Journal of Risk and Financial Management, Volume 16, Issue 9

This study explores fiscal consolidations’ impact on non-performing loans (NPLs) in highly indebted countries (HICs) following the global financial crisis (GFC) and subsequent sovereign debt crisis. A dynamic panel data estimator was applied to...

This article deals with the identification of a superior forecasting method for market liquidity using a calibrated Heston model for the bid/ask price path simulation instead of a standard Brownian motion, as well as a compound Poisson process and in...

The futures contracts were introduced to act as hedging instruments and ensure the price discovery (referred to as PD hereafter) mechanism for the underlying securities. If the price movement of a futures contract leads the price movement of the unde...

This research investigates the role of the large, medium, and small market cap portfolios in returns during the COVID-19 pandemic, around the ‘lockdown’ policy in March 2020 based on the Norwegian market. The main results suggest that dur...

This research will examine the impact of the adoption of financial technology on conventional banks’ financial performances. The research will place emphasis on the listed commercial banks at Amman Stock Exchange—ASE, using financial data...

Using daily closing price observations between November 2017 and February 2023, this paper documents how the shocks of a cryptocurrency ETF resonate with ETFs representing traditional asset classes in terms of price and volatility. We find price tran...

Despite the shift to private sector-driven affordable housing in Nigeria for decades, the housing deficit has continued to increase to the disadvantage of low-income families. This paper explores the enabling strategies for stimulating private-driven...

In this paper, I propose a tracking error approach using the P/E ratio equation to approximate the CAPE Ratio. After accounting for the recent structural changes in the composition and valuation of the S&P 500 index, along with a persistently low...

This paper proposes a unified framework for the detection of statistically significant changes in time series related to Bitcoin transactions. The time locations of these changes are linked to the occurrences of events which could be further investig...

Due to rapid technological advancements and intense competition, organizations must find new ways to do business. As a result, changes in an organization’s structures, systems, and strategies are now a pre-requisite to survive the competition....