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Content
May 2024, Volume 25, Issue 4
- 602-628 Temporary employment and financial distress in times of crisis
by Dengjun Zhang & Nirosha Wellalage & Viviana Fernandez - 629-645 Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence
by Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah
April 2024, Volume 25, Issue 4
- 557-587 Does the Too-Big-To-Fail status affect depositor’s discipline: a Gaussian mixture model algorithm approach
by Arushi Jain - 588-601 Is tax avoidance one of the purposes of financial data manipulation? The case of Romania
by Isabella Lucut Capras & Monica Violeta Achim & Eugenia Ramona Mara
June 2024, Volume 25, Issue 4
- 646-663 Geopolitical risk and banking performance: evidence from emerging economies
by Nabil Adel & Maryem Naili - 664-683 The influence of economic policy uncertainty on stock market liquidity? The mediating role of investor sentiment
by Mahbouba Nasraoui & Aymen Ajina & Amani Kahloul - 684-703 Is the insurance industry sustainable?
by Martin Eling
March 2024, Volume 25, Issue 3
- 385-406 How do gender diversity and CEO profile impact dividend policy in banking? Evidence from Islamic and conventional banks
by Hicham Sbai & Ines Kahloul & Jocelyn Grira - 443-470 Downside risk in Dow Jones equity markets: hedging and portfolio management during COVID-19 pandemic and the Russia–Ukraine war
by Amira Said & Chokri Ouerfelli - 471-488 Diversity as value driver in Euro Stoxx 50 companies
by Raul Gomez-Martinez & María Luisa Medrano-Garcia
April 2024, Volume 25, Issue 3
- 489-509 Corporate governance and financial fraud occurrence – case study on Romanian companies
by Andrada Popa (Sabău) & Monica Violeta Achim & Alin Cristian Teusdea - 510-536 The impact of market concentration and market power on banking stability – evidence from Europe
by Sarah Herwald & Simone Voigt & André Uhde - 537-554 Economic freedom and banks' risk-taking in Japan: a tale of two sides
by Faisal Abbas & Shoaib Ali & Muhammad Tahir Suleman
February 2024, Volume 25, Issue 3
- 407-421 Twitter sentiment analysis and bitcoin price forecasting: implications for financial risk management
by Tauqeer Saleem & Ussama Yaqub & Salma Zaman - 422-442 Political stability and corruption nexus: an international perspective on European and Asian countries
by Daniela-Georgeta Beju & Maria-Lenuta Ciupac-Ulici & Vasile Paul Bresfelean
February 2024, Volume 25, Issue 2
- 253-276 Exploring the uncharted territories: a structured literature review on cryptocurrency accounting and auditing
by Adriana Tiron-Tudor & Stefania Mierlita & Francesca Manes Rossi - 277-292 The determinants of compliance VAT gap
by Ionuţ Constantin Cuceu & Decebal Remus Florescu & Viorela Ligia Văidean - 293-320 The impact of climate change news on the US stock market
by Elena Fedorova & Polina Iasakova - 321-336 Time–frequency correlation and risk spillovers between Euramerican mature and Asian emerging crude oil futures markets
by Shuifeng Hong & Yimin Luo & Mengya Li & Duoping Yang - 337-365 Impact of specific liquidity shocks on the bank's solvency
by Julien Dhima & Catherine Bruneau - 366-381 Asymmetry risk and herding behavior: a quantile regression study of the Egyptian mutual funds
by Noura Metawa & Saad Metawa & Maha Metawea & Ahmed El-Gayar
January 2024, Volume 25, Issue 2
- 181-223 Examining the white and dark sides of digitalisation effects on corruption: unveiling research patterns and insights for future research
by Cristina Boța-Avram - 224-252 Cyber insurance risk analysis framework considerations
by Călin Mihail Rangu & Leonardo Badea & Mircea Constantin Scheau & Larisa Găbudeanu & Iulian Panait & Valentin Radu
January 2024, Volume 25, Issue 1
- 115-129 The dynamic impact of oil shocks on the Saudi stock market: new evidence through dynamic simulated ARDL approach
by Amel Belanès & Abderrazek Ben Maatoug & Mohamed Bilel Triki - 130-159 Covid-19 severity, government responses and stock market reactions: a study of 14 highly affected countries
by Thi Thanh Xuan Pham & Thi Thanh Trang Chu - 160-177 Forecasting value-at-risk and expected shortfall in emerging market: does forecast combination help?
