REVISTA

Journal of Risk and Financial Management

ISSN: 1911-8074 Frecuencia: 4 Formato: Electr�nica

Tablas de contenido

15 art�culos asociados

Volumen 11 N�mero 2 Parte June A�o 2018

Best Fitting Fat Tail Distribution for the Volatilities of Energy Futures: Gev, Gat and Stable Distributions in GARCH and APARCH Models	Acceso
Samet Gunay and Audil Rashid Khaki

Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study	Acceso
Yiguo Sun and Ximing Wu

Customer Preferences and Implicit Tradeoffs in Accident Scenarios for Self-Driving Vehicle Algorithms	Acceso
Carlo Pugnetti and Remo Schl�pfer

Credit Rating and Pricing: Poles Apart	Acceso
Andreas Bl�chlinger

The Wolf and the Caribou: Coexistence of Decentralized Economies and Competitive Markets	Acceso
Andreas Freund and Danielle Stanko

Mean-Variance Portfolio Selection in a Jump-Diffusion Financial Market with Common Shock Dependence	Acceso
Yingxu Tian and Zhongyang Sun

Credit Ratings and Liquidity Risk for the Optimization of Debt Maturity Structure	Acceso
Faiza Sajjad and Muhammad Zakaria

Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis	Acceso
Christian Conrad, Anessa Custovic and Eric Ghysels

Investigation of the Financial Stability of S&P 500 Using Realized Volatility and Stock Returns Distribution	Acceso
Nahida Akter and Ashadun Nobi

Testing for Causality-In-Mean and Variance between the UK Housing and Stock Markets	Acceso
Yuki Toyoshima

Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM)	Acceso
Michael McAleer

Exchange Rate Effects on International Commercial Trade Competitiveness	Acceso
Ionel Bostan, Carmen Todera?cu (Sandu) and Bogdan-Narcis Firtescu

Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH	Acceso
Paul Bui Quang, Tony Klein, Nam H. Nguyen and Thomas Walther

Equity Options During the Shorting Ban of 2008	Acceso
Nusret Cakici, Gautam Goswami and Sinan Tan

Contagion Effect of Natural Disaster and Financial Crisis Events on International Stock Markets	Acceso
Kuo-Jung Lee, Su-Lien Lu and You Shih