for a Connection pp. 1-13

Marek Gruszczyński

Assessment of Epidemiological Determinants of COVID-19 Pandemic Related to Social and Economic Factors Globally pp. 1-14

Mohammad Mahmudul Hassan, Md. Abul Kalam, Shahanaj Shano, Md. Raihan Khan Nayem, Md. Kaisar Rahman, Shahneaz Ali Khan and Ariful Islam

The Investment Performance of Ethical Equity Funds in Malaysia pp. 1-14

Fadillah Mansor, Muhammad Bhatti, Shafiqur Rahman and Hung Quang Do

Funding Access and Innovation in Small Businesses pp. 1-16

Ronen Harel, Dafna Schwartz and Dan Kaufmann

Capital Structure and Firm Performance in Australian Service Sector Firms: A Panel Data Analysis pp. 1-16

Rafiuddin Ahmed and Rafiqul Bhuyan

Editorial for Applied Econometrics pp. 1-5

Chia-Lin Chang

Is Artificial Intelligence Ready to Assess an Enterprise’s Financial Security? pp. 1-19

Oleksandr Melnychenko

Innovation in SMEs and Financing Mix pp. 1-19

Joanna Błach, Monika Wieczorek-Kosmala and Joanna Trzęsiok

Predicting the Impact of COVID-19 on Australian Universities pp. 1-20

Arran Thatcher, Mona Zhang, Hayden Todoroski, Anthony Chau, Joanna Wang and Gang Liang

The Trade Effect of the EU’s Preference Margins and Non-Tariff Barriers pp. 1-20

Maria Cipollina and Federica Demaria

Corporate Governance and Firm Performance: A Comparative Analysis between Listed Family and Non-Family Firms in Japan pp. 1-20

Kojima Koji, Bishnu Kumar Adhikary and Le Tram

Mapping the Scientific Research on Mass Customization Domain: A Critical Review and Bibliometric Analysis pp. 1-20

Gedas Baranauskas, Agota Giedrė Raišienė and Renata Korsakienė

Capital Structure Choices in Technology Firms: Empirical Results from Polish Listed Companies pp. 1-20

Marcin Kedzior, Barbara Grabinska, Konrad Grabinski and Dorota Kedzior

Determining Force behind Value Premium: The Case of Financial Leverage and Operating Leverage pp. 1-15

Hafiz Muhammad Zia ul haq, Muhammad Sohail Shafiq, Muhammad Kashif and Saba Ameer

Bankruptcy Prediction with the Use of Data Envelopment Analysis: An Empirical Study of Slovak Businesses pp. 1-15

Robert Štefko, Jarmila Horváthová and Martina Mokrišová

Corporate Debt pp. 1-2

Xing (Alex) Zhou

Stochastic Volatility and GARCH: Do Squared End-of-Day Returns Provide Similar Information? pp. 1-25

David Allen

Are the Current Account Imbalances on a Sustainable Path? pp. 1-24

Seema Narayan and Sivagowry Sriananthakumar

A Systematic Review of the Influence of Internal Marketing on Service Innovation pp. 1-24

Soheila Raeisi, Nur Suhaili Ramli and Meng Lingjie

Discrete Time Ruin Probability for Takaful (Islamic Insurance) with Investment and Qard-Hasan (Benevolent Loan) Activities pp. 1-24

Dila Puspita, Adam Kolkiewicz and Ken Seng Tan

True versus Spurious Long Memory in Cryptocurrencies pp. 1-11

Dooruj Rambaccussing and Murat Mazibaş

Effects of Foreign Direct Investment and Trade on Labor Productivity Growth in Vietnam pp. 1-11

Hidekatsu Asada

Social Risks of International Labour Migration in the Context of Global Challenges pp. 1-31

Aleksandra Kuzior, Anna Liakisheva, Iryna Denysiuk, Halyna Oliinyk and Liudmyla Honchar

The Implications of Derisking: The Case of Malta, a Small EU State pp. 1-31

Simon Grima, Peter J. Baldacchino, Jeremy Mercieca Abela and Jonathan V. Spiteri

Volatility in International Stock Markets: An Empirical Study during COVID-19 pp. 1-17

Rashmi Chaudhary, Priti Bakhshi and Hemendra Gupta

Volatility-Adjusted 60/40 versus 100—New Risk Investing Paradigm pp. 1-6

Jim Kyung-Soo Liew and Ahmad Ajakh

Developing an Explanatory Risk Management Model to Comprehend the Employees’ Intention to Leave Public Sector Organization pp. 1-18