by Trung Hai Le
November 2023, Volume 25, Issue 1
- 19-34 Re-examining asymmetric dynamics in the relationship between macroeconomic variables and stock market indices: empirical evidence from Malaysia
by Rajesh Mohnot & Arindam Banerjee & Hanane Ballaj & Tapan Sarker - 35-63 Voting stake of the largest shareholder, ownership concentration and leverage
by Timm Gödecke & Dirk Schiereck - 64-79 Can green finance promote high-quality energy development? The case of China
by Bo Wang & Kangyin Dong & Farhad Taghizadeh-Hesary - 80-114 Dynamic connectedness amongst green bonds, pollution allowance policy, social responsibility and uncertainty
by Huthaifa Alqaralleh
October 2023, Volume 25, Issue 1
- 1-18 Market power, industry concentration and earnings management: does corporate governance matter
by Ameet Kumar Banerjee & Soumen Chatterjee & Avijan Dutta
September 2023, Volume 24, Issue 5
- 614-630 Contagion in the Euro area sovereign CDS market: a spatial approach
by Nadia Ben Abdallah & Halim Dabbou & Mohamed Imen Gallali - 631-656 Effects of chairman ownership on financing decisions: empirical evidence from GCC
by Hamada Elsaid Elmaasrawy & Omar Ikbal Tawfik & Khaled Hussainey - 657-683 Examining the efficiency of stock markets using multifractal detrended fluctuation analysis. Empirical evidence from OIC (Organization of Islamic Cooperation) countries during the GFC and COVID-19 pandemic
by Muhammad Rehan & Mustafa Gül - 684-720 Geopolitical uncertainty and the cost of debt financing: the moderating role of information asymmetry
by Salma Mokdadi & Zied Saadaoui
July 2023, Volume 24, Issue 5
- 554-584 Spillover effects of CEO performance-induced removal on competitor CEOs' firms' financial policies
by Saif-Ur-Rehman & Khaled Hussainey & Hashim Khan - 585-613 Environment, social and governance (ESG) performance and CDS spreads: the role of country sustainability
by Lutfi Abdul Razak & Mansor H. Ibrahim & Adam Ng
October 2023, Volume 24, Issue 5
- 537-553 Income smoothing management and loan loss provisions in the banking system
by Alba Gómez-Ortega & Ana Licerán-Gutiérrez & Maria de la Paz Horno-Bueno
May 2023, Volume 24, Issue 4
- 393-423 Asymmetric information flow to G7 and Nordic equities markets during COVID-19 pandemic
by Peterson Owusu Junior & Ngo Thai Hung - 424-448 Market perceptions on the role of female leadership in adapting to climate change
by Othar Kordsachia & Alexander Bassen & Christian Fieberg & Katharina Wolters - 449-463 The links between financial depth and economic variables: evidence from Poland
by Ayesha Afzal & Saba Fazal Firdousi & Kamil Mahmood - 464-482 Forecasting nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula: evidence from GAS models
by Mehdi Mili & Ahmed Bouteska
June 2023, Volume 24, Issue 4
- 483-502 Dynamic hedging strategies across assets and commodities – a wavelet analysis
by Aqila Rafiuddin & Jesus Cuauhtemoc Tellez Gaytan & Rajesh Mohnot & Arindam Banerjee - 503-522 Rippling effect of liquidity risk in the sovereign term structure
by Rintu Anthony & Krishna Prasanna
