Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2022-10-03 11:31:34]
5 Years H
6
Impact Factor
0.81
5 Years IF
0.52
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1991 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1992 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1994 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1995 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1996 0 0.25 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.24 0 0 0 0 0 0 0 0 0 0 0.11
1998 0 0.28 0 0 0 0 0 0 0 0 0 0 0.13
1999 0 0.3 0 0 0 0 0 0 0 0 0 0 0.15
2000 0 0.35 0 0 0 0 0 0 0 0 0 0 0.17
2001 0 0.38 0 0 0 0 0 0 0 0 0 0 0.17
2002 0 0.41 0 0 0 0 0 0 0 0 0 0 0.21
2003 0 0.44 0 0 0 0 0 0 0 0 0 0 0.22
2004 0 0.49 0 0 0 0 0 0 0 0 0 0 0.22
2005 0 0.5 0 0 0 0 0 0 0 0 0 0 0.23
2006 0 0.5 0 0 0 0 0 0 0 0 0 0 0.23
2007 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2008 0 0.49 0 0 0 0 0 0 0 0 0 0 0.23
2009 0 0.47 0 0 0 0 0 0 0 0 0 0 0.24
2010 0 0.48 0 0 0 0 0 0 0 0 0 0 0.21
2011 0 0.51 0 0 0 0 0 0 0 0 0 0 0.24
2012 0 0.51 0 0 0 0 0 0 0 0 0 0 0.22
2013 0 0.56 0 0 0 0 0 0 0 0 0 0 0.24
2014 0 0.55 0 0 0 0 0 0 0 0 0 0 0.23
2015 0 0.55 0 0 0 0 0 0 0 0 0 0 0.23
2016 0 0.53 0 0 13 13 30 0 0 0 0 0 0.21
2017 0.38 0.54 0.29 0.38 15 28 53 8 8 13 5 13 5 2 25 3 0.2 0.21
2018 0.79 0.57 0.67 0.79 15 43 35 29 37 28 22 28 22 5 17.2 7 0.47 0.24
2019 0.6 0.6 0.66 0.51 13 56 32 37 74 30 18 43 22 13 35.1 6 0.46 0.24
2020 0.75 0.74 0.65 0.63 13 69 18 45 119 28 21 56 35 3 6.7 2 0.15 0.34
2021 0.81 1.05 0.55 0.52 14 83 4 46 165 26 21 69 36 10 21.7 4 0.29 0.39
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12017Kappa ratios and (higher-order) stochastic dominance. (2017). Wong, Wing-Keung ; Xu, Qunfang ; Niu, Cuizhen. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0020-1.

Full description at Econpapers || Download paper

31
22016Bank risk shifting and diversification in an emerging market. (2016). Vo, Xuan Vinh ; Batten, Jonathan. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0008-2.

Full description at Econpapers || Download paper

17
32018The two-moment decision model with additive risks. (2018). Wong, Wing-Keung ; Zhu, Lixing ; Wagener, Andreas ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0028-6.

Full description at Econpapers || Download paper

10
42019Farinelli and Tibiletti ratio and stochastic dominance. (2019). Wong, Wing-Keung ; Niu, Cuizhen ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00050-2.

Full description at Econpapers || Download paper

9
52019Relationship banking and information technology: the role of artificial intelligence and FinTech. (2019). Marin, Matej ; Jaki, Marko. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0039-y.

Full description at Econpapers || Download paper

9
62018The impact of international factors on Spanish company returns: a quantile regression approach. (2018). Jareño, Francisco ; Jareo, Francisco ; Sevillano, Caridad M. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0027-7.

Full description at Econpapers || Download paper

6
72019Equity fund flows, market returns, and market risk: evidence from China. (2019). Qureshi, Saba ; Khan, Habib Hussain ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0042-3.

Full description at Econpapers || Download paper

6
82018Numerical comparison of multivariate models to forecasting risk measures. (2018). Righi, Marcelo Brutti ; Muller, Fernanda Maria . In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0026-8.

Full description at Econpapers || Download paper

6
92017Risk quantification in turmoil markets. (2017). Mora-Valencia, Andrés ; Garcia-Donato, Gonzalo ; Diaz, Antonio. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0018-8.

Full description at Econpapers || Download paper

6
102017The Chief Risk Officer: a study of roles and responsibilities. (2017). Rosso, Mark A ; Karanja, Erastus. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0014-z.