Carolina Prihandinisari, Azizur Rahman and John Hicks

Autonomous Expenditure Multipliers and Gross Value Added pp. 1-18

Arkadiusz J. Derkacz

University Endowment Committees, Modern Portfolio Theory and Performance pp. 1-22

Mimi Lord

Volume 13, issue 8, 2020

The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries pp. 1-26

Thi Bich Ngoc Tran and Hoang Cam Huong Pham

Portfolio Strategies to Track and Outperform a Benchmark pp. 1-26

Paskalis Glabadanidis

Stochastic Optimization System for Bank Reverse Stress Testing pp. 1-44

Giuseppe Montesi, Giovanni Papiro, Massimiliano Fazzini and Alessandro Ronga

Do Profitable Banks Make a Positive Contribution to the Economy? pp. 1-18

Vijay Kumar and Ron Bird

The Impact of Home Sharing on Residential Real Estate Markets pp. 1-18

Helen X. H. Bao and Saul Shah

Temporal Aggregation and Long Memory for Asset Price Volatility pp. 1-18

Pierre Perron and Wendong Shi

Risk-Sharing and the Creation of Systemic Risk pp. 1-38

Viral Acharya, Aaditya M. Iyer and Rangarajan K. Sundaram

Capital Structure and Bank Profitability in Vietnam: A Quantile Regression Approach pp. 1-17

Tu D. Q. Le and Dat T. Nguyen

The Ability of Selected European Countries to Face the Impending Economic Crisis Caused by COVID-19 in the Context of the Global Economic Crisis of 2008 pp. 1-17

Róbert Oravský, Peter Tóth and Anna Bánociová

Use of Machine Learning Techniques to Create a Credit Score Model for Airtime Loans pp. 1-11

Bernard Dushimimana, Yvonne Wambui, Timothy Lubega and Patrick E. McSharry

Cryptocurrency Trading Using Machine Learning pp. 1-7

Thomas E. Koker and Dimitrios Koutmos

Volatility Transmission across Financial Markets: A Semiparametric Analysis pp. 1-13

Theoplasti Kolaiti, Mwasi Mboya and Philipp Sibbertsen

The Effect of Exchange Rate Volatility on Economic Growth: Case of the CEE Countries pp. 1-13

Fatbardha Morina, Eglantina Hysa, Uğur Ergün, Mirela Panait and Marian Catalin Voica

Consumer Behaviour during Crises: Preliminary Research on How Coronavirus Has Manifested Consumer Panic Buying, Herd Mentality, Changing Discretionary Spending and the Role of the Media in Influencing Behaviour pp. 1-21

Mary Loxton, Robert Truskett, Brigitte Scarf, Laura Sindone, George Baldry and Yinong Zhao

Review Papers for Journal of Risk and Financial Management ( JRFM ) pp. 1-4

Michael McAleer

Community Participation for the Use of Renewable Energies in Ciudad Ixtepec, Oaxaca (2008–2015) pp. 1-14

Wendy Marilú Sánchez-Casanova and Bendreff Desilus

Performance Dynamics of International Exchange-Traded Funds pp. 1-14

Stephen Bahadar, Christopher Gan and Cuong Nguyen

Market Volatility and Investors’ View of Firm-Level Risk: A Case of Green Firms pp. 1-14

Khine Kyaw

What Drives the Declining Wealth Effect of Subsequent Share Repurchase Announcements? pp. 1-14

David Ding, Hardjo Koerniadi and Chandrasekhar Krishnamurti

Firm Size Does Matter: New Evidence on the Determinants of Cash Holdings pp. 1-35

Efstathios Magerakis, Konstantinos Gkillas, Athanasios Tsagkanos and Costas Siriopoulos

Corporate Governance and Dividend Policy in the Presence of Controlling Shareholders pp. 1-15

Ricardo Rodrigues, J. Augusto Felício and Pedro Verga Matos

A Panel Data Analysis on Sustainable Economic Growth in India, Brazil, and Romania pp. 1-19

Batrancea Ioan, Rathnaswamy Malar Kumaran, Batrancea Larissa, Nichita Anca, Gaban Lucian, Fatacean Gheorghe, Tulai Horia, Bircea Ioan and Rus Mircea-Iosif

Transition to the Revised OHADA Law on Accounting and Financial Reporting: Corporate Perceptions of Costs and Benefits pp. 1-19

Michael Fossung, Lious Agbor Tabot Ntoung, Helena Maria Santos de Oliveira, Cláudia Maria Ferreira Pereira, Susana Adelina Moreira Carvalho Bastos and Liliana Marques Pimentel