July 2023, Volume 24, Issue 4
- 523-536 Capital structure and default risk of small and medium enterprises: evidence from Algeria
by Riad Baha & Aldo Levy & Amir Hasnaoui
March 2023, Volume 24, Issue 3
- 354-370 War build-up and stock returns: evidence from Russian and Ukrainian stock markets
by Khakan Najaf & Mayank Joshipura & Muneer M. Alshater - 371-385 Redefining investors' goals in the post–normal world
by Vladimir Dmitrievich Milovidov
April 2023, Volume 24, Issue 3
- 285-315 Interlinkages of market power, price and liquidity network in banks: evidence from an emerging economy
by Abhishek Poddar & Sangita Choudhary & Aviral Kumar Tiwari & Arun Kumar Misra - 316-323 Credit risk downgrades and the CDS market: a wavelet analysis
by Olivier Nataf & Lieven De Moor - 324-336 Russia–Ukrainian war: measuring the intraday risk dynamics of energy futures contracts using VaR and CVaR
by Ameet Kumar Banerjee
February 2023, Volume 24, Issue 3
- 337-353 Duty calls: prediction of failure in reorganization processes
by Isabel Abinzano & Harold Bonilla & Luis Muga
February 2023, Volume 24, Issue 2
- 244-268 Competition–banking stability: the moderating role of government intervention quality in North African countries
by Nadia Basty & Ines Ghazouani - 269-284 Modelling of crude oil price data using hidden Markov model
by Safaa Kadhem & Haider Thajel
January 2023, Volume 24, Issue 2
- 186-211 Stock market integration and volatility spillovers: new evidence from Asia–Pacific and European markets
by Biplab Kumar Guru & Inder Sekhar Yadav - 212-225 A risk-neutral approach to the RAROC method of loan pricing using account-level data
by Arun Kumar Misra & Molla Ramizur Rahman & Aviral Kumar Tiwari - 226-243 Directional predictability and volatility spillover effect from stock market indexes to Bitcoin: evidence from developed and emerging markets
by Imen Omri
January 2023, Volume 24, Issue 1
- 6-23 The Russia–Ukraine conflict and foreign stocks on the US market
by Danjue Clancey-Shang & Chengbo Fu
December 2022, Volume 24, Issue 2
- 145-168 On the safe-haven and hedging properties of Bitcoin: new evidence from COVID-19 pandemic
by Wafa Abdelmalek & Noureddine Benlagha - 169-185 Energy-conserving cryptocurrency response during the COVID-19 pandemic and amid the Russia–Ukraine conflict
by Emna Mnif & Khaireddine Mouakhar & Anis Jarboui
December 2022, Volume 24, Issue 1
- 105-121 The impact of the Russia–Ukraine conflict (2022) on volatility connectedness between the Egyptian stock market sectors: evidence from the DCC-GARCH-CONNECTEDNESS approach
by Hisham Abdeltawab Mahran - 122-142 Dodging the bullet: overcoming the financial impact of Ukraine armed conflict with sustainable business strategies and environmental approaches
by Marina Mattera & Federico Soto
July 2022, Volume 24, Issue 1
- 24-39 What makes firms vulnerable to the Russia–Ukraine crisis?
by Wajih Abbassi & Vineeta Kumari & Dharen Kumar Pandey
November 2022, Volume 24, Issue 1
- 72-88 News-based sentiment: can it explain market performance before and after the Russia–Ukraine conflict?
