Journal of Risk & Control

2014 - 2020

Current editor(s): Stephanos T. Papadamou and Philippas Dionisis

From Risk Market Journals
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Stock Return Dynamics after Analyst Recommendation Revisions pp. 1-16: Andrey Kudryavtsev

Psychological Aspects of Stock Returns Accompanied by High Trading Volumes pp. 1-17: Andrey Kudryavtsev
A re-evaluation of the Feldstein-Horioka puzzle in the Eurozone pp. 19-35: Vasilios Plakandaras, Periklis Gogas and Theophilos Papadimitriou
Machine Learning Risk Models pp. 37-64: Zura Kakushadze and Willie Yu
An Analysis of the Impact of Modeling Assumptions in the Current Expected Credit Loss (CECL) Framework on the Provisioning for Credit Loss pp. 65-112: Michael Jacobs
Healthy...Distress... Default pp. 113-119: Zura Kakushadze

Notes on Fano Ratio and Portfolio Optimization pp. 1-33: Zura Kakushadze and Willie Yu
Stock Market Visualization pp. 35-140: Zura Kakushadze and Willie Yu
Financial crisis and corporate failure: The going concern assumption Findings from Athens stock exchange pp. 141-170: Olympia Gkouma, John Filos and Evangelos Chytis

On Origins of Bubbles pp. 1-30: Zura Kakushadze
Heavy-tailed Distributions and Risk Management of Equity Market Tail Events pp. 31-41: Zi-Yi Guo
GARCH model and fat tails of the Chinese stock market returns - New evidences pp. 43-49: Michael Day, Mark Diamond, Jeff Card, Jake Hurd and Jianping Xu
Efficiency of the UK Stock Exchange pp. 51-69: Vasilios Sogiakas
VIX Index and Stock Returns Following Large Price Moves pp. 71-101: Andrey Kudryavtsev

The contagious effects analysis of Chinese Equity Market to South Asia’s emerging financial markets pp. 1-15: Lianqian Yin and Yaqiong Li
Statistical Industry Classification pp. 17-65: Zura Kakushadze and Willie Yu

Democracy, Political Stability and Economic performance. A Panel Data Analysis pp. 1-18: Militiades N. Georgiou, Nicholas Kyriazis and Emmanouil-Marios-Lazaros Economou
Cash Holdings and Firm Characteristics: Evidence from UK Market pp. 19-43: Efstathios Magerakis, Costas Siriopoulos and Athanasios Tsagkanos
Performance of the Greek banking sector pre and throughout the financial crisis pp. 45-69: Iliana G. Chatzi, Mihail N.Diakomihalis and Evangelos ?. Chytis

Facts and Fantasies about Gold pp. 1-12: Joachim Klement
An Analysis of the Covered Warrants listed on the Athens Exchange pp. 13-30: Costas Siriopoulos and Athanasios Fassas
Hedging Effectiveness of Applying Constant and Time-Varying Hedge Ratios: Evidence from Taiwan Stock Index Spot and Futures pp. 31-49: Dar-Hsin Chen, Leo Bin and Chun-Yi Tseng
The link between transparency and independence of central banks pp. 51-60: Eleftherios Spyromitros