Full description at Econpapers || Download paper

5
112020New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Guo, XU ; Chan, Raymond H. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:2:d:10.1057_s41283-019-00057-9.

Full description at Econpapers || Download paper

5
122020Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach. (2020). Zhou, Wei-Xing ; Weng, Kaiyan. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00064-1.

Full description at Econpapers || Download paper

5
132018Risk and return of a trend-chasing application in financial markets: an empirical test. (2018). Ilomaki, Jukka. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:3:d:10.1057_s41283-018-0036-1.

Full description at Econpapers || Download paper

4
142017The turn-of-the-year effect in mutual fund flows. (2017). Seok, Sangik ; Ryu, Doojin ; Choi, Hyung-Suk. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0015-y.

Full description at Econpapers || Download paper

3
152019Systemic risk in financial institutions of BRICS: measurement and identification of firm-specific determinants. (2019). Rashid, Abdul ; Zeb, Shumaila. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-018-00048-2.

Full description at Econpapers || Download paper

3
162021Covid-19 and high-yield emerging market bonds: insights for liquidity risk management. (2021). Gubareva, Mariya. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:3:d:10.1057_s41283-021-00074-7.

Full description at Econpapers || Download paper

3
172017Dynamic forecasting of financial distress: the hybrid use of incremental bagging and genetic algorithm—empirical study of Chinese listed corporations. (2017). Wu, Chong ; Liu, Jiaming. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:1:d:10.1057_s41283-016-0012-6.

Full description at Econpapers || Download paper

3
182018Bank–insurer–firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network. (2018). Kanno, Masayasu. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:4:d:10.1057_s41283-018-0033-4.

Full description at Econpapers || Download paper

3
192016Armed conflict and financial and economic risk: evidence from Colombia. (2016). YAYA, MEHMET ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_s41283-016-0003-7.

Full description at Econpapers || Download paper

3
202017Credit default prediction modeling: an application of support vector machine. (2017). Abedin, Mohammad Zoynul ; Guotai, Chi ; Moula, Fahmida E. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0016-x.

Full description at Econpapers || Download paper

3
212020Which interbank net is the safest?. (2020). Sbaraglia, Simone ; Zedda, Stefano. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00056-w.

Full description at Econpapers || Download paper

2
222020Cybersecurity hazards and financial system vulnerability: a synthesis of literature. (2020). Hassan, Mohammad Kabir ; Ali, Md Hakim ; Uddin, Md Hamid. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00063-2.

Full description at Econpapers || Download paper

2
232016A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models: Evidence from the Johannesburg stock exchange. (2016). Huang, Chun-Sung ; Panulo, Barry ; Mwangi, Patrick ; Elenjical, Timmy. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_rm.2016.4.

Full description at Econpapers || Download paper

2
242018Managerial hubris detection: the case of Enron. (2018). Sheaffer, Zachary ; Eckhaus, Eyal. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:4:d:10.1057_s41283-018-0037-0.

Full description at Econpapers || Download paper

2
252016On the modelling of prognosis from delinquency to normal performance on retail consumer loans. (2016). Bravo, Jorge ; Chamboko, Richard. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0006-4.

Full description at Econpapers || Download paper

2
262017Sensemaking and sensegiving as predicting organizational crisis. (2017). Eckhaus, Eyal ; Klein, Galit. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0019-7.

Full description at Econpapers || Download paper

2
272016Does enterprise risk management influence market value – A long-term perspective. (2016). Marc, Mojca ; Evi, Eljko ; Agar, Marina Mein ; Spri, Danijela Milo . In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_rm.2016.3.

Full description at Econpapers || Download paper

2
282019Testing expected shortfall: an application to emerging market stock indices. (2019). Mora-Valencia, Andrés ; Velasquez-Gaviria, Daniel ; Cardona, Emilio. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-018-0046-z.

Full description at Econpapers || Download paper

2
292017Exchange rate exposure and financial crises: evidence from emerging Asian markets. (2017). Jeon, Bang ; Zheng, Dazhi ; Zhu, Lei. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:1:d:10.1057_s41283-016-0011-7.

Full description at Econpapers || Download paper

2
302016Estimation of dynamic VaR using JSU and PIV distributions. (2016). S. V. D. Nageswara Rao, ; Venkataraman, Sree Vinutha. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_s41283-016-0002-8.