by Viet Hoang Le & Hans-Jörg von Mettenheim & Stéphane Goutte & Fei Liu - 89-104 The footprints of Russia–Ukraine war on the intraday (in)efficiency of energy markets: a multifractal analysis
by Faheem Aslam & Skander Slim & Mohamed Osman & Ibrahim Tabche
August 2022, Volume 24, Issue 1
- 40-58 Consequences of Russian invasion on Ukraine: evidence from foreign exchange rates
by Florin Aliu & Simona Hašková & Ujkan Q. Bajra
October 2022, Volume 24, Issue 1
- 59-71 Cryptocurrency liquidity during the Russia–Ukraine war: the case of Bitcoin and Ethereum
by Saliha Theiri & Ramzi Nekhili & Jahangir Sultan
September 2022, Volume 23, Issue 5
- 461-479 Technology-push and market-pull strategies: the influence of the innovation ecosystem on companies' involvement in the Industry 4.0 paradigm
by James Boyer & Annemarie Kokosy - 639-651 How does human capital efficiency impact credit risk?: the case of commercial banks in the GCC
by Jamila Abaidi Hasnaoui & Amir Hasnaoui - 652-668 You sneeze, and the markets are paranoid: the fear, uncertainty and distress sentiments impact of the COVID-19 pandemic on the stock–bond correlation
by Ameet Kumar Banerjee - 669-676 The price reaction and investment exposure of equity funds: evidence from the Russia–Ukraine military conflict
by Larisa Yarovaya & Nawazish Mirza
August 2022, Volume 23, Issue 5
- 605-618 Bitcoin's hedging attributes against equity market volatility: empirical evidence during the COVID-19 pandemic
by Jocelyn Grira & Sana Guizani & Ines Kahloul
July 2022, Volume 23, Issue 5
- 558-582 Impact of fiscal consolidation on economic growth: the Tunisian case
by Ameni Mtibaa & Amine Lahiani & Foued badr Gabsi - 583-604 The impact of research and development (R&D) on economic growth: new evidence from kernel-based regularized least squares
by Jean-Joseph Minviel & Faten Ben Bouheni - 619-638 Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe
by Afees Salisu & Jean Paul Tchankam
October 2022, Volume 23, Issue 5
- 480-497 Economic effects of green bond market development in Asian economies
by Quang Phung Thanh - 498-515 Market discipline and bank risk through new regulations: evidence from Asia–Pacific
by Anh Ngoc Quynh Le - 516-534 Is financial distress risk important for manufacturing SMEs to rebalance the short-term debt ratio?
by Filipe Sardo & Zélia Serrasqueiro & Elisabete Vieira & Manuel Rocha Armada - 535-557 Fintech and Islamic banking growth: new evidence
by Mouwafac Sidaoui & Faten Ben Bouheni & Zandanbal Arslankhuyag & Samuele Mian
June 2022, Volume 23, Issue 4
- 418-436 Does the market discipline banks? Evidence from Balkan states
by Ayesha Afzal & Saba Fazal Firdousi
May 2022, Volume 23, Issue 4
- 329-348 The effect of digital transformation on firm performance: evidence from Swedish listed companies
by Maha Khemakhem Jardak & Salah Ben Hamad - 349-367 Understanding the adoption of cryptocurrencies for financial transactions within a high-risk context
by Amal Dabbous & May Merhej Sayegh & Karine Aoun Barakat - 368-384 Time-frequency analysis of the comovement between wheat and equity markets
by Amine Ben Amar & Mondher Bouattour & Jean-Etienne Carlotti - 385-402 Analyzing the green financing and energy efficiency relationship in ASEAN
by Phung Thanh Quang & Doan Phuong Thao - 403-417 The cross-section of expected stock returns and components of idiosyncratic volatility
by Seyed Reza Tabatabaei Poudeh & Chengbo Fu
July 2022, Volume 23, Issue 4
- 437-455 Impact of the application of IFRS 9 on listed Spanish credit institutions: implications from the regulatory, supervisory and auditing point of view
by Alba Gómez-Ortega & Vera Gelashvili & María Luisa Delgado Jalón & José Ángel Rivero Menéndez
April 2022, Volume 23, Issue 3
- 303-323 Peer-to-peer lending platform risk analysis: an early warning model based on multi-dimensional information
by Huosong Xia & Ping Wang & Tian Wan & Zuopeng Justin Zhang & Juan Weng & Sajjad M. Jasimuddin
February 2022, Volume 23, Issue 3
- 245-263 The impact of counterparty risk on the basis risk of industry loss warranties and on (collateralized) reinsurance under (non-)linear dependence structures