Comparison of Financial Models for Stock Price Prediction pp. 1-19

Mohammad Rafiqul Islam and Nguyet Nguyen

A Note on the Empirical Relation between Oil Prices and the Value of the Dollar pp. 1-16

Jaime Marquez and Silvia Merler

Risk Management: Rethinking Fashion Supply Chain Management for Multinational Corporations in Light of the COVID-19 Outbreak pp. 1-16

May McMaster, Charlie Nettleton, Christeen Tom, Belanda Xu, Cheng Cao and Ping Qiao

A Cryptocurrency Spectrum Short Analysis pp. 1-16

Mircea Constantin Șcheau, Simona Liliana Crăciunescu, Iulia Brici and Monica Violeta Achim

Volume 13, issue 7, 2020

The Criteria of Optimal Training Cost Allocation for Sustainable Value in Aesthetic Medicine Industry pp. 1-18

Tyrone Lin and Hui-Tzu Yen

Bitcoin Price Risk—A Durations Perspective pp. 1-18

Thomas Dimpfl and Stefania Odelli

Technology Acceptance in e-Governance: A Case of a Finance Organization pp. 1-17

Fatemeh Mohammad Ebrahimzadeh Sepasgozar, Usef Ramzani, Sabbar Ebrahimzadeh, Sharifeh Sargolzae and Samad Sepasgozar

The Role of Redenomination Risk in the Price Evolution of Italian Banks’ CDS Spreads pp. 1-17

Michele Anelli, Michele Patanè, Mario Toscano and Stefano Zedda

Corporate Social Responsibility, Trade Credit and Financial Crisis pp. 1-23

Asif Saeed and Qasim Zureigat

Clustering of Extremes in Financial Returns: A Study of Developed and Emerging Markets pp. 1-11

Sara Ali Alokley and Mansour Saleh Albarrak

An Empirical Investigation on Determinants of Sustainable Economic Growth. Lessons from Central and Eastern European Countries pp. 1-24

Batrancea Ioan, Rathnaswamy Malar Mozi, Gaban Lucian, Fatacean Gheorghe, Tulai Horia, Bircea Ioan and Rus Mircea-Iosif

Is Investors’ Psychology Affected Due to a Potential Unexpected Environmental Disaster? pp. 1-24

George Halkos and Argyro Zisiadou

From Big Data to Econophysics and Its Use to Explain Complex Phenomena pp. 1-10

Paulo Ferreira, Éder J.A.L. Pereira and Hernane B.B. Pereira

Corporate Governance Quality, Ownership Structure, Agency Costs and Firm Performance. Evidence from an Emerging Economy pp. 1-35

Haroon ur Rashid Khan, Waqas Bin Khidmat, Osama Al Hares, Naeem Muhammad and Kashif Saleem

Do Capital Flows Matter for Monetary Policy Setting in Inflation Targeting Economies? pp. 1-15

Trinil Arimurti and Bruce Morley

An Alternative Pricing System through Bayesian Estimates and Method of Moments in a Bonus-Malus Framework for the Ghanaian Auto Insurance Market pp. 1-15

Azaare Jacob and Zhao Wu

Influence of Organisational Culture on Supply Chain Resilience: A Power and Situational Strength Conceptual Perspective pp. 1-15

James Whiteside and Samir Dani

A Qualitative Approach to the Sustainable Orientation of Generation Z in Retail: The Case of Romania pp. 1-20

Dan Cristian Dabija, Brândușa Mariana Bejan and Claudiu Pușcaș

A Machine Learning Integrated Portfolio Rebalance Framework with Risk-Aversion Adjustment pp. 1-20

Zhenlong Jiang, Ran Ji and Kuo-Chu Chang

Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications pp. 1-19

Imran Yousaf, Shoaib Ali and Wing-Keung Wong

Digitalization of the EU Economies and People at Risk of Poverty or Social Exclusion pp. 1-14

Aleksy Kwilinski, Oleksandr Vyshnevskyi and Henryk Dzwigol

Time-Frequency Based Dynamics of Decoupling or Integration between Islamic and Conventional Equity Markets pp. 1-27

Muhammad Anas, Ghulam Mujtaba, Sadaf Nayyar and Saira Ashfaq

Information Frictions and Stock Returns pp. 1-13

Xiaolou Yang

Pricing and Hedging American-Style Options with Deep Learning pp. 1-12

Sebastian Becker, Patrick Cheridito and Arnulf Jentzen

Computational Finance pp. 1-4

Lars Stentoft

Volume 13, issue 6, 2020

Towards an Optimal IPO Mechanism pp. 1-14

Fred E. Huibers

Does Bitcoin Hedge Commodity Uncertainty? pp. 1-14

Khanh Hoang, Cuong C. Nguyen, Kongchheng Poch and Thang Nguyen

Factors Influencing the Green Bond Market Expansion: Evidence from a Multi-Dimensional Analysis pp. 1-14

