January 2025 - 43 articles
We are privileged to present this Special Issue of the Journal of Risk and Financial Management (JRFM), focused on the intersection of mathematics and finance [...]
This paper challenges the prevailing view that intra-industry information transfers are primarily driven by public information. Contrary to conventional wisdom, I find that investors in late-announcing firms impound more private information after ear...
The region of the Arab Gulf is marching ahead very fast toward digitalization in ways prompted by initiatives, such as Saudi Vision 2030 and the UAE’s strategy for Smart Government. Thus, both underscore the boundless movement toward the inclus...
This study investigates the impact of corporate governance characteristics on bank financial performance in Gulf Cooperation Council countries. The board characteristics include board size, board independence, board gender diversity, and CEO duality...
This paper examines Bitcoin’s viability as money through the lens of its risk profile, with a particular focus on its store of value function. We employ a suite of wavelet techniques, including Wavelet Transform (WT), Wavelet Transform Coherenc...
Decentralized Finance (DeFi) is a recent advancement of the cryptocurrency ecosystem, giving plenty of opportunities for financial inclusion, innovation, and growth domains by providing services such as lending, borrowing, and trading without traditi...
Africa is vulnerable to a perfect storm which comprises a burgeoning youthful population, insufficient infrastructure, benign donor neglect and more malign foreign interference, much of which can be traced to decades of weak economic performance. Afr...
This research investigates the relationship between Basel capital regulations, bank risk, and bank efficiency in the context of Pakistani and Indian commercial banks. This study examines the period from 2009 to 2022 and specifically analyses the impa...
This research aimed to examine firm performance and its determinants in the textile and textile product (TPT) industry of Indonesia before and after the COVID-19 pandemic. The analysis used data from the manufacturing survey conducted by Indonesia&rs...
Expected Shortfall (ES) is a risk measure that is acquiring an increasingly relevant role in financial risk management. In contrast to Value-at-Risk (VaR), ES considers the severity of the potential losses and reflects the benefits of diversification...
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