by Heike Bockius & Nadine Gatzert - 264-288 Directional predictability between trading volume and price returns in the agricultural futures markets: risk implications for traders
by Dimitrios Panagiotou & Alkistis Tseriki
March 2022, Volume 23, Issue 3
- 289-302 One-size risk-adjusted discount rate does not fit all risky projects
by Luisa Tibiletti
January 2022, Volume 23, Issue 2
- 121-138 Wavelet power spectrum analysis of ETF’s tracking error
by Aniel Nieves-González & Javier Rodríguez & José Vega Vilca - 155-168 Personal characteristics and risk tolerance in a natural experiment
by Peter Brous & Bo Han - 191-205 Quantifying the hedge and safe-haven properties of bond markets for cryptocurrency indices
by Sitara Karim & Muhammad Abubakr Naeem & Nawazish Mirza & Jessica Paule-Vianez
February 2022, Volume 23, Issue 2
- 139-154 Political sentiment and stock crash risk
by Cathy Xuying Cao & Chongyang Chen - 169-190 ESG and corporate credit spreads
by Florian Barth & Benjamin Hübel & Hendrik Scholz - 206-244 Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period
by Ahmed Ghorbel & Mohamed Fakhfekh & Ahmed Jeribi & Amine Lahiani
January 2022, Volume 23, Issue 1
- 32-54 Trading activity on social trading platforms – a behavioral approach
by Gregor Dorfleitner & Isabel Scheckenbach - 55-84 A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors
by Anja Vinzelberg & Benjamin Rainer Auer - 85-120 Corporate social responsibility and systematic risk: international evidence
by Gregor Dorfleitner & Johannes Grebler
December 2021, Volume 23, Issue 1
- 1-13 Short- and long-term effects of responsible investment growth on equity returns
by Yann Ferrat & Frédéric Daty & Radu Burlacu - 14-31 Power law bond price and yield approximation
by Joel R. Barber
November 2021, Volume 22, Issue 5
- 363-383 The determinants of corporate FX speculation – Why firms increase risk
by Andreas Hecht
September 2021, Volume 22, Issue 5
- 313-331 Volatility discovery in cryptocurrency markets
by Thomas Dimpfl & Dalia Elshiaty - 332-344 Copula methods for evaluating relative tail forecasting performance
by Ángel León & Trino-Manuel Ñíguez - 345-362 Optimal asset allocation in retirement planning: threshold-based utility maximization
by Maximilian Bär & Nadine Gatzert & Jochen Ruß
October 2021, Volume 22, Issue 3/4
- 279-295 A new approximation for the risk premium with large risks
by Richard Watt & Philip Gunby - 296-311 Contagions in interconnected power markets
by Rangga Handika
July 2021, Volume 22, Issue 3/4
- 193-208 Calculating lifetime expected loss for IFRS 9: which formula is measuring what?
by Bernd Engelmann - 209-239 How inefficient is an inefficient credit process? An analysis of the Italian banking system
by Peter Cincinelli & Domenico Piatti - 240-260 Cyber risk management in SMEs: insights from industry surveys
by Felicitas Hoppe & Nadine Gatzert & Petra Gruner
September 2021, Volume 22, Issue 3/4
- 261-278 Dividend policy and the downside risk in stock prices: evidence from the MENA region
by Omar Farooq & Harit Satt & Fatima Zahra Bendriouch & Diae Lamiri
May 2021, Volume 22, Issue 2
- 113-129 Structured product investment behavior in low-interest rate environments
by Hirotaka Fushiya & Tomoki Kitamura & Munenori Nakasato - 130-152 Exploring the trade-off between liquidity, risk and return under sectoral diversification across distinct economic settings
by Carla Henriques & Elisabete Neves - 153-168 A systematic and bibliometric review on risk culture: a novel theoretical framework
by Riccardo Cimini
June 2021, Volume 22, Issue 2
- 169-190 How to estimate expected credit losses – ECL – for provisioning under IFRS 9
by Mariya Gubareva
June 2021, Volume 22, Issue 1
- 78-92 The performance of corporate bond issuers in times of financial crisis: empirical evidence from Latin America
by Marc Berninger & Bruno Fiesenig & Dirk Schiereck
May 2021, Volume 22, Issue 1
- 34-43 A volatility-match approach to measure performance: the case of socially responsible exchange traded funds (ETFs)
by Manuel Lobato & Javier Rodríguez & Herminio Romero - 44-55 How dark is the dark side of diversification?