Tu Chuc, Tapan Sarker and Ehsan Rasoulinezhad

Black Currency of Middle Ages and Case for Complementary Currency pp. 1-9

Pezhwak Kokabian

Pricing American Options with a Non-Constant Penalty Parameter pp. 1-7

Anna Clevenhaus, Matthias Ehrhardt, Michael Günther and Daniel Ševčovič

Microfinance Participation in Thailand pp. 1-27

Wittawat Hemtanon and Christopher Gan

Regulatory Restrictions on US Bank Funding Sources: A Review of the Treatment of Brokered Deposits pp. 1-27

James Barth, Wenling Lu and Yanfei Sun

Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple pp. 1-21

Pınar Kaya Soylu, Mustafa Okur, Özgür Çatıkkaş and Z. Ayca Altintig

Cryptocurrency Returns before and after the Introduction of Bitcoin Futures pp. 1-21

Pinar Deniz and Thanasis Stengos

The Impact of Brand Relationships on Corporate Brand Identity and Reputation—An Integrative Model pp. 1-21

Teresa Barros, Paula Rodrigues, Nelson Duarte, Xue-Feng Shao, F. V. Martins, H. Barandas-Karl and Xiaoguang Yue

An Economic–Business Approach to Clinical Risk Management pp. 1-12

Ubaldo Comite, Kechen Dong, Rita Yi Man Li, M. James C. Crabbe, Xue-Feng Shao and Xiaoguang Yue

Modelling Sector-Level Asset Prices pp. 1-32

Daniel J. Tulloch, Ivan Diaz-Rainey and I. M. Premachandra

Contemporary Issues in Business and Economics in Vietnam and Other Asian Emerging Markets pp. 1-4

Chia-Lin Chang and Duc Hong Vo

GARCH Generated Volatility Indices of Bitcoin and CRIX pp. 1-15

Pierre J. Venter and Eben Maré

Marketability Discount in Various Economic Environments. Comparison of Developed and Emerging Markets on the Example of the USA and Poland pp. 1-15

Radosław Pastusiak, Jakub Keller and Michał Radke

Intraday Jumps, Liquidity, and U.S. Macroeconomic News: Evidence from Exchange Traded Funds pp. 1-19

Doureige Jurdi

Realized Measures to Explain Volatility Changes over Time pp. 1-19

Christos Floros, Konstantinos Gkillas, Christoforos Konstantatos and Athanasios Tsagkanos

Ridge Type Shrinkage Estimation of Seemingly Unrelated Regressions And Analytics of Economic and Financial Data from “Fragile Five” Countries pp. 1-19

Bahadır Yüzbaşı and S. Ejaz Ahmed

What Drives Derivatives: An Indian Perspective pp. 1-19

Abhimanyu Sahoo and Seshadev Sahoo

Exchange Rate Risk and Uncertainty and Trade Flows: Asymmetric Evidence from Asia pp. 1-16

Mohsen Bahmani-Oskooee, Parveen Akhtar, Sana Ullah and Muhammad Majeed

Industrial Life-Cycle and the Development of the Russian Tourism Industry pp. 1-10

Marina Sheresheva, Lilia Valitova, Maria Tsenzharik and Matvey Oborin

Editorial for the Special Issue on Commercial Banking pp. 1-3

Christopher Gan

Robust Inference in the Capital Asset Pricing Model Using the Multivariate t -distribution pp. 1-22

Manuel Galea, David Cademartori, Roberto Curci and Alonso Molina

Family Ownership and Corporate Environmental Responsibility: The Contingent Effect of Venture Capital and Institutional Environment pp. 1-18

Zhu Zhu and Feifei Lu

Capital Structure as a Mediating Factor in the Relationship between Uncertainty, CSR, Stakeholder Interest and Financial Performance pp. 1-18

Ahmed Hunjra, Peter Verhoeven and Qasim Zureigat

Impacts of Endogenous Sunk-Cost Investment on the Islamic Banking Industry: A Historical Analysis pp. 1-23

Siddharth Jain and Partha Gangopadhyay

Reply to “Remarks on Bank Competition and Convergence Dynamics” pp. 1-6

Maria Karadima and Helen Louri

What Role Does the Housing Market Play for the Macroeconomic Transmission Mechanism? pp. 1-17

