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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
- 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 - 233-251 Revisiting Fama–French’s asset pricing model with an MCB volatility risk factor
by Xiaoying Chen & Nicholas Ray-Wang Gao - 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
July 2020, Volume 21, Issue 3
- 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
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: Evidence from packaged retail and insurance-based investment products
by Athanasios Kokoris & Fragiskos Archontakis & Christos Grose - 181-200 Are Islamic stocks subject to oil price risk exposure?
by Ivan Mugarura Tusiime & Man Wang
January 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
March 2020, Volume 21, Issue 1
- 37-54 Risk and complexity – on complex risk management
by Jan Emblemsvåg
November 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: Empirical evidence from US commercial banks
by Ameni Tarchouna & Bilel Jarraya & Abdelfettah Bouri - 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 - 470-483 Effect of pre-disclosure information leakage by block traders
by Tai-Young Kim - 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 - 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 - 594-610 Overcoming economic stagnation in low-income communities with programmable money
by Yakko Majuri
August 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 - 352-369 Adjusting for risk factors in mutual fund performance and performance persistence: Evidence from the Greek market during the debt crisis
by Drosos Koutsokostas & Spyros Papathanasiou & Dimitris Balios - 370-387 Interest rates calibration with a CIR model
by Giuseppe Orlando & Rosa Maria Mininni & Michele Bufalo
August 2019, Volume 20, Issue 3
- 226-248 Knowledge is power – conceptualizing collaborative financial risk assessment
by Thomas Michael Brunner-Kirchmair & Melanie Wiener - 249-266 Spillover effects in the European financial services industry from internal fraud events: Comparing three cases of rogue trader scandals
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: Evidence why off-balance sheet accounting treatment does not remove on-balance sheet financial risk
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 - 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 - 201-222 Risk models vs characteristic models from an investor’s perspective: Make use of the best of both worlds
by Christian Fieberg & Armin Varmaz & Thorsten Poddig
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
- 414-436 Shadow credit in the middle market: the decade after the financial collapse
by Craig Anthony Zabala & Jeremy Marc Josse - 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 - 478-512 Assigning Eurozone sovereign credit ratings using CDS spreads
by Rick van de Ven & Shaunak Dabadghao & Arun Chockalingam - 513-523 Real exchange rate volatility and domestic consumption in Ghana
by Bernard Njindan Iyke & Sin-Yu Ho - 524-547 A multi-factor HJM and PCA approach to risk management of VIX futures
by Philippe Bélanger & Marc-André Picard - 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 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?: Empirical evidence from Indonesian SMEs
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
May 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 - 247-261 Sustainability-themed mutual funds: an empirical examination of risk and performance
by Federica Ielasi & Monica Rossolini & Sara Limberti - 262-276 Firm opacity and informed trading around spinoffs
by Yuan Wen - 277-294 Taxes and risk-taking behavior: evidence from mergers and acquisitions in the G7 nations
by Poonyawat Sreesing - 295-314 A spectral analysis based heteroscedastic model for the estimation of value at risk
by Yang Zhao
March 2018, Volume 19, Issue 2
- 94-126 The evolution of the bitcoin economy: Extracting and analyzing the network of payment relationships
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
November 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 - 76-92 From digital currencies to digital finance: the case for a smart financial contract standard
by Willi Brammertz & Allan I. Mendelowitz
December 2017, Volume 19, Issue 1
- 4-25 Blockchains and distributed ledgers in retrospective and perspective
by Alexander Lipton
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: A predictive and interpretative model
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: An empirical analysis for the Eurozone
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: Sovereign credit risk as a challenge for the German life insurance industry
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: spillover effects of large operational losses in the European banking industry
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 & Arunachalam Viswanathan - 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: Definition and measurement from a (risk) management perspective
by Christian Eckert - 159-185 Can mutual fund flows serve as market risk sentiment?: An empirical analysis with credit default swaps (CDS) spreads
by Hsin-Hui Chiu & Lu Zhu - 186-213 How do derivative securities affect bank risk and profitability?: Evidence from the US commercial banking industry
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: Evidence from international futures markets
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: Evidence from the European banking industry
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?: The cyclical effect of rapid credit growth: evidence from bank lending behavior in Italy
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 - 428-445 RiskTRACK: the five-factor model for measuring risk tolerance
by Hunter Matthew Holzhauer & Xing Lu & Robert McLeod & Jun Wang - 446-455 Time variation paths of risk sensitivities of bank stocks in the past two decades
by Kaiyi Chen & Ling T. He & R.B. Lenin - 456-472 Sensitivity analysis of market and stock returns by considering positive and negative jumps
by Ourania Theodosiadou & Vassilis Polimenis & George Tsaklidis
May 2016, Volume 17, Issue 3
- 262-276 An investor’s perspective on risk-models and characteristic-models
by Christian Fieberg & Thorsten Poddig & Armin Varmaz - 277-294 What transaction costs are acceptable in life insurance products from the policyholders’ viewpoint?