Full description at Econpapers || Download paper

2
312016Managerial risk preference and its influencing factors: analysis of large state-owned enterprises management personnel in China. (2016). Xu, Yingjun ; Shao, Wei ; Luan, Hui ; Zhang, Yingyu. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_s41283-016-0001-9.

Full description at Econpapers || Download paper

2
322021Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies. (2021). Mohanty, Odette ; Ivanof, Mike . In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:3:d:10.1057_s41283-021-00075-6.

Full description at Econpapers || Download paper

1
332018Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate. (2018). Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:4:d:10.1057_s41283-018-0038-z.

Full description at Econpapers || Download paper

1
342018In search of a measure of banking sector distress: empirical study of CESEE banking sectors. (2018). Witkowski, Bartosz ; Smaga, Pawe ; Iwanicz-Drozdowska, Magorzata ; Bongini, Paola. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:3:d:10.1057_s41283-017-0031-y.

Full description at Econpapers || Download paper

1
352020Another look at the implied and realised volatility relation: a copula-based approach. (2020). Pérez-Rodríguez, Jorge ; Perez-Rodriguez, Jorge V. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00054-y.

Full description at Econpapers || Download paper

1
362020An integrated plithogenic MCDM approach for financial performance evaluation of manufacturing industries. (2020). Abdel-Basset, Mohamed ; Metawa, Noura ; Mohamed, Rehab ; Ding, Weiping. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:3:d:10.1057_s41283-020-00061-4.

Full description at Econpapers || Download paper

1
372018Testing alternative versions of the Fama–French five-factor model in the UK. (2018). Foye, James. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:2:d:10.1057_s41283-018-0034-3.

Full description at Econpapers || Download paper

1
38An integrated plithogenic MCDM approach for financial performance evaluation of manufacturing industries. (). Metawa, Noura ; Mohamed, Rehab ; Ding, Weiping ; Abdel-Basset, Mohamed. In: Risk Management. RePEc:pal:risman:v::y::i::d:10.1057_s41283-020-00061-4.

Full description at Econpapers || Download paper

1
392019Corporate risk management practices and firm value in an emerging market: a mixed methods approach. (2019). Demirel, Pelin ; Danisman, Gamze Ozturk. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0040-5.

Full description at Econpapers || Download paper

1
402020Risk governance, banks affiliated to business groups, and foreign ownership. (2020). Chavarín, Rubén ; Chavarin, Ruben. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00049-9.

Full description at Econpapers || Download paper

1
412017Designing stress scenarios for portfolios. (2017). Nagpal, Krishan Mohan. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:4:d:10.1057_s41283-017-0024-x.

Full description at Econpapers || Download paper

1
422021Achieving financial stability during a liquidity crisis: a multi-objective approach. (2021). Lucio, Gobbi ; Edoardo, Gaffeo . In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00067-6.

Full description at Econpapers || Download paper

1
432020Comparison study of two-step LGD estimation model with probability machines. (2020). Tanoue, Yuta ; Nagahata, Hideaki ; Yamashita, Satoshi. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:3:d:10.1057_s41283-020-00059-y.

Full description at Econpapers || Download paper

1
442018Effect of perceived default risk and accounting information quality on the decision to grant credit to SMEs. (2018). del Corte, Javier Montoya ; Crespo, Angel Herrero ; Palazuelos, Estefania. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:2:d:10.1057_s41283-017-0030-z.

Full description at Econpapers || Download paper

1
452022Three-factor model of Enterprise Risk Management implementation: exploratory study of non-financial companies. (2022). Spri, Danijela Milo ; Kurnoga, Nataa ; Lackovi, Ivana Dvorski. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:2:d:10.1057_s41283-021-00086-3.

Full description at Econpapers || Download paper

1
462016Understanding the local policy context of risk management: Competitiveness and adaptation to climate risks in the city of Karlstad, Sweden. (2016). Modh, Lars-Erik ; Nyberg, Lars ; Granberg, Mikael. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:1:d:10.1057_rm.2015.21.

Full description at Econpapers || Download paper

1
472019Modeling and pricing of space weather derivatives. (2019). Unger, Stephan ; Lemmerer, Birgit. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-019-00052-0.