Mats Wilhelmsson

Diversification and Fund Performance—An Analysis of Buyout Funds pp. 1-17

Matthias Huss and Daniel Steger

Life after Debt: The Effects of Overleveraging on Conventional and Islamic Banks pp. 1-46

Samar Issa

Modeling Portfolio Credit Risk Taking into Account the Default Correlations Using a Copula Approach: Implementation to an Italian Loan Portfolio pp. 1-24

Annalisa Di Clemente

Volume 13, issue 5, 2020

Corporate Governance and Agency Cost: Empirical Evidence from Vietnam pp. 1-15

Anh Huu Nguyen, Duong Thuy Doan and Linh Ha Nguyen

Innovation and Firm Performance: The Moderating and Mediating Roles of Firm Size and Small and Medium Enterprise Finance pp. 1-15

Ploypailin Kijkasiwat and Pongsutti Phuensane

Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings pp. 1-19

Nikolaos A. Kyriazis

The Investment Home Bias with Peer Effect pp. 1-19

Haim Levy

Current Research Trends on Interrelationships of Eco-Innovation and Internationalisation: A Bibliometric Analysis pp. 1-16

Paulius Šūmakaris, Deniss Ščeulovs and Renata Korsakienė

Financial Compass for Slovak Enterprises: Modeling Economic Stability of Agricultural Entities pp. 1-16

Katarina Valaskova, Pavol Durana, Peter Adamko and Jaroslav Jaros

Security Measures as a Factor in the Competitiveness of Accommodation Facilities pp. 1-16

Rafał Nagaj and Brigita Žuromskaitė

Remarks on Bank Competition and Convergence Dynamics pp. 1-5

Mike Tsionas

A Hypothesis Test Method for Detecting Multifractal Scaling, Applied to Bitcoin Prices pp. 1-21

Chuxuan Jiang, Priya Dev and Ross A. Maller

Analyst Forecast Dispersion and Market Return Predictability: Does Conditional Equity Premium Play a Role? pp. 1-21

Shuang Liu, Juan Yao and Stephen Satchell

Risk and Financial Management of COVID-19 in Business, Economics and Finance pp. 1-7

Chia-Lin Chang, Michael McAleer and Wing-Keung Wong

Precious Metal Mutual Fund Performance Evaluation: A Series Two-Stage DEA Modeling Approach pp. 1-13

Ioannis E. Tsolas

Negative Interest Rates pp. 1-12

Sarkis Joseph Khoury and Poorna C. Pal

Finding Nemo: Predicting Movie Performances by Machine Learning Methods pp. 1-12

Jong-Min Kim, Leixin Xia, Iksuk Kim, Seungjoo Lee and Keon-Hyung Lee

Estimating Bargaining Power in Real Estate Pricing Models: Conceptual and Empirical Issues pp. 1-8

Steven B Caudill and Franklin Mixon

Monthly Art Market Returns pp. 1-22

Fabian Y.R.P. Bocart, Eric Ghysels and Christian Hafner

The Determinants of Credit Risk: An Evidence from ASEAN and GCC Islamic Banks pp. 1-22

Faridah Najuna Misman and Muhammad Bhatti

Forest of Stochastic Trees: A Method for Valuing Multiple Exercise Options pp. 1-31

R. Mark Reesor and T. James Marshall

EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients pp. 1-23

Oussama Tilfani, Paulo Ferreira, Andreia Dionisio and My Youssef El Boukfaoui

Entrepreneurial Finance: Insights from English Language Training Market in Vietnam pp. 1-23

Thanh-Hang Pham, Ho Toan, Thu-Trang Vuong, Manh-Cuong Nguyen and Quan-Hoang Vuong

Competition, Debt Maturity, and Adjustment Speed in China: A Dynamic Fractional Estimation Approach pp. 1-17

Sultan Sikandar Mirza, Tanveer Ahsan, Raheel Safdar and Ajid Ur Rehman

Financial Time Series: Methods and Models pp. 1-3

Massimiliano Caporin and Giuseppe Storti

Volume 13, issue 4, 2020

Risk Prediction and Assessment: Duration, Infections, and Death Toll of the COVID-19 and Its Impact on China’s Economy pp. 1-26

Xiaoguang Yue, Xue-Feng Shao, Rita Yi Man Li, M. James C. Crabbe, Lili Mi, Siyan Hu, Julien S Baker, Liting Liu and Kechen Dong

Gender, Anonymity and Team: What Determines Crowdfunding Success on Kickstarter pp. 1-26

Saif Ullah and Yulin Zhou

Relative Efficiency of Canadian Banks: A Three-Stage Network Bootstrap DEA pp. 1-25

