Journal of Risk and Financial Management, Volume 14, Issue 9

This paper studies the presence of the day-of-the-week (DOW) effect in the financial contagion process observed on individual economic sectors from the Post-Communist East European markets. The only markets that provide national-specific sector indic...

Equity studies are conducted by professionals, who also provide buy/hold/sell recommendations to investors. Nowadays, target prices determined by financial analysts are publicly available to investors, who may decide to use them for investment purpos...

This study examines the price transmission between cotton prices in U.S., Indian, and Chinese futures markets. We focus on studying the long-run price movements using cointegration and alternate causality tests. The empirical results indicate the fol...

Cultural and Creative Industries (CCIs) are increasingly recognized as part of the global economy and of growing importance for sustainable local development. However, the exploitation of their full potential depends on several issues concerning thei...

We investigated the impacts of president longevity and the geographic orientation of owners on team performance and on the effectiveness of dismissing the leader. In addition, we considered their impacts on the effectiveness of not dismissing the lea...

The paper aims to assess the relationship between Azerbaijani and Kazakhstani exchange rates and crude oil prices volatility. The study applies the structural vector autoregressive (SVAR) model. The paper concentrates on Azerbaijan and Kazakhstan, th...

This paper studies the historical time-varying dynamics of risk for individual stocks in the U.S. market. Total risk of an individual stock is decomposed into two components, systematic risk and idiosyncratic risk, and both components are studied sep...

With the rapid advancement in technology, Taiwan’s integrated circuit (IC) design companies have made a mark in the international semiconductor industry but are unable to independently develop the key core technologies they need. Therefore, strategic...

The purpose of this study is to address the critical issue of optimal credit allocation. Predicting a borrower’s probability of default is a key requirement of any credit allocation system but turning it into labeled classes leads to problems in perf...

The risk society has profoundly changed our way of life. Among the social phenomena most affected by its effects is undoubtedly political participation and the degree of trust in institutions. This work aims, through the construction of two different...