by Pedro E. Cadenas & Henryk Gzyl & Hyun Woong Park - 56-77 Scenario-based measurement of interest rate risks
by Sebastian Schlütter - 93-109 Dependent structure and risk analysis of S&P 500 Index's continuously rising returns and continuously falling returns
by Wuyi Ye & Ruyu Zhao
October 2020, Volume 22, Issue 1
- 1-15 Risk assessment for financial accounting: modeling probability of default
by Tobias Filusch
July 2020, Volume 22, Issue 1
- 16-33 Comparative analysis of interest rate term structures in the Solvency II environment
by Mariano Gonzalez Sanchez & Sonia Rodriguez-Sanchez
June 2020, Volume 21, Issue 5
- 543-557 Valuation of initial margin using bootstrap method
by Modisane Bennett Seitshiro & Hopolang Phillip Mashele
November 2020, Volume 21, Issue 5
- 517-541 An augmented macroeconomic linear factor model of South African industrial sector returns
by Jan Jakub Szczygielski & Leon Brümmer & Hendrik Petrus Wolmarans - 577-620 Children’s toy or grown-ups’ gamble? LEGO sets as an alternative investment
by Savva Shanaev & Nikita Shimkus & Binam Ghimire & Satish Sharma
April 2020, Volume 21, Issue 5
- 469-492 Blockchain systems for trade clearing
by Wei-Tek Tsai & Yong Luo & Enyan Deng & Jing Zhao & Xiaoqiang Ding & Jie Li & Bo Yuan
September 2020, Volume 21, Issue 5
- 659-678 Forward-looking financial risk management and the housing market in the United Kingdom: is there a role for sentiment indicators?
by Frederik Kunze & Tobias Basse & Miguel Rodriguez Gonzalez & Günter Vornholz
December 2020, Volume 21, Issue 5
January 2020, Volume 21, Issue 5
- 493-516 Forecasting multivariate VaR and ES using MC-GARCH-Copula model
by Hemant Kumar Badaye & Jason Narsoo
August 2020, Volume 21, Issue 5
- 559-576 Loan fair values and the financial crisis
by Niranjan Chipalkatti & Massimo DiPierro & Carl Luft & John Plamondon
July 2020, Volume 21, Issue 4
- 317-332 Enterprise risk management and Solvency II: the system of governance and the Own Risk and Solvency Assessment
by Pablo Durán Santomil & Luis Otero González - 333-353 How blockchain technology can monetize new music ventures: an examination of new business models
by Robyn Owen & Marcus O'Dair - 399-422 CDS-based implied probability of default estimation
by Amira Abid & Fathi Abid & Bilel Kaffel
August 2020, Volume 21, Issue 4
- 423-443 Forecasting the macro determinants of bank credit quality: a non-linear perspective
by Maria Grazia Fallanca & Antonio Fabio Forgione & Edoardo Otranto
October 2020, Volume 21, Issue 4
- 355-397 A Monte Carlo evaluation of non-parametric estimators of expected shortfall
by Julia S. Mehlitz & Benjamin R. Auer - 445-458 De-risking or recontracting – the risk dilemma of EU money laundering regulation
by Kalle Johannes Rose - 459-468 Using the Shapley value of stocks as systematic risk
by Haim Shalit
June 2020, Volume 21, Issue 3
- 233-251 Revisiting Fama–French’s asset pricing model with an MCB volatility risk factor
by Xiaoying Chen & Nicholas Ray-Wang Gao
July 2020, Volume 21, Issue 3
- 201-216 Tail models and the statistical limit of accuracy in risk assessment
by Ingo Hoffmann & Christoph J. Börner - 217-231 On the management of retirement age indexed to life expectancy: a scenario analysis of the Italian longevity experience
by Mariarosaria Coppola & Maria Russolillo & Rosaria Simone - 253-269 Longevity swaps for longevity risk management in life insurance products
by Canicio Dzingirai & Nixon S. Chekenya - 271-298 Optimal pooling strategies under heterogeneous risk classes
by Florian Klein & Hato Schmeiser - 299-316 Testing risk proxies for financial collateral haircuts: adequacy of capturing tail risk
by Lukasz Prorokowski & Oleg Deev & Hubert Prorokowski
May 2020, Volume 21, Issue 2
- 57-76 Financial misconduct in Indian banks: what matters and what doesn’t?
