financial risk journal

Secondary data were collected from the Bombay Stock Exchanges official fintech industry website from January 2017 to July 2022 to determine whether there is any dynamic link between risk and return in the Indian fintech market. These findings have an important implication for Islamic banks. Stop-loss reinsurance is a risk management tool that allows an insurance company to transfer part of their risk to a reinsurance company. You are welcome to use the Harvard style Emerald has adopted weve provided a detailed guide below. The empirical findings show that intraday IV is the key to accurately forecasting volatility and estimating currency options prices precisely. Headings must be concise, with a clear indication of the required hierarchy. A separate author account is required for each journal you submit to. Published six times a year, the journal is the official publication of The American Finance Association, the premier academic organization devoted to the study and promotion of knowledge about financial economics. Need to make a change to the author list? Capizzi, M.T. Franois Boutin-Dufresne 1. Find out more about ourarticle withdrawal and correction policies. The results of our study demonstrate that exchange rate volatility costs emerging countries both directly and indirectly in terms of growth. A Century of Life before IPO., Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads., On the Pricing of Corporate Debt: The Risk Structure of Interest Rates., Conditional Heteroskedasticity in Asset Returns: A New Approach., Financial Ratios and the Probabilistic Prediction of Bankruptcy., The Determinants and Implications of Corporate Cash Holdings., Stock Valuation and Learning about Profitability., The Prediction of Systematic and Specific Risk in Common Stocks., Why Does Stock Market Volatility Change over Time?, How Do Pensions Affect Corporate Capital Structure Decisions?. Surname, initials (year),title of dataset, name of data repository, available at: persistent URL, (accessed date month year). Who do I contact if I have Despite a low response rate, four main themes emerged: a clear performance criterion, structured writing, and a deep approach to learning and critical thinking. The sequel to Overwatch, Overwatch 2, is due to release in the near future, which would have opened the possibility of Overwatch being free, while Overwatch 2 is paid. Deriving loss distribution from insurance data is a challenging task, as loss distribution is strongly skewed with heavy tails with some levels of outliers. It includes market risk, credit risk, liquidity risk, operational risk, and legal risk. progress in the field that systematically reviews the most exciting advances in scientific literature. 175-179, not 175-9. a reviewer for a journal? You will receive an automated email from the journal editor, confirming your successful submission. Your submission should include up to 12 appropriate and short keywords that capture the principal topics of the paper. The portfolio risk in turn comprises intrinsic and . In this paper, we construct an agent-based network model of systemic risk to a banking system, and use it for stress-testing of several different regulatory measures. This includes investigating and resolving any questions about accuracy or. Patrick Savaria 1. If you have any problems with your access, contact our customer services team. The Journal of Financial Economics (JFE) is a leading peer-reviewed academic journal covering theoretical and empirical topics in financial economics.It provides a specialized forum for the publication of research in the area of financial economics and the theory of the firm, placing primary emphasis on the highest quality empirical, theoretical, and experimental contributions in the following . Such methods are commonly used for fiscal projections, but our aim here is retrospective; we evaluate the sudden jump in the Hungarian public debt following the. Calabrese, F.A. Several latent concerns concentrate on the changing economic and social landscape, the fear that some traits of national character may hinder the individual appetite for adaptation, and the threat of an economic crisis. A total of 500 Scopus-indexed documents from Jurnal Pengurusan were sampled. Financial Statement Fraud Risk Escalates in Pandemic The business and economic turmoil brought on by the COVID-19 pandemic has produced conditions often associated with the fraud triangle:. These numbers should then be listed, and explained, at the end of the article. General review. Current research on financial risk management applications of econometrics centers on the accurate assessment of individual market and credit risks with relatively little theoretical or applied econometric research on other types of risk, aggregation risk, data incompleteness, and optimal risk control. At the end of your paper, please supply a reference list in alphabetical order using the style guidelines below. [3] [4] (2008), "Money for old rope",Daily News, 21 January, pp.1, 3-4. Stop-loss reinsurance is a risk management tool that allows an insurance company to transfer part of their risk to a reinsurance company. (This article belongs to the Special Issue, Technological innovation has changed the financial market significantly with the increasing application of high-frequency data in research and practice. Please note that extensive supplementary material may be subject to peer review; this is at the discretion of the journal Editor and dependent on the content of the material (for example, whether including it would support the reviewer making a decision on the article during the peer review process). However, as you have access to this content, a full PDF is available via the Save PDF action button. This paper investigates co-movements among the Chinese stock market, Shanghai International Energy Exchange (INE) crude oil futures and West Texas Intermediate (WTI) crude oil futures. Risks tied to cryptocurrencies could grow rapidly and eventually threaten the broader financial system, a panel of senior U.S. officials warned Monday. Our principal aim. For further information and guidance, please refer to the REF 2021 website. Given Romanias relatively poor performance from a financial literacy perspective, many public and private entities are currently implementing various initiatives to address this problem. Who do I contact if I want to find out which volume and issue my accepted paper will appear in? Almeida, Jose Ricardo Uchoa Cavalcanti Editors Choice articles are based on recommendations by the scientific editors of MDPI journals from around the world. We found that the spatial variation of land finance declined during the period of study and decreased from east to west. It can be subjective and doesnt generally report on research. Each quarter Risk Journals contain peer-reviewed research and technical papers, delivered to a global audience in print and online. Wei, Yuesong The inner characteristics of these companies make the adoption of traditional best practices in estimating risk premia difficult or impossible. The topics of this journal have incrementally evolved from conventional to contemporary issues. paper provides an outlook on future directions of research or possible applications. Be accountable for all aspects of your work. These assessments include peer assessments and using criteria-referenced tools such as a rubric. Based on numerous perspectives coming