Market Risk Modelling, Forecasting, and Econometric Analysis
A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Risk".
Deadline for manuscript submissions: closed (31 August 2021) | Viewed by 620
Special Issue Editor
Special Issue Information
Dear Colleagues,
Market risk is the risk of financial losses resulting from unforeseen changes in market prices. The aim of this Special Issue is to collect novel research articles that use formal econometric techniques to model, forecast, and analyze market risks. This includes equity price risk, commodity price risk, interest rate risk, and foreign exchange rate risk. Empirical and theoretical articles dealing with issues such as estimation, specification testing, forecasting, backtesting, and stress testing of market risk models are welcome. In particular, studies that make use of simulation-based methods are highly encouraged.
To be considered for publication in the Special Issue, please submit your manuscript via the online submission portal. All submissions will be peer-reviewed. They must contain original, unpublished work not being considered for publication elsewhere. Any questions about the Special Issue can be directed to Richard Luger at richard.luger@fsa.ulaval.ca.
Prof. Dr. Richard Luger
Guest Editor
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- Market risk
- Risk factors
- Risk measures
- Forecasting
- Backtesting
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