by Saibal Ghosh - 127-157 Optimization of special cryptocurrency portfolios
by Benjamin Schellinger - 159-179 Emerging market currency risk exposure: evidence from South Africa
by Mashukudu Hartley Molele & Janine Mukuddem-Petersen - 181-200 Are Islamic stocks subject to oil price risk exposure?
by Ivan Mugarura Tusiime & Man Wang
April 2020, Volume 21, Issue 2
- 77-109 The impact of telematics on the insurability of risks
by Martin Eling & Mirko Kraft - 111-126 Market risk assessment
by Athanasios Kokoris & Fragiskos Archontakis & Christos Grose
March 2020, Volume 21, Issue 1
- 37-54 Risk and complexity – on complex risk management
by Jan Emblemsvåg
February 2020, Volume 21, Issue 1
- 1-22 Does securitization escalate banks’ sensitivity to systemic risk?
by Katerina Ivanov & Julia Jiang - 23-35 The term structure of equity factor diversification
by Julien Fouquau & Cecile Kharoubi
October 2019, Volume 20, Issue 5
- 389-410 The impact of market sectors and rating agencies on credit ratings: global evidence
by Kerstin Lopatta & Magdalena Tchikov & Finn Marten Körner - 411-434 Shadow prices of non-performing loans and the global financial crisis
by Ameni Tarchouna & Bilel Jarraya & Abdelfettah Bouri - 470-483 Effect of pre-disclosure information leakage by block traders
by Tai-Young Kim - 542-555 Risk-mitigating effect of ESG on momentum portfolios
by Lars Kaiser & Jan Welters - 556-593 Portfolio allocation across variance risk premia
by Julien Chevallier & Dinh-Tri Vo
November 2019, Volume 20, Issue 5
- 435-444 Relationship between price and volume in the Bitcoin market
by Eray Gemici & Müslüm Polat - 445-469 How to derive optimal guarantee levels in participating life insurance contracts
by Alexander Braun & Marius Fischer & Hato Schmeiser - 484-500 Sovereign rating announcements and the integration of African banking markets
by Jianan He & Dirk Schiereck - 501-519 How do firms manage their interest rate exposure?
by Andreas Hecht - 520-541 Savings operations with random commencement and conclusion
by María del Carmen Valls Martínez & Salvador Cruz Rambaud & Emilio Abad Segura - 594-610 Overcoming economic stagnation in low-income communities with programmable money
by Yakko Majuri
October 2019, Volume 20, Issue 4
- 352-369 Adjusting for risk factors in mutual fund performance and performance persistence
by Drosos Koutsokostas & Spyros Papathanasiou & Dimitris Balios
September 2019, Volume 20, Issue 4
- 313-329 Does idiosyncratic risk matter? Evidence from mergers and acquisitions
by Pascal Nguyen & Younes Ben Zaied & Thu Phuong Pham - 330-351 Cryptocurrencies vs global foreign exchange risk
by Calvin W. H. Cheong - 370-387 Interest rates calibration with a CIR model
by Giuseppe Orlando & Rosa Maria Mininni & Michele Bufalo
June 2019, Volume 20, Issue 3
- 226-248 Knowledge is power – conceptualizing collaborative financial risk assessment
by Thomas Michael Brunner-Kirchmair & Melanie Wiener
July 2019, Volume 20, Issue 3
- 249-266 Spillover effects in the European financial services industry from internal fraud events
by Christian Eckert & Nadine Gatzert & Alexander Pisula - 267-290 What is the value of Facebook? Evidence from the Schwartz/Moon model
by Josef Schosser & Heiko Ströbele - 291-310 Asset sales, recourse and investor reactions to initial securitizations
by Eric J. Higgins & Joseph R. Mason & Adi E. Mordel
March 2019, Volume 20, Issue 2
- 114-137 On the nature and financial performance of bitcoin
by Elise Alfieri & Radu Burlacu & Geoffroy Enjolras - 138-154 From the Fermi–Dirac distribution to PD curves
by Vivien Brunel
July 2019, Volume 20, Issue 2
