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.
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Volume 11, issue 4, 2018
- Friendship of Stock Market Indices: A Cluster-Based Investigation of Stock Markets pp. 1-16

- László Nagy and Mihály Ormos
- Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility pp. 1-16

- Xie He, Xiao-Jing Cai and Shigeyuki Hamori
- Modeling the Dependence Structure of Share Prices among Three Chinese City Banks pp. 1-18

- Guizhou Liu, Xiao-Jing Cai and Shigeyuki Hamori
- An Analysis of Bitcoin’s Price Dynamics pp. 1-18

- 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

- 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

- Fabian Bocart
- Forecasting Volatility: Evidence from the Saudi Stock Market pp. 1-18

- Naseem Al Rahahleh and Robert Kao
- Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK pp. 1-25

- Chia-Lin Chang, Tai-Lin Hsieh and Michael McAleer
- Unconventional U.S. Monetary Policy: New Tools, Same Channels? pp. 1-31

- Martin Feldkircher and Florian Huber
- Forecasting of Realised Volatility with the Random Forests Algorithm pp. 1-15

- Chuong Luong and Nikolai Dokuchaev
- Insurance Risks Management Methodology pp. 1-15

- Kartashova Olga Ivanovna, Molchanova Olga Vladimirovna and Axana Turgaeva
- Forecast Combinations for Structural Breaks in Volatility: Evidence from BRICS Countries pp. 1-13

- Davide De Gaetano
- Identification of Core Suppliers Based on E-Invoice Data Using Supervised Machine Learning pp. 1-13

- Jung-sik Hong, Hyeongyu Yeo, Nam-Wook Cho and Taeuk Ahn
- Between ℙ and ℚ: The ℙ ℚ Measure for Pricing in Asset Liability Management pp. 1-23

- Marcel T. P. Van Dijk, Cornelis S. L. De Graaf and Cornelis Oosterlee
- Assessment of Upstream Petroleum Fiscal Regimes in Myanmar pp. 1-23

- Wint Thiri Swe and Nnaemeka Vincent Emodi
- Bond Risk Premia and Restrictions on Risk Prices pp. 1-22

- Constantino Hevia and Martin Sola
- Risk Assessment of Housing Market Segments: The Lender’s Perspective pp. 1-22

- Mats Wilhelmsson and Jianyu Zhao
- 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

- Haifeng Xu
- Volatility Spillovers Arising from the Financialization of Commodities pp. 1-12

- 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

- Hong-Ming Yin, Jin Liang and Yuan Wu
- Systemic Approach to Management Control through Determining Factors pp. 1-20

- 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

- Thi Bich Ngoc Tran
- Measuring Financial Fragmentation in the Euro Area Corporate Bond Market pp. 1-19

- Guillaume Horny, Simone Manganelli and Benoit Mojon
- Incorporating Credit Quality in Bank Efficiency Measurements: A Directional Distance Function Approach pp. 1-19

- Abdul Qayyum and Khalid Riaz
- Blockchain-Based ICOs: Pure Hype or the Dawn of a New Era of Startup Financing? pp. 1-19

- Lennart Ante, Philipp Sandner and Ingo Fiedler
- Market Reactions to Supply Chain Management Excellence pp. 1-10

- Min Shi and Wei Yu
- A Test of Market Efficiency When Short Selling Is Prohibited: A Case of the Dhaka Stock Exchange pp. 1-17

- Maria Sochi and Steve Swidler
- Are There Any Volatility Spill-Over Effects among Cryptocurrencies and Widely Traded Asset Classes? pp. 1-17

- Nader Trabelsi
- Price Discovery and the Accuracy of Consolidated Data Feeds in the U.S. Equity Markets pp. 1-17

- 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

- 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

- Hichem Dkhili and Lassad Dhiab
- On the Rising Complexity of Bank Regulatory Capital Requirements: From Global Guidelines to their United States (US) Implementation pp. 1-33

- James Barth and Stephen Matteo Miller
- Capital Allocation in Decentralized Businesses pp. 1-11

- Stuart M. Turnbull
- Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform pp. 1-11

- Lei Xu, Takuji Kinkyo and Shigeyuki Hamori
Volume 11, issue 3, 2018
- Hedonic Price Function for Residential Area Focusing on the Reasons for Residential Preferences in Japanese Metropolitan Areas pp. 1-18