Mohamed Dia, Amirmohsen Golmohammadi and Pawoumodom M. Takouda

The Costs and Benefits of Bank Capital—A Review of the Literature pp. 1-25

Martin Birn, Olivier de Bandt, Simon Firestone, Matias Gutierrez Girault, Diana Hancock, Tord Krogh, Hitoshi Mio, Donald P. Morgan, Ajay Palvia, Valerio Scalone, Michael Straughan, Arzu Uluc, Alexander H. von Hafften and Missaka Warusawitharana

Is One Diagnostic Test for COVID-19 Enough? pp. 1-3

Michael McAleer

Construction of Macroeconomic Uncertainty Indices for Financial Market Analysis Using a Supervised Topic Model pp. 1-18

Kyoto Yono, Hiroki Sakaji, Hiroyasu Matsushima, Takashi Shimada and Kiyoshi Izumi

The Impact of Tax Preferences on the Investment Attractiveness of Bonds for Retail Investors: The Case of Russia pp. 1-11

Natalia B. Boldyreva, Liudmila G. Reshetnikova, Elena A. Tarkhanova, Zhanna Pisarenko and Svetlana A. Kalayda

European Bank’s Performance and Efficiency pp. 1-17

Maria Elisabete Duarte Neves, Maria Do Castelo Gouveia and Catarina Alexandra Neves Proença

Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices pp. 1-17

Abdullah Alqahtani and Julien Chevallier

Deep Reinforcement Learning in Agent Based Financial Market Simulation pp. 1-17

Iwao Maeda, David deGraw, Michiharu Kitano, Hiroyasu Matsushima, Hiroki Sakaji, Kiyoshi Izumi and Atsuo Kato

Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters pp. 1-23

Pietro Coretto, Michele La Rocca and Giuseppe Storti

Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions pp. 1-23

Nikolaos Antonakakis, Ioannis Chatziantoniou and David Gabauer

Crowdfunding: An Exploratory Study on Knowledge, Benefits and Barriers Perceived by Young Potential Entrepreneurs pp. 1-24

Susana Bernardino and J. Freitas Santos

Forecasting the Term Structure of Interest Rates with Dynamic Constrained Smoothing B-Splines pp. 1-14

Eduardo Mineo, Airlane Pereira Alencar, Marcelo Moura and Antonio Elias Fabris

Oil Price, Oil Price Implied Volatility (OVX) and Illiquidity Premiums in the US: (A)symmetry and the Impact of Macroeconomic Factors pp. 1-40

Mohammad Sharik Essa and Evangelos Giouvris

A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification pp. 1-21

Samia Nasreen, Syed Asif Ali Naqvi, Aviral Tiwari, Shawkat Hammoudeh and Syed Ale Raza Shah

Autoencoder-Based Three-Factor Model for the Yield Curve of Japanese Government Bonds and a Trading Strategy pp. 1-21

Yoshiyuki Suimon, Hiroki Sakaji, Kiyoshi Izumi and Hiroyasu Matsushima

Global Bank Capital and Liquidity after 30 Years of Basel Accords pp. 1-12

Harald Benink

Contracts for Difference: A Reinforcement Learning Approach pp. 1-12

Nico Zengeler and Uwe Handmann

Board-Gender Diversity, Family Ownership, and Dividend Announcement: Evidence from Asian Emerging Economies pp. 1-20

Adeel Mustafa, Abubakr Saeed, Muhammad Awais and Shahab Aziz

Impact Analysis of Financial Regulation on Multi-Asset Markets Using Artificial Market Simulations pp. 1-20

Masanori Hirano, Kiyoshi Izumi, Takashi Shimada, Hiroyasu Matsushima and Hiroki Sakaji

Dynamic Transmissions and Volatility Spillovers between Global Price and U.S. Producer Price in Agricultural Markets pp. 1-20

Jin Guo and Tetsuji Tanaka

The Need for Shari’ah-Compliant Awq?f Banks pp. 1-16

Hanan Gabil, Benaouda Bensaid, Tahar Tayachi and Faleel Jamaldeen

Volume 13, issue 3, 2020

What Future for the Green Bond Market? How Can Policymakers, Companies, and Investors Unlock the Potential of the Green Bond Market? pp. 1-26

Pauline Deschryver and Frederic de Mariz

Mainstreaming Global Sustainable Development Goals through the UN Global Compact: The Case of Visegrad Countries pp. 1-10

Štěpánka Zemanová and Radka Druláková

Crowdfunding in a Competitive Environment pp. 1-38

Anton Miglo

Strategic Asset Seeking and Innovation Performance: The Role of Innovation Capabilities and Host Country Institutions pp. 1-22