by Hato Schmeiser & Joël Wagner - 295-309 On portfolio optimization: Forecasting asset covariances and variances based on multi-scale risk models
by Theo Berger & Christian Fieberg - 310-327 Toward an optimal hedging strategy considering earnings volatility through fair value accounted financial derivatives
by Eva Marie Ebach & Michael Hertel & Andreas Lindermeir & Timm Tränkler - 328-346 Private firm pricing and propensity to go public: evidence from mutual funds holdings
by Mariluz Alverio & Javier Rodríguez - 347-369 Study of REIT ETF beta
by Stoyu I. Ivanov
March 2016, Volume 17, Issue 2
- 130-151 Survival analysis of supply chain financial risk
by Scott Dellana & David West - 152-168 The relevance of credit ratings over the business cycle
by Christian Fieberg & Richard Lennart Mertens & Thorsten Poddig - 169-193 CDS and bank ownership structures: does the credit side show who advocates more risk?
by Dennis Froneberg & Florian Kiesel & Dirk Schiereck - 194-217 Credit risk signals in CDS market vs agency ratings
by Michael Jacobs Jr & Ahmet K. Karagozoglu & Dina Naples Layish - 218-244 Process landscape and efficiency in non-life insurance claims management: An industry benchmark
by Nils Mahlow & Joël Wagner - 245-260 Capital structure dynamics among SMEs: Swedish empirical evidence
by Darush Yazdanfar & Peter Öhman
January 2016, Volume 17, Issue 1
- 2-25 The market’s reaction to unexpected, catastrophic events: The case of oil and gas stock returns and the Gulf oil spill
by Phillip Humphrey & David A. Carter & Betty Simkins - 26-45 Supporting strategic success through enterprise-wide reputation risk management
by Nadine Gatzert & Joan Schmit - 46-79 The impact of auditing strategies on insurers’ profitability
by Katja Müller & Hato Schmeiser & Joël Wagner - 80-92 Does risk affect capital structure adjustments?
by Abdul Rashid - 93-109 Information-theoretic approach to quantifying currency risk
by Pawel Fiedor & Artur Holda - 110-128 Equilibrium liquidity premia of private equity funds
by Axel Buchner
November 2015, Volume 16, Issue 5
- 486-497 Bad assets options and bank resolution in Europe: Lessons learned in and after the 2008 financial crisis
by Karsten Paetzmann - 498-518 The value relevance of “too-big-to-fail” guarantees: Evidence from the 2008-2009 banking crisis
by Armin Varmaz & Christian Fieberg & Jörg Prokop - 519-535 Operational risk capital charges (Basel II): factoring in external loss data to the internal datasets
by Lukasz Prorokowski - 536-553 Does R & D create or resolve uncertainty?
by George Blazenko & Wing Him Yeung - 554-574 Macro stress test for credit risk
by Masayasu Kanno
August 2015, Volume 16, Issue 4
- 378-394 Are credit rating agency analysts valuable?
by Rahmi Erdem Aktug & Nandu (Nandkumar) Nayar & Jesus M Salas - 395-406 What drives tail risk in aggregate European equity markets?