- Mitsuru Sasaki and Kayoko Yamamoto
- Housing Market Bubbles and Mortgage Contract Design: Implications for Mortgage Lenders and Households pp. 1-18

- 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

- Badar Nadeem Ashraf, Sidra Arshad and Liang Yan
- What Makes Management Control Information Useful in Buyer–Supplier Relationships? pp. 1-16

- 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

- Ripon Kumar Dey, Syed Zabid Hossain and Zabihollah Rezaee
- U.K. House Prices: Bubbles or Market Efficiency? Evidence from Regional Analysis pp. 1-16

- Yi Wu and Nicole Lux
- Corporate Derivatives and Ownership Concentration: Empirical Evidence of Non-Financial Firms Listed on Pakistan Stock Exchange pp. 1-15

- Affaf Asghar Butt, Main Sajid Nazir, Hamera Arshad and Aamer Shahzad
- Monte Carlo Comparison for Nonparametric Threshold Estimators pp. 1-15

- Chaoyi Chen and Yiguo Sun
- Stationary Threshold Vector Autoregressive Models pp. 1-23

- Galyna Grynkiv and Lars Stentoft
- Take Profit and Stop Loss Trading Strategies Comparison in Combination with an MACD Trading System pp. 1-23

- Dimitrios Vezeris, Themistoklis Kyrgos and Christos Schinas
- Bidding Behavior in the Housing Market under Different Market Regimes pp. 1-13

- Jon Olaf Olaussen, Are Oust and Ole Jakob Sønstebø
- Financial Development and Countries’ Production Efficiency: A Nonparametric Analysis pp. 1-13

- Nickolaos G. Tzeremes
- Asymmetrical Linkages between Foreign Exchange and Stock Markets: Empirical Evidence through Linear and Non-Linear ARDL pp. 1-13

- Rabia Luqman and Rehana Kouser
- On the Performance of Wavelet Based Unit Root Tests pp. 1-22

- Burak Alparslan Eroğlu and Barış Soybilgen
- Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis pp. 1-29

- Mark Jensen and John Maheu
- Enterprise Risk Management Practices and Firm Performance, the Mediating Role of Competitive Advantage and the Moderating Role of Financial Literacy pp. 1-17

- Songling Yang, Muhammad Ishtiaq and Muhammad Anwar
- Nonlinear Time Series Modeling: A Unified Perspective, Algorithm and Application pp. 1-17

- Subhadeep Mukhopadhyay and Emanuel Parzen
- Nonparametric Estimation of a Conditional Quantile Function in a Fixed Effects Panel Data Model pp. 1-10

- Karen Yan and Qi Li
- How Informative Are Earnings Forecasts? † pp. 1-20

- Bert De Bruijn and Philip Hans Franses
- Can Bitcoin Replace Gold in an Investment Portfolio? pp. 1-19

- Irene Henriques and Perry Sadorsky
- Determinants of Stock Market Co-Movements between Pakistan and Asian Emerging Economies pp. 1-14

- Muhammad Aamir and Syed Zulfiqar Ali Shah
- Greenhouse Emissions and Productivity Growth pp. 1-14

- Pantelis Kalaitzidakis, Theofanis Mamuneas and Thanasis Stengos
- Insider Trading and Institutional Holdings in Seasoned Equity Offerings pp. 1-14

- Ching-Chih Wu and Tung-Hsiao Yang
- Challenges and Vulnerabilities on Public Finance Sustainability. A Romanian Case Study pp. 1-24

- Ionel Bostan, Carmen Toderașcu and Anca Florentina Gavriluţă (Vatamanu)
- Risk Culture and the Role Model of the Honorable Merchant pp. 1-11

- Jürgen Bott and Udo Milkau
- 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

- Mirzosaid Sultonov and Shahzadah Jehan
Volume 11, issue 2, 2018
- The Wolf and the Caribou: Coexistence of Decentralized Economies and Competitive Markets pp. 1-38

- Andreas Freund and Danielle Stanko
- Exchange Rate Effects on International Commercial Trade Competitiveness pp. 1-11

- Ionel Bostan, Carmen Toderașcu (Sandu) and Bogdan Firtescu
- Best Fitting Fat Tail Distribution for the Volatilities of Energy Futures: Gev, Gat and Stable Distributions in GARCH and APARCH Models pp. 1-19