Lili Mi, Xiaoguang Yue, Xue-Feng Shao, Yuanfei Kang and Yulong Liu

CEO Diversity, Political Influences, and CEO Turnover in Unstable Environments: The Romanian Case pp. 1-22

Ingrid Dragota, Andreea Curmei-Semenescu and Raluca Moscu

Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? pp. 1-8

Philip Hans Franses and Max Welz

Self-Assessment of Driving Style and the Willingness to Share Personal Information pp. 1-18

Carlo Pugnetti and Sandra Elmer

Suspending Classes Without Stopping Learning: China’s Education Emergency Management Policy in the COVID-19 Outbreak pp. 1-6

Wunong Zhang, Yuxin Wang, Lili Yang and Chuanyi Wang

Safe-Haven Assets, Financial Crises, and Macroeconomic Variables: Evidence from the Last Two Decades (2000–2018) pp. 1-21

Marco Tronzano

Evaluating the Performance of Islamic Banks Using a Modified Monti-Klein Model pp. 1-21

Novriana Sumarti, Indah G. Andirasdini, Nidya I. Ghaida and Utriweni Mukhaiyar

Analytical Gradients of Dynamic Conditional Correlation Models pp. 1-21

Massimiliano Caporin, Riccardo (Jack) Lucchetti and Giulio Palomba

GARCH Option Pricing Models and the Variance Risk Premium pp. 1-21

Wenjun Zhang and Jin E. Zhang

Bank Competition and Credit Risk in Euro Area Banking: Fragmentation and Convergence Dynamics pp. 1-28

Maria Karadima and Helen Louri

Assessment of Bankruptcy Risk of Large Companies: European Countries Evolution Analysis pp. 1-28

Nicoleta Bărbuță-Mișu and Mara Madaleno

Corporate Bankruptcy Prediction Model, a Special Focus on Listed Companies in Kenya pp. 1-14

Daniel Ogachi, Richard Ndege, Peter Gaturu and Zeman Zoltan

Size of the Company as the Main Determinant of Talent Management in Slovakia pp. 1-14

Radovan Savov, Drahoslav Lančarič and Jana Kozáková

Liquidity and Corporate Governance pp. 1-9

Tom Berglund

Political Stability and Bank Flows: New Evidence pp. 1-19

Mafalda Venâncio de Vasconcelos

A General Family of Autoregressive Conditional Duration Models Applied to High-Frequency Financial Data pp. 1-20

Danúbia R. Cunha, Roberto Vila, Helton Saulo and Rodrigo Fernandez

Support Vector Machine Methods and Artificial Neural Networks Used for the Development of Bankruptcy Prediction Models and their Comparison pp. 1-15

Jakub Horak, Jaromir Vrbka and Petr Suler

The Predictability of the Exchange Rate When Combining Machine Learning and Fundamental Models pp. 1-16

Yuchen Zhang and Shigeyuki Hamori

Comparison of Prediction Models Applied in Economic Recession and Expansion pp. 1-16

Dagmar Camska and Jiri Klecka

Prevention Is Better Than the Cure: Risk Management of COVID-19 pp. 1-5

Michael McAleer

Volume 13, issue 2, 2020

Risk Management Analysis for Novel Coronavirus in Wuhan, China pp. 1-6

Xiaoguang Yue, Xue-Feng Shao, Rita Yi Man Li, M. James C. Crabbe, Lili Mi, Siyan Hu, Julien S. Baker and Gang Liang

Risk Management of COVID-19 by Universities in China pp. 1-6

Chuanyi Wang, Zhe Cheng, Xiaoguang Yue and Michael McAleer

How to Explain When the ES Is Lower Than One? A Bayesian Nonlinear Mixed-Effects Approach pp. 1-17

Nguyen Ngoc Thach

Optimal Contracting of Pension Incentive: Evidence of Currency Risk Management in Multinational Companies pp. 1-29

Jeffrey (Jun) Chen, Yun Guan and Ivy Tang

A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns pp. 1-10

Theodore Panagiotidis, Thanasis Stengos and Orestis Vravosinos

Cross-Country Application of Manufacturing Failure Models pp. 1-10

Sebastian Tomczak and Piotr Staszkiewicz

Editorial Statement for Mathematical Finance pp. 1-3

Wing-Keung Wong

Extreme Values and Financial Risk pp. 1-3

Stephen Chan and Saralees Nadarajah

The Equity Curve and Its Relation to Future Stock Returns pp. 1-16

Olaf Stotz

A Gated Recurrent Unit Approach to Bitcoin Price Prediction pp. 1-16

Aniruddha Dutta, Saket Kumar and Meheli Basu

How Do Corporate Social Responsibility and Corporate Governance Affect Stock Price Crash Risk? pp. 1-15