Full description at Econpapers || Download paper

1
482017The association between CEO characteristics, internal audit quality and risk-management implementation in the public sector. (2017). Mohd-Saleh, Norman ; Mohamed, Zakiah Muhammaddun ; Mat, Khairul Rizan. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:4:d:10.1057_s41283-017-0022-z.

Full description at Econpapers || Download paper

1
492020China’s growing influence and risk in Asia–Pacific stock markets: evidence from spillover effects and market integration. (2020). Lv, Shuliang ; Huang, Chuanchao ; Zou, Dong ; Ma, Xiaomeng. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00065-0.

Full description at Econpapers || Download paper

1
502019Regulatory and governance impacts on bank risk-taking. (2019). Devaughn, Michael L ; Howe, John ; Clark, Brent B ; Schnatterly, Karen. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:2:d:10.1057_s41283-018-0044-1.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Bank risk shifting and diversification in an emerging market. (2016). Vo, Xuan Vinh ; Batten, Jonathan. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0008-2.

Full description at Econpapers || Download paper

12
22019Relationship banking and information technology: the role of artificial intelligence and FinTech. (2019). Marin, Matej ; Jaki, Marko. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0039-y.

Full description at Econpapers || Download paper

9
32018The two-moment decision model with additive risks. (2018). Wong, Wing-Keung ; Zhu, Lixing ; Wagener, Andreas ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0028-6.

Full description at Econpapers || Download paper

6
42017Kappa ratios and (higher-order) stochastic dominance. (2017). Wong, Wing-Keung ; Xu, Qunfang ; Niu, Cuizhen. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0020-1.

Full description at Econpapers || Download paper

6
52019Farinelli and Tibiletti ratio and stochastic dominance. (2019). Wong, Wing-Keung ; Niu, Cuizhen ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00050-2.

Full description at Econpapers || Download paper

6
62020Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach. (2020). Zhou, Wei-Xing ; Weng, Kaiyan. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00064-1.

Full description at Econpapers || Download paper

5
72018Numerical comparison of multivariate models to forecasting risk measures. (2018). Righi, Marcelo Brutti ; Muller, Fernanda Maria . In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0026-8.

Full description at Econpapers || Download paper

5
82020New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Guo, XU ; Chan, Raymond H. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:2:d:10.1057_s41283-019-00057-9.

Full description at Econpapers || Download paper

5
92018The impact of international factors on Spanish company returns: a quantile regression approach. (2018). Jareño, Francisco ; Jareo, Francisco ; Sevillano, Caridad M. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0027-7.

Full description at Econpapers || Download paper

5
102019Equity fund flows, market returns, and market risk: evidence from China. (2019). Qureshi, Saba ; Khan, Habib Hussain ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0042-3.

Full description at Econpapers || Download paper

4
112019Systemic risk in financial institutions of BRICS: measurement and identification of firm-specific determinants. (2019). Rashid, Abdul ; Zeb, Shumaila. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-018-00048-2.

Full description at Econpapers || Download paper

3
122017Risk quantification in turmoil markets. (2017). Mora-Valencia, Andrés ; Garcia-Donato, Gonzalo ; Diaz, Antonio. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0018-8.

Full description at Econpapers || Download paper

3
132021Covid-19 and high-yield emerging market bonds: insights for liquidity risk management. (2021). Gubareva, Mariya. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:3:d:10.1057_s41283-021-00074-7.

Full description at Econpapers || Download paper

3
142018Managerial hubris detection: the case of Enron. (2018). Sheaffer, Zachary ; Eckhaus, Eyal. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:4:d:10.1057_s41283-018-0037-0.

Full description at Econpapers || Download paper

2
152019Testing expected shortfall: an application to emerging market stock indices. (2019). Mora-Valencia, Andrés ; Velasquez-Gaviria, Daniel ; Cardona, Emilio. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-018-0046-z.

Full description at Econpapers || Download paper

2
162017The Chief Risk Officer: a study of roles and responsibilities. (2017). Rosso, Mark A ; Karanja, Erastus. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0014-z.

Full description at Econpapers || Download paper

2
172020Which interbank net is the safest?. (2020). Sbaraglia, Simone ; Zedda, Stefano. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00056-w.

Full description at Econpapers || Download paper

2
182020Cybersecurity hazards and financial system vulnerability: a synthesis of literature. (2020). Hassan, Mohammad Kabir ; Ali, Md Hakim ; Uddin, Md Hamid. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00063-2.

