REVISTA

Journal of Risk and Financial Management

ISSN: 1911-8074 Frecuencia: 4 Formato: Electrónica

Tablas de contenido

30 artículos asociados

Volumen 11 Número 4 Parte December Año 2018

Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility	Acceso
Xie He, Xiao-Jing Cai and Shigeyuki Hamori

Contagion Risks in Emerging Stock Markets: New Evidence from Asia and Latin America	Acceso
Thi Bich Ngoc TRAN

Friendship of Stock Market Indices: A Cluster-Based Investigation of Stock Markets	Acceso
László Nagy and Mihály Ormos

On a New Corporate Bond Pricing Model with Potential Credit Rating Change and Stochastic Interest Rate	Acceso
Hong-Ming Yin, Jin Liang and Yuan Wu

Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform	Acceso
Lei Xu, Takuji Kinkyo and Shigeyuki Hamori

Assessment of Upstream Petroleum Fiscal Regimes in Myanmar	Acceso
Wint Thiri Swe and Nnaemeka Vincent Emodi

Forecasting Volatility: Evidence from the Saudi Stock Market	Acceso
Naseem Al Rahahleh and Robert Kao

Inflation Propensity of Collatz Orbits: A New Proof-of-Work for Blockchain Applications	Acceso
Fabian Bocart

Capital Allocation in Decentralized Businesses	Acceso
Stuart M. Turnbull

The Relationship between Economic Freedom and FDI versus Economic Growth: Evidence from the GCC Countries	Acceso
Hichem Dkhili and Lassad Ben Dhiab

Blockchain-Based ICOs: Pure Hype or the Dawn of a New Era of Startup Financing?	Acceso
Lennart Ante, Philipp Sandner and Ingo Fiedler

Capital Adequacy, Deposit Insurance, and the Effect of Their Interaction on Bank Risk	Acceso
Seksak Jumreornvong, Chanakarn Chakreyavanich, Sirimon Treepongkaruna and Pornsit Jiraporn

Incorporating Credit Quality in Bank Efficiency Measurements: A Directional Distance Function Approach	Acceso
Abdul Qayyum and Khalid Riaz

On the Rising Complexity of Bank Regulatory Capital Requirements: From Global Guidelines to their United States (US) Implementation	Acceso
James R. Barth and Stephen Matteo Miller

Stock Market Volatility and Trading Volume: A Special Case in Hong Kong With Stock Connect Turnover	Acceso
Brian Sing Fan Chan, Andy Cheuk Hin Cheng and Alfred Ka Chun Ma

Insurance Risks Management Methodology	Acceso
Kartashova Olga Ivanovna, Molchanova Olga Vladimirovna and Axana Turgaeva

Measuring Financial Fragmentation in the Euro Area Corporate Bond Market	Acceso
Guillaume Horny, Simone Manganelli and Benoit Mojon

Price Discovery and the Accuracy of Consolidated Data Feeds in the U.S. Equity Markets	Acceso
Brian F. Tivnan, David Slater, James R. Thompson, Tobin A. Bergen-Hill, Carl D. Burke, Shaun M. Brady, Matthew T. K. Koehler, Matthew T. McMahon, Brendan F. Tivnan and Jason G. Veneman

Volatility Spillovers Arising from the Financialization of Commodities	Acceso
Wing Hong Chan, Bryce Shelton and Yan Wendy Wu

Unconventional U.S. Monetary Policy: New Tools, Same Channels?	Acceso
Martin Feldkircher and Florian Huber

Identification of Core Suppliers Based on E-Invoice Data Using Supervised Machine Learning	Acceso
Jung-sik Hong, Hyeongyu Yeo, Nam-Wook Cho and Taeuk Ahn

Risk Assessment of Housing Market Segments: The Lender?s Perspective	Acceso
Mats Wilhelmsson and Jianyu Zhao

Book Review for ?Credit Default Swap Markets in the Global Economy? by Go Tamakoshi and Shigeyuki Hamori. Routledge: Oxford, UK, 2018; ISBN: 9781138244726	Acceso
Haifeng Xu

Between P and Q: The PQ Measure for Pricing in Asset Liability Management	Acceso
Marcel T. P. Van Dijk, Cornelis S. L. De Graaf and Cornelis W. Oosterlee

Are There Any Volatility Spill-Over Effects among Cryptocurrencies and Widely Traded Asset Classes?	Acceso
Nader Trabelsi

Systemic Approach to Management Control through Determining Factors	Acceso
Ionel Bostan, Aliona Bîrca, Viorel ?urcanu and Christiana Brigitte Sandu

Forecast Combinations for Structural Breaks in Volatility: Evidence from BRICS Countries	Acceso
Davide De Gaetano

An Analysis of Bitcoin?s Price Dynamics	Acceso
Frode Kjærland, Aras Khazal, Erlend A. Krogstad, Frans B. G. Nordstrøm and Are Oust

Market Reactions to Supply Chain Management Excellence	Acceso
Min Shi and Wei Yu

Forecasting of Realised Volatility with the Random Forests Algorithm	Acceso
Chuong Luong and Nikolai Dokuchaev