- Samet Gunay and Audil Rashid Khaki
- Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH pp. 1-20

- 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

- Yiguo Sun and Ximing Wu
- Testing for Causality-In-Mean and Variance between the UK Housing and Stock Markets pp. 1-10

- Yuki Toyoshima
- Investigation of the Financial Stability of S&P 500 Using Realized Volatility and Stock Returns Distribution pp. 1-10

- Nahida Akter and Ashadun Nobi
- Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis pp. 1-12

- Christian Conrad, Anessa Custovic and Eric Ghysels
- Mean-Variance Portfolio Selection in a Jump-Diffusion Financial Market with Common Shock Dependence pp. 1-12

- Yingxu Tian and Zhongyang Sun
- Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM) pp. 1-2

- Michael McAleer
- Customer Preferences and Implicit Tradeoffs in Accident Scenarios for Self-Driving Vehicle Algorithms pp. 1-13

- Carlo Pugnetti and Remo Schläpfer
- Contagion Effect of Natural Disaster and Financial Crisis Events on International Stock Markets pp. 1-25

- Kuo-Jung Lee, Su-Lien Lu and You Shih
- Equity Options During the Shorting Ban of 2008 pp. 1-31

- Nusret Cakici, Gautam Goswami and Sinan Tan
- Credit Ratings and Liquidity Risk for the Optimization of Debt Maturity Structure pp. 1-16

- Faiza Sajjad and Muhammad Zakaria
- Credit Rating and Pricing: Poles Apart pp. 1-26

- Andreas Blöchlinger
Volume 11, issue 1, 2018
- Modified Stieltjes Transform and Generalized Convolutions of Probability Distributions pp. 1-6

- Lev B. Klebanov and Rasool Roozegar
- Acknowledgement to Reviewers of Journal of Risk and Financial Management in 2017 pp. 1-2

- Editorial Office Jrfm
- Hierarchical Transmuted Log-Logistic Model: A Subjective Bayesian Analysis pp. 1-12

- Carlos A. Dos Santos, Daniele C. T. Granzotto, Vera L. D. Tomazella and Francisco Louzada
- Does the Assumption on Innovation Process Play an Important Role for Filtered Historical Simulation Model? pp. 1-13

- Emrah Altun, Huseyin Tatlidil, Gamze Ozel and Saralees Nadarajah
- Estimation of Cross-Lingual News Similarities Using Text-Mining Methods pp. 1-13

- Zhouhao Wang, Enda Liu, Hiroki Sakaji, Tomoki Ito, Kiyoshi Izumi, Kota Tsubouchi and Tatsuo Yamashita
- Models of Investor Forecasting Behavior — Experimental Evidence pp. 1-41

- Federico Bonetto, Vinod Cheriyan and Anton J. Kleywegt
- FHA Loans in Foreclosure Proceedings: Distinguishing Sources of Interdependence in Competing Risks pp. 1-15

- Ran Deng and Shermineh Haghani
- Variance Swap Replication: Discrete or Continuous? pp. 1-15

- Fabien Le Floc’h
- Groups, Pricing, and Cost of Debt: Evidence from Turkey pp. 1-31

- A. Melih Küllü and Steven Raymar
- The Burr X Pareto Distribution: Properties, Applications and VaR Estimation pp. 1-16

- Mustafa Ç. Korkmaz, Emrah Altun, Haitham M. Yousof, Ahmed Z. Afify and Saralees Nadarajah
- Effectiveness of Interest Rate Policy of the Fed in Management of Subprime Mortgage Crisis pp. 1-11

- Samet Gunay and Bojan Georgievski
- A New Generalization of the Pareto Distribution and Its Application to Insurance Data pp. 1-14

- Mohamed E. Ghitany, Emilio Gómez-Déniz and Saralees Nadarajah
- Ensemble Learning or Deep Learning? Application to Default Risk Analysis pp. 1-14

- Shigeyuki Hamori, Minami Kawai, Takahiro Kume, Yuji Murakami and Chikara Watanabe
- Negative Binomial Kumaraswamy-G Cure Rate Regression Model pp. 1-14

- Amanda D’Andrea, Ricardo Rocha, Vera Tomazella and Francisco Louzada
- Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections pp. 1-29

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