Full description at Econpapers || Download paper

2
192018Bank–insurer–firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network. (2018). Kanno, Masayasu. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:4:d:10.1057_s41283-018-0033-4.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 21
YearTitle
2021On management risk and price in the mutual fund industry: style and performance distribution analysis. (2021). Mingo-Lopez, Diego Victor ; Soler-Dominguez, Amparo ; Matallin-Saez, Juan Carlos. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00072-9.

Full description at Econpapers || Download paper

2021Risk Analysis of China Stock Market During Economic Downturns–Based on GARCH-VaR and Wavelet Transformation Approaches. (2021). Tang, Zijie ; Li, Lei ; Cui, Yiwen. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:322-336.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021The effect of fintech on banks’ credit provision to SMEs: Evidence from China. (2021). Sheng, Tianxiang. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320301148.

Full description at Econpapers || Download paper

2021Value co-creation and social media: Investigating antecedents and influencing factors in the U.S. retail banking industry. (2021). Thaichon, Park ; Ferm, Lars-Erik Casper. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:61:y:2021:i:c:s0969698921001144.

Full description at Econpapers || Download paper

2021Customer pre-participatory social media drivers and their influence on attitudinal loyalty within the retail banking industry: A multi-group analysis utilizing social exchange theory. (2021). Thaichon, Park ; Ferm, Lars-Erik Casper. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:61:y:2021:i:c:s0969698921001508.

Full description at Econpapers || Download paper

2021Comparing minds and machines: implications for financial stability. (2021). Haldane, Andy ; Buckmann, Marcus ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0937.

Full description at Econpapers || Download paper

2021The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio. (2021). Chiang, Thomas C ; Wong, Wingkeung ; Lv, Zhihui. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00069-4.

Full description at Econpapers || Download paper

2021Banks’ risk culture and management control systems: A systematic literature review. (2021). Heitz, Mathias ; Kunz, Jennifer. In: Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung. RePEc:spr:jmgtco:v:32:y:2021:i:4:d:10.1007_s00187-021-00325-4.

Full description at Econpapers || Download paper

2021Measuring systemic risk of the Chinese banking industry: A wavelet-based quantile regression approach. (2021). Jiang, Cuixia ; Jin, Bei ; Xu, Qifa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302357.

Full description at Econpapers || Download paper

2021CEO overconfidence, firm-specific factors, and systemic risk: evidence from China. (2021). Hassan, Hassan ; Chen, Yingying ; Wahab, Salman ; Yi, Xianrong ; Safi, Adnan. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00066-7.

Full description at Econpapers || Download paper

2021Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence. (2021). Pérez-Rodríguez, Jorge ; Perez-Rodriguez, Jorge V ; Rachinger, Heiko ; Andrada-Felix, Julian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100067x.

Full description at Econpapers || Download paper

2021Do risk management committee characteristics influence the market value of firms?. (2021). Izah, Ku Nor ; Shafie, Rohami ; Malik, Masturah. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00073-8.

Full description at Econpapers || Download paper

2021Achieving financial stability during a liquidity crisis: a multi-objective approach. (2021). Lucio, Gobbi ; Edoardo, Gaffeo . In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00067-6.

Full description at Econpapers || Download paper

2021Modeling and Simulating Cross Country Banking Contagion Risks. (2021). Spinace-Casale, Antonella ; Zedda, Stefano. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:351-:d:606264.

Full description at Econpapers || Download paper

2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x.

Full description at Econpapers || Download paper

2021Review on Behavioral Finance with Empirical Evidence. (2021). Woo, Kai-Yin ; Moslehpour, Massoud ; Hon, Tai-Yuen . In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:15-41.

Full description at Econpapers || Download paper

2021Exposición al default: estimación para un portafolio de tarjeta de crédito. (2021). Morales-Onate, Victor ; Morales-Oñate, Víctor ; Morales-Oate, Victor ; Bambino-Contreras, Carlos. In: MPRA Paper. RePEc:pra:mprapa:112333.

Full description at Econpapers || Download paper

2021A novel best worst method robust data envelopment analysis: Incorporating decision makers’ preferences in an uncertain environment. (2021). Emrouznejad, Ali ; Valipour, Mahsa ; Omrani, Hashem. In: Operations Research Perspectives. RePEc:eee:oprepe:v:8:y:2021:i:c:s2214716021000075.