Ahmed Hunjra, Rashid Mehmood and Tahar Tayachi

A Comprehensive Review of Corporate Bankruptcy Prediction in Hungary pp. 1-20

Tamás Kristóf and Miklós Virág

The Distribution of Cross Sectional Momentum Returns When Underlying Asset Returns Are Student’s t Distributed pp. 1-19

Oh Kang Kwon and Stephen Satchell

Parsimonious Heterogeneous ARCH Models for High Frequency Modeling pp. 1-19

Juan Carlos Ruilova and Pedro Alberto Morettin

An Ensemble Classifier-Based Scoring Model for Predicting Bankruptcy of Polish Companies in the Podkarpackie Voivodeship pp. 1-35

Tomasz Pisula

Banking Finance Experts Consensus on Compliance in US Bank Holding Companies: An e-Delphi Study pp. 1-14

Sophia Velez, Michael Neubert and Daphne Halkias

Pricing Defaulted Italian Mortgages pp. 1-14

Michela Pelizza and Klaus Schenk-Hoppé

Credit Spreads, Business Conditions, and Expected Corporate Bond Returns pp. 1-34

Hai Lin, Xinyuan Tao, Junbo Wang and Chunchi Wu

Corporate Green Bond Issuances: An International Evidence pp. 1-21

Martin Lebelle, Souad Lajili Jarjir and Syrine Sassi

The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence pp. 1-13

Ivana Brkić, Nikola Gradojevic and Svetlana Ignjatijević

Exploring Compliance of AAOIFI Shariah Standard on Ijarah Financing: Analysis on the Practices of Islamic Banks in Malaysia pp. 1-13

Shujaat Saleem and Fadillah Mansor

Volume 13, issue 1, 2020

Editorial for the Special Issue on “The Belt and Road-Risks and Financial Management Issues Faced by Enterprises’ Internationalization” pp. 1-3

Xue-Feng Shao, Wei Liu and Xiaoguang Yue

Empirical Finance pp. 1-3

Shigeyuki Hamori

Alternative Assets and Cryptocurrencies pp. 1-3

Christian Hafner

Regulatory Responses by Countries to Banking/Financial Crises pp. 1-6

James Barth

Local Extremes of Selected Industry 4.0 Indicators in the European Space—Structure for Autonomous Systems pp. 1-37

Milena Botlíková and Josef Botlík

QE versus the Real Problems in the World Economy pp. 1-11

Adrian Blundell-Wignall

Cultural Distance and Entry Modes in Emerging Markets: Empirical Evidence in Vietnam pp. 1-11

Minh Nguyen, Binh Quan and Pham Phi Dang

The Impacts of Selling Expense Structure on Enterprise Growth in Large Enterprises: A Study from Vietnam pp. 1-22

Nguyen Van Cong, Thi Ngoc Lan Nguyen, Thanh Hang Pham and Song Hoa Vu

Are Family Firms Financially Healthier Than Non-Family Firm? pp. 1-18

Lious Agbor Tabot Ntoung, Helena Maria Santos de Oliveira, Benjamim Manuel Ferreira de Sousa, Liliana Marques Pimentel and Susana Adelina Moreira Carvalho Bastos

Equity Option Pricing with Systematic and Idiosyncratic Volatility and Jump Risks pp. 1-18

Zhe Li

Managing Shariah Non-Compliance Risk via Islamic Dispute Resolution pp. 1-9

Maria Bhatti

News-Driven Expectations and Volatility Clustering pp. 1-14

Sabiou Inoua

On the Market Efficiency and Liquidity of High-Frequency Cryptocurrencies in a Bull and Bear Market pp. 1-14

Yuanyuan Zhang, Stephen Chan, Jeffrey Chu and Hana Sulieman

A Quantitative Analysis of Risk Premia in the Corporate Bond Market pp. 1-33

Sara Cecchetti

Acknowledgement to Reviewers of Journal of Risk and Financial Management in 2019 pp. 1-5

Editorial Office Jrfm

Marketing Islamic Financial Services: A Review, Critique, and Agenda for Future Research pp. 1-19

Intekhab Alam and Pouya Seifzadeh

Exchange Rate Regime and Economic Growth in Asia: Convergence or Divergence pp. 1-15

Dao Thi-Thieu Ha and Nga Thi Hoang