Risk Management

2016 - 2026

Current editor(s): Igor Loncarski

From Palgrave Macmillan
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Volume 28, issue 3, 2026

Neural–statistical hybrid models for value at risk and expectile forecast with applications pp. 1-48

Nia P. Chen, Jennifer S. K. Chan and Linh H. Nghiem

Uncertainty and financial market resilience: evidence from China pp. 1-26

Si-Yao Wei, Kun-Liang Jiang and Wei-Xing Zhou

The impact of ESG rating divergence on cross-border financing costs: a dual mediation effect test from the perspective of global governance pp. 1-26

Jinghui Xi

Investor stickiness and stock liquidity pp. 1-31

Zhoutianyang Sun and Jia Li

Time-series momentum and market timing in Bitcoin pp. 1-23

Yeonchan Kang and Doojin Ryu

Income diversification and bank stability: evidence from Vietnamese commercial banks pp. 1-18

Phuong Dung Nguyen Thi, Thuy Linh Nguyen Thi, Thu Trang Le Thi and Nha Trang Nguyen Thu

When fulfilment fees become credit-risk levers: evidence from a large e-commerce platform pp. 1-34

Nima Rostamian, Alireza Taghizadeh, Marzieh Nasiri Muselu, Reza Ahmadi Lashaki and Maral Mirzamohammadi

The mediating role of bank risk-taking in the relationship between ESG pillars and banks financial performance in ASEAN-5 economies pp. 1-28

Mohammed R. M. Salem, Abdul Hafizh Mohd Azam, Shahida Shahimi and Mohd Fahmi Ghazali

Past and future: measurement, characteristics, and early warning of risk spillover between Chinese industry markets pp. 1-30

Jiageng Huang and Fei Wang

Quantifying systematic risk and price dynamics in disrupted supply chains: a dynamic GAT-LSTM approach based on economic network topologies pp. 1-30

Bilal Ahmed Memon

Climate fluctuations and financial stress: a frequency-dependent and asymmetric connectedness analysis of global precipitation pp. 1-30

Hilal Yıldırır Keser, Oğuz Başol and Savaş Tarkun

The flip side of institutional dual holdings: evidence from China pp. 1-30

Mingming Li, Xiaolei Fu and Haiming Liu

Disentangling the environmental penalty from financial contagion: spatial dynamics in corporate capital structure pp. 1-25

Fortune Ganda

Transmission of exchange rate volatility to firm valuations during global shocks: evidence from Indian firms pp. 1-25

Twinkle Jaiswal and Amit Gautam

Geopolitical risk and industry volatility in South Africa: evidence from a GARCH-MIDAS forecasting approach pp. 1-21

Sandisele Jaffar, Damien Kunjal, Sanele Gumede and Paul-Francois Muzindutsi

Navigating the architecture of overnight jumps: a t-stable power series approach to information shocks and market resilience pp. 1-33

Yuancheng Si, Zili Zhang and Saralees Nadarajah

Volume 28, issue 2, 2026

China’s provincial implicit debt: estimation, determinants, and fiscal risk using machine learning and system GMM pp. 1-49

Xintao Zhao, Wenxiu Hu and Bingqian Zhao

A model for high-frequency detection of current risks based on news analysis and decentralized social networks pp. 1-23

Timotej Jagrič and Maša Galun

Nonlinear dependencies in Solvency II: risk aggregation with deep neural networks pp. 1-31

Anna Denkowska, Krystian Szczȩsny and Stanisław Wanat

A closer look at the probability of default taking into account the current regulatory considerations pp. 1-31

Christoph J. Börner, Dietmar Ernst, Ingo Hoffmann and Anne-Marie Ossig

Adaptive risk assessment: How massive disruption moderates risk propensity and organisational risk management strategies—lessons from COVID-19 pp. 1-35

Daniel A. Sanchez-Loor, Trang Thi Thuy Huynh and Wei-Shiun Chang

Risk contagion in global REITs markets based on volatility spillover networks pp. 1-35

Jian Liu, Chaoqiang Chen, Lei Sun, Hua-Tang Yin and Chun-Ping Chang

Pension redistribution and poverty reduction: a prospect theory approach pp. 1-18

Ishay Wolf

Innovations in financial decision-making: unveiling insights through a novel approach to almost stochastic dominance pp. 1-18

Ünsal Kıran, Oktay Taş and Umut Uğurlu

Local fiscal pressure and bank risk-taking: evidence on loan concentration in China pp. 1-41

Chunyu Cao, Haifeng Mai, Mengnan Zhu, Yun Zhang and Jingya Sun

Biodiversity risk and corporate default probability pp. 1-39

Hai Hong Trinh

Strengthening corporate crisis and risk management through dispersed knowledge management practices in global market dynamics pp. 1-32