Full description at Econpapers || Download paper

2021Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets. (2021). Cao, Jiahui ; Wen, Fenghua ; Wang, Xiong ; Liu, Zhen. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001137.

Full description at Econpapers || Download paper

2021Organization Benefit as an Outcome of Organizational Security Adoption: The Role of Cyber Security Readiness and Technology Readiness. (2021). , Sarmini ; Hariguna, Taqwa ; Ruangkanjanases, Athapol ; Noparumpa, Tim . In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:24:p:13761-:d:701505.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2021

YearCiting document
2021Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions. (2021). Esposito, Julien ; Dufrenot, Gilles ; Chitou, Imdade. In: AMSE Working Papers. RePEc:aim:wpaimx:2138.

Full description at Econpapers || Download paper

2021Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis. (2021). Gubareva, Mariya ; Riaz, Yasir ; Manel, Youssef ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000706.

Full description at Econpapers || Download paper

2021Does ESG Disclosure Affect Corporate-Bond Credit Spreads? Evidence from China. (2021). Zhou, Rongxi ; Tong, Guanqun ; Zhang, Zhen ; Du, Zhihui ; Yang, Yuexiang. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8500-:d:604546.

Full description at Econpapers || Download paper

2021Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions. (2021). Esposito, Julien ; Dufrenot, Gilles ; Chitou, Imdade. In: Working Papers. RePEc:hal:wpaper:halshs-03297198.

Full description at Econpapers || Download paper

Recent citations received in 2020

YearCiting document
2020Review of Matrix Theory with Applications in Education and Decision Sciences. (2020). Wong, Wing-Keung ; Hau, Nguyen Huu ; Tuong, Hoa Anh ; Tinh, Tran Trung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:1:p:28-69.

Full description at Econpapers || Download paper

2020Review of Matrix Theory with Applications in Education and Decision Sciences. (2020). Wong, Wing-Keung ; Tuong, Hoa Anh ; Tinh, Tran Trung ; Hau, Nguyen Huu. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:1:p:28-69.

Full description at Econpapers || Download paper

Recent citations received in 2019

YearCiting document
2019Optimal Solution Techniques in Decision Sciences A Review. (2019). Wong, Wing-Keung ; Ho, Thi Diem-Chinh ; Tran, Tuan-Kiet ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:114-161.

Full description at Econpapers || Download paper

2019MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:65-150.

Full description at Econpapers || Download paper

2019The Impact of Space Weather on Human Health. (2019). Unger, Stephan. In: Biomedical Journal of Scientific & Technical Research. RePEc:abf:journl:v:22:y:2019:i:1:p:16442-16443.

Full description at Econpapers || Download paper

2019Dynamics of mutual funds and stock markets in Asian developing economies. (2019). Qureshi, Zeeshan ; Khan, Habib Hussain ; Ghafoor, Abdul ; Kutan, Ali M. In: Journal of Asian Economics. RePEc:eee:asieco:v:65:y:2019:i:c:s1049007818302896.

Full description at Econpapers || Download paper

2019Open-End Funds for Sustainable Economic Growth in China: The Relationship between Load Fees, Performance, and Flows. (2019). Xie, Ting ; Qiao, Haishu ; Xiao, Yaping. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6514-:d:288501.

Full description at Econpapers || Download paper

2019Portfolio Optimization and Diversification in China: Policy Implications for Vietnam and other Emerging Markets. (2019). Vo, Duc. In: MPRA Paper. RePEc:pra:mprapa:103276.

Full description at Econpapers || Download paper

Recent citations received in 2018

YearCiting document
2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, H ; Ilomaki, J ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111556.

Full description at Econpapers || Download paper

2018Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, H ; Ilomaki, J ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111616.

Full description at Econpapers || Download paper

2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:15-:d:137130.

Full description at Econpapers || Download paper

2018A User-Friendly Algorithm for Detecting the Influence of Background Risks on a Model. (2018). Gribkova, Nadezhda ; Zitikis, Riardas. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:100-:d:169915.

Full description at Econpapers || Download paper

2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554.

Full description at Econpapers || Download paper

2018Testing alternative versions of the Fama–French five-factor model in the UK. (2018). Foye, James. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:2:d:10.1057_s41283-018-0034-3.

Full description at Econpapers || Download paper

2018.

Full description at Econpapers || Download paper