- 201-222 Risk models vs characteristic models from an investor’s perspective
by Christian Fieberg & Armin Varmaz & Thorsten Poddig
June 2019, Volume 20, Issue 2
- 155-175 High leverage and variance of SMEs performance
by Mazen Gharsalli - 176-200 The impact of spillover effects from operational risk events: a model from a portfolio perspective
by Christian Eckert & Nadine Gatzert
January 2019, Volume 20, Issue 1
- 2-13 Managing risk for sustainable microfinance
by Heather Knewtson & Howard Qi - 14-38 The risk in socially responsible investing: the other side of the coin
by Alberto Burchi - 39-58 Enterprise risk management in family firms: evidence from Austria and Germany
by Martin R.W. Hiebl & Christine Duller & Herbert Neubauer - 59-81 Non-performing loans and financial development: new evidence
by Peterson K. Ozili - 82-93 A dynamic model of an insurer: loss shocks, capacity constraints and underwriting cycles
by Ning Wang & Maryna Murdock - 94-110 Riskiness of lending to small businesses: a dynamic panel data analysis
by Eliud Moyi
August 2018, Volume 19, Issue 5
- 478-512 Assigning Eurozone sovereign credit ratings using CDS spreads
by Rick van de Ven & Shaunak Dabadghao & Arun Chockalingam
November 2018, Volume 19, Issue 5
- 548-563 A deforming time approach to the treatment of risk in projects evaluation
by Salvador Cruz-Rambaud & Ana Maria Sanchez-Perez - 564-590 Risk aversion decomposition and the impact of monetary policy surprises on aggregate tail risk aversion
by Denghui Chen
October 2018, Volume 19, Issue 5
- 414-436 Shadow credit in the middle market: the decade after the financial collapse
by Craig Anthony Zabala & Jeremy Marc Josse - 524-547 A multi-factor HJM and PCA approach to risk management of VIX futures
by Philippe Bélanger & Marc-André Picard
June 2018, Volume 19, Issue 5
- 513-523 Real exchange rate volatility and domestic consumption in Ghana
by Bernard Njindan Iyke & Sin-Yu Ho
July 2018, Volume 19, Issue 5
- 437-453 Does market response to S&P additions reflect adjustment for risk?
by Marek Marciniak & Deborah Drummond Smith - 454-477 Bank failure intensity modeling: an ACD model approach
by Vasileios Siakoulis
August 2018, Volume 19, Issue 4
- 327-342 Cognitive risk culture and advanced roles of actors in risk governance: a case study
by Ruchi Agarwal & Sanjay Kallapur - 343-360 Impact of underwriting insurance risk on bank holding company behavior
by Manu Gupta & Puneet Prakash - 361-378 Does firm performance increase with risk-taking behavior under information technological turbulence?
by Aluisius Hery Pratono - 379-395 Effects of committee overlap on the monitoring effectiveness of boards of directors: a meta-analysis
by Remmer Sassen & Miriam Stoffel & Maximilian Behrmann & Willi Ceschinski & Hanh Doan - 396-412 Influencing risk taking in competitive environments: an experimental analysis
by Ivo Schedlinsky & Friedrich Sommer & Arnt Wöhrmann
August 2018, Volume 19, Issue 3
- 247-261 Sustainability-themed mutual funds: an empirical examination of risk and performance
by Federica Ielasi & Monica Rossolini & Sara Limberti - 277-294 Taxes and risk-taking behavior: evidence from mergers and acquisitions in the G7 nations
by Poonyawat Sreesing
June 2018, Volume 19, Issue 3
- 262-276 Firm opacity and informed trading around spinoffs
by Yuan Wen
July 2018, Volume 19, Issue 3
- 210-224 Revisiting the (mis)pricing of the accrual anomaly
by Felix Canitz & Christian Fieberg & Kerstin Lopatta & Thorsten Poddig & Thomas Walker - 225-246 Strategic risk, banks, and Basel III: estimating economic capital requirements
by Arun Chockalingam & Shaunak Dabadghao & Rene Soetekouw