Printed from https://ideas.repec.org/s/eme/jrfpps.html
Content
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
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
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
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
January 2020, Volume 21, Issue 5
- 493-516 Forecasting multivariate VaR and ES using MC-GARCH-Copula model
by Hemant Kumar Badaye & Jason Narsoo
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
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
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
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
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
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 - 295-314 A spectral analysis based heteroscedastic model for the estimation of value at risk
by Yang Zhao
June 2018, Volume 19, Issue 3
- 262-276 Firm opacity and informed trading around spinoffs
by Yuan Wen
March 2018, Volume 19, Issue 2
- 94-126 The evolution of the bitcoin economy
by Paolo Tasca & Adam Hayes & Shaowen Liu - 127-136 Value-at-risk and related measures for the Bitcoin
by Stavros Stavroyiannis - 137-153 Enterprise risk management: history and a design science proposal
by Michael McShane - 154-173 Financial penalties and banks’ systemic risk
by Hannes Köster & Matthias Pelster - 174-189 Investor protection, valuation methods and the German alternative funds industry
by Bernd Hoffmann & Karsten Paetzmann - 190-207 Economies of scale in European life insurance
by Udo Klotzki & Alexander Bohnert & Nadine Gatzert & Ulrike Vogelgesang
January 2018, Volume 19, Issue 1
- 4-25 Blockchains and distributed ledgers in retrospective and perspective
by Alexander Lipton
December 2018, Volume 19, Issue 1
- 26-38 Case study of Lykke exchange: architecture and outlook
by Richard Olsen & Stefano Battiston & Guido Caldarelli & Anton Golub & Mihail Nikulin & Sergey Ivliev - 39-55 An innovative RegTech approach to financial risk monitoring and supervisory reporting
by Petros Kavassalis & Harald Stieber & Wolfgang Breymann & Keith Saxton & Francis Joseph Gross - 56-75 Using sentiment analysis to predict interday Bitcoin price movements
by Vytautas Karalevicius & Niels Degrande & Jochen De Weerdt - 76-92 From digital currencies to digital finance: the case for a smart financial contract standard
by Willi Brammertz & Allan I. Mendelowitz
November 2017, Volume 18, Issue 5
- 486-499 Product diversification, business structure, and firm performance in Taiwanese property and liability insurance sector
by Chen-Ying Lee - 500-522 The effect of monetary policy announcements and government interventions on the US insurance industry during the 2007-2009 crisis
by Martin F. Grace & Jannes Rauch & Sabine Wende - 523-540 Default prediction using balance-sheet data: a comparison of models
by Andreas Behr & Jurij Weinblat - 541-563 Bond valuation for generalized Langevin processes with integrated Lévy noise
by Alex Paseka & Aerambamoorthy Thavaneswaran - 564-580 Financial distress cost of Italian small and medium enterprises
by Andrea Quintiliani - 581-600 Residual foreign exchange risk: does CEO compensation matter?
by Ghassen Nouajaa & Jean-Laurent Viviani
August 2017, Volume 18, Issue 4
- 338-367 The impact of sovereign rating events on bank stock returns
by Haoshen Hu - 368-380 Exploring the relationship between macroeconomic indicators and sovereign credit default swap in Pakistan
by Abdul Rashid & Farooq Ahmad & Ammara Yasmin - 381-397 Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle
by Naama Trad & Houssem Rachdi & Abdelaziz Hakimi & Khaled Guesmi - 398-431 Time-varying beta during the 2008 financial crisis – evidence from North America and Western Europe
by Ikrame Ben Slimane & Makram Bellalah & Hatem Rjiba - 432-442 Interest rate convergence, sovereign credit risk and the European debt crisis: a survey
by Mario Gruppe & Tobias Basse & Meik Friedrich & Carsten Lange - 443-465 Interest rate, liquidity, and sovereign risk: derivative-based VaR
by Mariya Gubareva & Maria Rosa Borges - 466-483 Asset liability management and the euro crisis
by Miguel Rodriguez Gonzalez & Frederik Kunze & Christoph Schwarzbach & Christoph Dieng
May 2017, Volume 18, Issue 3
- 234-251 Enterprise risk management: a capability-based perspective
by Yevgen Bogodistov & Veit Wohlgemuth - 252-267 Systemic operational risk
by Thomas Kaspereit & Kerstin Lopatta & Suren Pakhchanyan & Jörg Prokop - 268-283 Estimates and inferences in accounting panel data sets: comparing approaches
by Felix Canitz & Panagiotis Ballis-Papanastasiou & Christian Fieberg & Kerstin Lopatta & Armin Varmaz & Thomas Walker - 284-302 Concentration and financial stability in the property-liability insurance sector: global evidence
by Muhammed Altuntas & Jannes Rauch - 303-310 Asset risk and leverage under information asymmetry
by Pascal Nguyen - 311-325 Markov regenerative credit rating model
by Puneet Pasricha & Dharmaraja Selvamuthu & Viswanathan Arunachalam - 326-335 Macroprudential measures in the housing markets – a note on the empirical literature
by Essi Eerola
March 2017, Volume 18, Issue 2
- 122-144 CDS spreads as an independent measure of credit risk
by Florian Kiesel & Jonathan Spohnholtz - 145-158 Corporate reputation and reputation risk
by Christian Eckert - 159-185 Can mutual fund flows serve as market risk sentiment?
by Hsin-Hui Chiu & Lu Zhu - 186-213 How do derivative securities affect bank risk and profitability?
by Amit Ghosh - 214-231 PRIX – A risk index for global private investors
by Sebastian Stöckl & Michael Hanke & Martin Angerer
January 2017, Volume 18, Issue 1
- 2-20 The impact of time discretization on solvency measurement
by Hato Schmeiser & Daliana Luca - 21-47 Risk management and managerial mindset
by Ronald William Eastburn & Alex Sharland - 48-54 Municipal bond insurance: identifying the best payment plan
by Andrew Kalotay & Leslie Abreo - 55-75 A longevity basis risk analysis in a joint FDM framework
by Valeria D’Amato & Mariarosaria Coppola & Susanna Levantesi & Massimiliano Menzietti & Maria Russolillo - 76-87 Risk measures computation by Fourier inversion
by Ngoc Quynh Anh Nguyen & Thi Ngoc Trang Nguyen - 88-118 Back-testing extreme value and Lévy value-at-risk models
by Sharif Mozumder & Michael Dempsey & M. Humayun Kabir
November 2016, Volume 17, Issue 5
- 474-491 What do we know about cyber risk and cyber risk insurance?
by Martin Eling & Werner Schnell - 492-509 Airline fuel hedging and management ownership
by Timo Korkeamäki & Eva Liljeblom & Markus Pfister - 510-544 Announced versus canceled bank mergers and acquisitions
by Armin Varmaz & Jonas Laibner - 545-561 Is there a priced risk factor associated with conservatism?
by Kerstin Lopatta & Felix Canitz & Christian Fieberg - 562-584 Can speed kill?
by Doriana Cucinelli
August 2016, Volume 17, Issue 4
- 374-389 Stand-alone vs systemic risk-taking of financial institutions
by Sascha Strobl - 390-404 A Bayesian inference model for the credit rating scale
by Philipp Gmehling & Pierfrancesco La Mura - 405-427 Portfolio dynamics under illiquidity
by Axel Buchner