Journal of Risk and Financial Management, MDPI

Collection's Items (Sorted by Title in Descending order): 21 to 40 of 84
Year of PublicationTitleAuthor(s)
2016 Revisiting structural modeling of credit risk: Evidence from the credit default swap (CDS) marketHuang, Zhijian; Luo, Yuchen
2016 Application of vine copulas to credit portfolio risk modelingGeidosch, Marco; Fischer, Matthias
2016 The determinants of equity risk and their forecasting implications: A quantile regression perspectiveBonaccolto, Giovanni; Caporin, Massimiliano
2016 The nexus between social capital and bank risk takingXie, Wenjing; Ding, Haoyuan; Chong, Terence Tai-Leung
2016 Down-side risk metrics as portfolio diversification strategies across the global financial crisisAllen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2016 Probability of default and default correlationsLi, Weiping
2016 The design and risk management of structured finance vehiclesDas, Sanjiv; Kim, Seoyoung
2016 On setting day-ahead equity trading risk limitsFuertes, Ana-Maria; Olmo, Jose
2016 Portfolios dominating indices: Optimization with second-order stochastic dominance constraints vs. minimum and mean variance portfoliosKeçeci, Neslihan Fidan; Kuzmenko, Viktor; Uryasev, Stan
2015 On a discrete interaction risk model with delayed claimsLiu, He; Bao, Zhenhua
2015 Volatility forecast in crises and expansionsPypko, Sergii
2015 An empirical analysis for the prediction of a financial crisis in Turkey through the use of forecast error measuresCavdar, Seyma Caliskan; Aydin, Alev Dilek
2015 The fundamental equation in tourism financeMcAleer, Michael
2015 Firm value and cross listings: The impact of stock market prestigeCetorelli, Nicola; Peristiani, Stavros
2015 The impact of the Basel accord on Greek banks: A stress test studyLeventides, John; Donatou, Anna
2015 Network analysis of the Shanghai stock exchange based on partial mutual informationYou, Tao; Fiedor, Paweł; Hołda , Artur
2015 Interconnected risk contributions: A heavy-tail approach to analyze U.S. financial sectorsBernardi, Mauro; Petrella, Lea
2015 Dependency relations among international stock market indicesSandoval Junior, Leonidas; Mullokandov, Asher; Kenett, Dror Y.
2015 Inflation and speculation in a dynamic macroeconomic modelGrasselli, Matheus R.; Nguyen Huu, Adrien
2015 State prices and implementation of the recovery theoremBackwell, Alex
Collection's Items (Sorted by Title in Descending order): 21 to 40 of 84