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Journal of Risk and Financial Management, Volume 16, Issue 1

January 2023 - 55 articles

Cover Story: Information on assets’ investment properties is of extreme importance, even more so when we consider investment in cryptocurrencies, since this is a very recent market. Thus, it is imperative to understand all quality knowledge produced so far on this topic and identify literature gaps. To this end, we present the most comprehensive and updated systematic literature review along with bibliometric analysis. Different from previous research, we consider the possible contributions of more peripheral studies on the topic. Our research provides investors and analysts with a highly important compilation of practical findings that can help them to better devise their investment strategies and provides researchers and academics with structured networking for research outlets with time trend information. View this paper
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Articles (55)

  • Article
  • Open Access
9 Citations
4,427 Views
28 Pages

The paper builds a Variance-Gamma (VG) model with five parameters: location (μ), symmetry (δ), volatility (σ), shape (α), and scale (θ); and studies its application to the pricing of European options. The results of our ana...

  • Article
  • Open Access
17 Citations
3,793 Views
17 Pages

Nexus between Intellectual Capital and Bank Productivity in India

  • Ranjit Tiwari,
  • Harishankar Vidyarthi and
  • Anand Kumar

This paper empirically investigates the influence of intellectual capital on changes in total factor productivity of 36 BSE-listed banks in India from 2005 to 2019. This study employs a two-stage analysis that begins by investigating changes in total...

  • Article
  • Open Access
4 Citations
4,281 Views
10 Pages

We study the impact of financial literacy on financial risk preference. When financial literacy is measured jointly by actual and self-assessed scores, we find compelling evidence of a valley-shaped relationship between actual financial literacy and...

  • Article
  • Open Access
21 Citations
10,075 Views
14 Pages

This study aims to test financial literacy and credit conditions in determining formal credit access to determine the performance of MSMEs. This research includes the type of associative research that is accompanied by hypothesis testing. This resear...

  • Article
  • Open Access
94 Citations
71,414 Views
25 Pages

The research purpose of this paper is to obtain an algorithm model with high prediction accuracy for the price of Bitcoin on the next day through random forest regression and LSTM, and to explain which variables have influence on the price of Bitcoin...

  • Feature Paper
  • Article
  • Open Access
45 Citations
13,689 Views
20 Pages

COVID-19 Pandemic & Financial Market Volatility; Evidence from GARCH Models

  • Maaz Khan,
  • Umar Nawaz Kayani,
  • Mrestyal Khan,
  • Khurrum Shahzad Mughal and
  • Mohammad Haseeb

Across the globe, COVID-19 has disrupted the financial markets, making them more volatile. Thus, this paper examines the market volatility and asymmetric behavior of Bitcoin, EUR, S&P 500 index, Gold, Crude Oil, and Sugar during the COVID-19 pand...

  • Article
  • Open Access
6 Citations
7,521 Views
21 Pages

Understanding Employees’ Energy Saving in the Workplace: DR and the Philippines’ Realities

  • Luis J. Camacho,
  • Michael Pasco,
  • Moises Banks,
  • Randall Pasco,
  • Marisela Almanzar,
  • Alvin Rodriguez,
  • Akinlawon Amoo and
  • Nelda Rosima

Understanding how employees act at work to save energy and the meaning for sustainability and environmental protection is essential. This research aimed to analyze the influences of Subjective Norms (SN), Descriptive Norms (DN), and Environmental Kno...

  • Article
  • Open Access
15 Citations
7,078 Views
18 Pages

Entrepreneurial risk is an important factor that individuals must consider when starting their own business. The COVID-19 continues to rage, bringing great challenges to China’s economy and entrepreneurial activities. In this study, college stu...

  • Article
  • Open Access
3 Citations
5,429 Views
27 Pages

Extraordinary economic conditions during the COVID-19 pandemic caused many IFRS 9 impairment models to produce unreliable results. Severe market reactions, resulting from unprecedented events, prompted swift action from the regulatory authorities to...

  • Article
  • Open Access
9 Citations
10,091 Views
18 Pages

The Impact of the 2008 Financial Crisis on Lisbon’s Housing Prices

  • João Fragoso Januário and
  • Carlos Oliveira Cruz

Real estate markets are frequently affected by growth and contraction cycles. Given the social and economic impacts of changes on real estate prices, the understanding of these cycles is crucial from a socio-economic perspective, but also, and more i...

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J. Risk Financial Manag. - ISSN 1911-8074