from scholars and practitioners, the proposed fintech risk assessment model includes three processes: identify fintech risk, perform qualitative risk analysis and perform quantitative risk analysis. The Journal of Finance publishes leading research across all the major fields of financial research. Please note that many of the page functionalities won't work as expected without javascript enabled. Visit the ScholarOne support centrefor further help and guidance. Virglerova, Zuzana 1, 13th ed., Encyclopaedia Britannica, London and New York, NY, pp.765-771. He also serves as a head of the Econometrics department at the Czech Academy of Sciences. Alternatively you can request an individual account here: Best Digital B2B Publishing Company 2016, 2017 & 2018, Corporates rush to hedge emerging market currency risks, Economic gloom wont stop cov-lite lending, Pension funds face intraday margin calls from anxious clearers, Margin for non-cleared European energy trades to jump 80%, Pensions regulator plays down LDI risk to EU, Measuring the effect of corrective short-term updates for wind energy forecasts on intraday electricity prices, A multivariate model for hybrid windphotovoltaic power production with energy portfolio optimization, Dynamic spillover between the crude oil, natural gas and BRICS stock markets. Implications of Off-Balance-Sheet Lease Financing., Is the Risk of Bankruptcy a Systematic Risk?, Structural Models of Corporate Bond Pricing: An Empirical Analysis., Risk, Return and Equilibrium: Empirical Tests., Transactions Costs and Capital Structure Choice: Evidence from Financially Distressed Firms., Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition., Why Wait? Sustainability Initiatives and Failure Risk of a Firm: How Are They Linked? Ryan, James Various companies manage their financial risk in different ways. Generally, the problem of. Clarivate2018626SSCIJCR . You will also find some useful tips in our structureyour journal submission how-to guide. Given Romanias relatively poor performance from a financial literacy perspective, many public and private entities are currently implementing various initiatives to address this problem. prior to publication. and As China is experiencing the social and economic transformation, heavily replying on land finance starts causing financial sustainable problems. This includes journalistic and magazine-style pieces. Due to reputational risk and the consequent financial impact, a large proportion of incidents are never disclosed to the public, especially if they do not involve a breach of protected data. Our goal is to provide you with a professional and courteous experience at each stage of the review and publication process. Credit risk or default risk involves inability or unwillingness of a customer or counterparty to meet commitments in relation to lending, trading, hedging, settlement and other financial transactions. Financial risk is the principle of corporate risk and the cyclical manifesting of which is an objective law undecided by will of people (Zhang et al . In some cases, this may mean that you dont need permission to re-use content. The purpose of the article is to explore the relationship of corporate social responsibility with the financial risks of the business and explain this relationship in terms of sustainable development (SDGs). We use Copula models to capture tail dependencies and employ the VAR-BEKK-GARCH model to examine the direction of volatility spillovers. We employ 31 Islamic commercial banks in Indonesia using quarterly data and spanning from 2016 Q1 to 2020 Q4. Third, we apply the Dumitrescu and Hurlin Granger non-causality test to capture the potential indirect effect that exchange rate volatility can have on economic growth through the channel of its determinants. The top states driving the cost estimates are California, Texas, New York, and Florida. All accepted authors are sent an email with a link to a licence form. Daily News(2008), "Small change", 2 February, p.7. Encyclopaedia Britannica(1926), "Psychology of culture contact", Vol. Overall, actual data suggest that VaRs are predominantly underestimated by the models. Newspaper(year), "article title", date, page numbers. The starting point of this research is an original detailed list of project financial risk categories, as it was observed that financial risk is described in the literature far too generally. Case study. This research aims to classify college students into meaningful groups based on their subjective financial knowledge (SFK), objective financial knowledge (OFK), and comparative financial knowledge (CFK) using Latent Profile Analysis (LPA). The positive relationship is observed in the upper quantiles of the equity market. The results remain robust for different sustainability initiatives and periods, while being exclusively determined by firms active locally, not on foreign markets. The implications for stock investors and fund managers portfolio composition and holding periods of equities or market exposure are significant. Advanced search. At this stage, they may choose to decline or unsubmit your manuscript if it doesnt fit the journal aims and scope, or they feel the language/manuscript quality is too low. Before the COVID-19 pandemic, there was only a statistically significant volatility spillover from WTI crude oil future market to the INE crude oil future market. Finally, two sets of claims data are analyzed to illustrate the efficiency of the proposed method in detecting outliers. This paper explores the properties of a family of bivariate copulas based on a new approach using the counter-monotonic shock method. The policy authorizes local governments to collect fiscal revenue from land grant premiums and land taxes. Silva Jr, Antnio Francisco de Almeida da Evidence from textual risk disclosures in financial reports, Modeling systemic operational risk in the Covid-19 pandemic, Changes in operational risk and its determinants under Covid-19, How climate change may impact operational risk, Risk contagion and bank stability: the role of credit risk and liquidity risk, Model risk in mortality-linked contingent claims pricing, Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio, Model risk quantification based on relative entropy. Embiruu, Marcelo On the other hand, complexity necessitates greater understanding and learning beyond the already complex financial planning landscape. Ramachandran, Varatharajan Assessments for learning involve using assessments as part of the learning process. We collected data from financial education websites and analyzed them through qualitative content analysis. As this is a pioneering study in the Visegrad environment (analyzing 35 publicly listed enterprises reporting ESG score), the research findings may have significant policy implications for decision-makers, regulators, auditors, and investors in their efforts to restrict earnings management techniques and enhance the quality of financial reporting. This paper studies the link between corporate sustainability and failure risk. Moreover, the lack of market data and comparable information biases the perception of corporate performance and generates the misallocation of credit fundings (both quantities and pricing). Have you followed all the formatting requirements laid out in these author guidelines? Dynamic panel regression using the two-step system GMM is applied. 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