Samera Nazir, Saqib Mehmood and Liu Junxia

Effects of the ECB’s monetary policy on sovereign bonds pricing pp. 1-38

Carlos Rincon, Olga Alekseeva, Darko Vukovic and Varvara Nazarova

Financial forecasting and new frontiers of Spline-GARCH: a superiority analysis over the traditional GARCH and machine learning models on belt and road initiative economies pp. 1-38

Tayyab Raza Fraz, Samreen Fatima, Fayaz Hussain Tunio and Magdalena Radulescu

Extreme volatility of crude oil futures in the wake of a black swan event pp. 1-19

Xiaohang Ren, Wanping Yang, Wenting Jiang and Yi Jin

The impact of CBDC on bank profitability in China: an analysis based on E-CNY pp. 1-19

Hui Chen, Zarina Md Nor, Rafisah Mat Radzi, Zuxia Dong and Qianhui Ren

Assessing climate risk and resilience across stocks, ESG portfolios, and REITs: evidence from predictive modelling pp. 1-19

Kazeem Isah

Disaster threatens the investment of enterprises in China pp. 1-21

Zhiming Yang, Yiru Wang, Pengfei Liu and Xiao-Chen Yuan

Higher-order moment spillovers and interpretable prediction in commodity markets using ARCD, TVP-VAR-EJC, and graph neural networks pp. 1-33

Jinxin Cui, Tianhe Chen and Zaghum Umar

FinTech-amplified credit risk: excess leverage and regulatory discipline in China’s real estate crisis pp. 1-25

Muhammad Suhrab, Chen Pinglu, Magdalena Radulescu and Cosimo Magazzino

Exploring key factors shaping non-life insurance demand across OECD nations pp. 1-14

Khaoula Mahmoud, Ines Nasri, Anyssa Trimech and Saloua Benammou

International diversification with parametric value-at-risk portfolios beyond normality pp. 1-22

Dejan Živkov and Sanja Lončar

Geopolitical risk and investment-cash flow sensitivity: the role of ESG performance pp. 1-22

Sakti Ranjan Dash, Maheswar Sethi and Chandrika Prasad Das

Exploring the connectedness and risk spillover in the energy, agriculture, and metal commodity markets: evidence from multilayer time-varying frequency networks pp. 1-29

Ran Wu

Bank FinTech and credit risk-taking: the role of competition and regulation pp. 1-29

Hanying Qi, Keng Yang, Ruijie Wu, Xin Wu, Gaoxiang Wang and Ziyu Zhang

The collapse of Credit Suisse: a case study in systemic failure and state-brokered rescue pp. 1-29

Muneer Maher Alshater

Development of the commercial paper market and corporate default risk pp. 1-27

Haiwei Xu

Do sustainable transitions help banks enhance resilience against unexpected shocks? Evidence from ASEAN banks pp. 1-27

Tin H. Ho

Spillover exposure in North American banks: persistence, macroeconomic conditions, and network structure pp. 1-27

Adedayo Ogunsanya

Multidimensional digital transformation and bank performance in china pp. 1-30

Liu Yang and Pujian Yang

Volume 28, issue 1, 2026

Climate policy uncertainty and financial market stability: evidence from stock price crash risk in China pp. 1-43

Lingpeng Shi, Leyi Chen and Ziqing Wu

ESG performance and corporate default risk: insights from investor perspectives pp. 1-39

Hong Yang, Xujing Li and Meng Li

Litigation risk and corporate reputation in emerging market: the role of green innovation pp. 1-41

Kainat Iftikhar, Can Yang and Tanveer Bagh

Financial stability and investor behavior amid climate and COVID-19 uncertainties: evidence from Asian emerging markets pp. 1-23

Naveed Jan, Waheed Ullah Shah, Magdalena Radulescu and Branimir Kalaš

New value-at-risk method adjusted for a long time horizon with application to exchange rates pp. 1-25

Tomáš Mrkvička, Martina Krásnická and Gabriela Hlásková

Financial distress prediction using signatures: evidence from Chinese listed firms pp. 1-27

Jiaqi Kuang, Zihao Guo, Jinghan Wang, Yezhen Wang and Kaiwen Zhang

Climate change, risks and ECB strategy: what is the effect on European banks’ stock return? pp. 1-38

Noemi Giampaoli and Matteo Renghini

Inclusion of carbon pricing into stress testing for the Austrian banking sector pp. 1-24

Natalia Burkina, Amna Shahbaz, Steffen Finck, Michael Hellwig, Mathias Schäfer and Claudia Kricke

Calibrating credit risk parameters for climate stress testing pp. 1-24

Wojciech Starosta