by Harald Kinateder - 407-424 Securitization of disability risk via bonds and swaps
by Alexander Hendrik Maegebier - 425-443 Regulation of uncovered sovereign credit default swaps – evidence from the European Union
by Florian Kiesel & Felix Lücke & Dirk Schiereck - 444-462 Issuers’ credit risk and pricing of warrants in the recent financial crisis
by Andrea Schertler & Saskia Stoerch - 463-482 The dynamics of risk premium: the case of the Taiwan real estate market
by Vijay Kumar Vishwakarma
May 2015, Volume 16, Issue 3
- 220-232 Location of banks and their credit ratings
by Eric van Loon & Jakob de Haan - 233-252 Big is beautiful: the information content of bank rating changes
by Christian Fieberg & Finn Marten Körner & Jörg Prokop & Armin Varmaz - 253-283 Rating sovereign debt in a monetary union – original sin by transnational governance
by Finn Marten Körner & Hans-Michael Trautwein - 284-302 Financial regulation, collective cognition, and nation state crisis management: A multiple case study of bank failures in Germany, Ireland, and the UK
by William Patrick Forbes & Sheila O Donohoe & Jörg Prokop - 303-320 Heterogeneous investors and trading platforms competition
by Nathalie Oriol & Alexandra Rufini & Dominique Torre - 321-343 Sustainability vs credibility of fiscal consolidation: A principal components factor analysis for the Euro Zone
by Giuliana Passamani & Roberto Tamborini & Matteo Tomaselli - 344-376 Does compliance with the German Corporate Governance Code pay off?: An investigation of the implied cost of capital
by Thomas Kaspereit & Kerstin Lopatta & Jochen Zimmermann
March 2015, Volume 16, Issue 2
- 122-144 Risk management in SMEs: a systematic review of available evidence
by Eva Maria Falkner & Martin R.W. Hiebl - 145-163 Multivariate credit portfolio management using cluster analysis
by Stefan Klotz & Andreas Lindermeir - 164-169 Hedging and debt overhang: a conceptual note
by Jacques A. Schnabel - 170-189 Computing value-at-risk using genetic algorithm
by Bhanu Sharma & Ruppa K. Thulasiram & Parimala Thulasiraman - 190-196 A note on dynamic hedging: Empirical evidence from FTSE-100 and S&P 500 futures markets
by Moawia Alghalith & Christos Floros & Ricardo Lalloo - 197-214 Portfolio diversification during monetary loosening policy
by Kamil Makiel
January 2015, Volume 16, Issue 1
- 2-26 Risk profiles for re-profiling the sovereign debt of crisis countries
by Andrea Consiglio & Stavros Zenios - 27-48 Joint pricing of VIX and SPX options with stochastic volatility and jump models
by Thomas Kokholm & Martin Stisen - 49-72 Measuring infrastructure investment option value
by Gabriel J Power & Charli D. Tandja M. & Josée Bastien & Philippe Grégoire - 73-101 How do family ownership and founder management affect capital structure decisions and adjustment of SMEs?: Evidence from a bank-based economy
by Johann Burgstaller & Eva Wagner - 102-118 Debt financing and firm performance: an empirical study based on Swedish data
by Darush Yazdanfar & Peter Öhman
November 2014, Volume 15, Issue 5
- 482-509 Characteristics and development of corporate and sovereign CDS
by Christina E. Bannier & Thomas Heidorn & Heinz-Dieter Vogel - 510-532 The relative informational efficiency of stocks, options and credit default swaps during the financial crisis
by Maria Chiara Amadori & Lamia Bekkour & Thorsten Lehnert - 533-554 Capital requirements or pricing constraints?: An economic analysis of measures for insurance regulation
by Sebastian Schlütter - 555-571 Life cycle and performance among SMEs: Swedish empirical evidence
by Darush Yazdanfar & Peter Öhman - 572-590 Herding behaviour and volatility in the Athens Stock Exchange
by Petros Messis & Achilleas Zapranis - 591-611 Generating historically-based stress scenarios using parsimonious factorization
by Alexander Bogin & William Doerner
August 2014, Volume 15, Issue 4
- 316-333 Back to the future: 900 years of securitization
by Bonnie Buchanan - 334-384 Self-reporting under SEC Reg AB and transparency in securitization: Evidence from loan-level disclosure of risk factors in RMBS deals
by Joseph R. Mason & Michael B. Imerman & Hong Lee - 385-416 The pricing of hedging longevity risk with the help of annuity securitizations: An application to the German market
by Jonas Lorson & Joël Wagner - 417-436 The use and determinants of credit derivatives in Italian banks
by Eleonora Broccardo & Maria Mazzuca & Elmas Yaldiz - 437-457 Executive compensation and securitization: pre-and post-crisis
by Elizabeth Cooper & Andrew Kish - 458-478 Securitization and Italian banks’ risk during the crisis
by Francesca Battaglia & Maria Mazzuca
May 2014, Volume 15, Issue 3
- 214-233 Shadow credit and the private, middle market: Pre-crisis and post-crisis developments, data trends and two examples of private, non-bank lending
by Craig Anthony Zabala & Jeremy M. Josse - 234-247 A robust pricing of specific structured bonds with coupons
by Anastasios Evgenidis & Costas Siriopoulos - 248-263 Loss reserve variability and loss reserve errors: An empirical analysis of the Ghanaian property and liability insurance industry
by Enoch Nii Boi Quaye & Charles Andoh & Anthony Q.Q. Aboagye - 264-274 Fundamental indexation for bond markets
by Marielle de Jong & Hongwen Wu - 275-293 Operational drivers affecting credit risk of mutual guarantee institutions
by Lorenzo Gai & Federica Ielasi - 294-311 Tail events in the FX markets since 1740
by Kim Abildgren
March 2014, Volume 15, Issue 2
- 102-109 Incentives for complexity in financial regulation
by Tom Berglund - 110-130 A note on the appropriate choice of risk measures in the solvency assessment of insurance companies
by Joël Wagner