Risk Management / Palgrave Macmillan
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
7
Impact Factor (IF)
0.85
5 Years IF
0.54
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 | |
| 2020 | 0.75 | 0.73 | 3.46 | 0.63 | 13 | 13 | 23 | 45 | 45 | 28 | 21 | 56 | 35 | 3 | 6.7 | 2 | 0.15 | 0.34 |
| 2021 | 0.85 | 1.02 | 1.74 | 0.54 | 14 | 27 | 9 | 47 | 92 | 26 | 22 | 69 | 37 | 10 | 21.3 | 4 | 0.29 | 0.38 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2017 | Kappa 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 |
| 2 | 2016 | Bank 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 |
| 3 | 2018 | The 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 | 15 |
| 4 | 2019 | Relationship 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 | 14 |
| 5 | 2019 | Farinelli 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 |
| 6 | 2018 | The impact of international factors on Spanish company returns: a quantile regression approach. (2018). Jare̮̱o, 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 | 8 |
| 7 | 2017 | Risk quantification in turmoil markets. (2017). Mora-Valencia, Andr̮̩s ; 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 | 7 |
| 8 | 2018 | Numerical 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 | 7 |
| 9 | 2020 | New 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 | 6 |
| 10 | 2019 | Equity 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 |
| 11 | 2020 | Measuring 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 |
| 12 | 2017 | Credit 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 | 5 |
| 13 | 2017 | The 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 |
| 14 | 2018 | Managerial 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 | 5 |
| 15 | 2018 | Risk 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 |
| 16 | 2020 | An 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 | 4 |
| 17 | 2021 | Covid-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 |
| 18 | 2020 | Cybersecurity 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 | 3 |
| 19 | 2016 | Managerial 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 | 3 |
| 20 | 2017 | The 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 |
| 21 | 2019 | Systemic 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 |
| 22 | 2017 | Dynamic forecasting of financial distress: the hybrid use of incremental bagging and genetic algorithmââ¬âempirical 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 |
| 23 | 2018 | Bankââ¬âinsurerââ¬âfirm 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 |
| 24 | 2016 | Armed 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 |
| 25 | 2017 | Exchange 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 |
| 26 | 2016 | Estimation 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 |
| 27 | 2021 | Determinants of corporate exposure at default under distressed economic and financial conditions in a developing economy: the case of Zimbabwe. (2021). Gumbo, Victor ; Chikodza, Eriyoti ; Sibanda, Mabutho ; Matenda, Frank Ranganai. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00071-w. Full description at Econpapers || Download paper | 2 |
| 28 | 2019 | Dynamic prediction of relative financial distress based on imbalanced data stream: from the view of one industry. (2019). Li, Hui ; Ai, Wenguo ; Zhou, Mengjie ; Sun, Jie. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-018-0047-y. Full description at Econpapers || Download paper | 2 |
| 29 | 2022 | Is the ESG portfolio less turbulent than a market benchmark portfolio?. (2022). Ouchen, Abdessamad. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:1:d:10.1057_s41283-021-00077-4. Full description at Econpapers || Download paper | 2 |
| 30 | 2020 | Which 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 |
| 31 | 2016 | A 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 |
| 32 | 2021 | Achieving 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 | 2 |
| 33 | 2016 | On 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 |
| 34 | 2017 | Sensemaking 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 |
| 35 | 2016 | Does enterprise risk management influence market value ââ¬â 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 |
| 36 | 2022 | Three-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 | 2 |
| 37 | 2019 | Testing expected shortfall: an application to emerging market stock indices. (2019). Mora-Valencia, Andr̮̩s ; 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 |
| 38 | 2020 | Comparison 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 |
| 39 | 2018 | Effect 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 |
| 40 | 2016 | Understanding 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 |
| 41 | 2019 | Modeling 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 |
| 42 | 2017 | The 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 |
| 43 | 2022 | Business strategy, market power, and stock price crash risk: Evidence from China. (2022). Wahab, Salman ; Qayyum, Abdul ; Chen, Yingying ; Safi, Adnan. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:1:d:10.1057_s41283-021-00080-9. Full description at Econpapers || Download paper | 1 |
| 44 | 2019 | Regulatory 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 |
| 45 | 2016 | The role of expertise in dynamic risk assessment: A reflection of the problem-solving strategies used by experienced fireground commanders. (2016). , William ; Weller, Gordon ; Watt, John ; Okoli, Justin. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:1:d:10.1057_rm.2015.20. Full description at Econpapers || Download paper | 1 |
| 46 | 2018 | Correction to: Bankââ¬âinsurerââ¬âfirm 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_s41283-018-0041-4. Full description at Econpapers || Download paper | 1 |
| 47 | 2016 | A formalized, integrated and visual approach to stress testing. (2016). Mutnikas, Yaacov ; Denev, Alexander . In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0009-1. Full description at Econpapers || Download paper | 1 |
| 48 | 2017 | Improving the performance of statistical learning methods with a combined meta-heuristic for consumer credit risk assessment. (2017). AKKAYA, Goktug Cenk ; Altinbas, Hazar. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:4:d:10.1057_s41283-017-0021-0. Full description at Econpapers || Download paper | 1 |
| 49 | 2018 | Measuring contagion risk in high volatility state among Taiwanese major banks. (2018). Su, Ender. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:3:d:10.1057_s41283-018-0035-2. Full description at Econpapers || Download paper | 1 |
| 50 | 2019 | Meanââ¬âvariance, meanââ¬âVaR, and meanââ¬âCVaR models for portfolio selection with background risk. (2019). Wong, Wing-Keung ; Zhu, Lixing ; Chan, Raymond H ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:2:d:10.1057_s41283-018-0043-2. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2019 | Relationship 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 | 14 |
| 2 | 2016 | Bank 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 | 13 |
| 3 | 2018 | The 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 |
| 4 | 2019 | Farinelli 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 |
| 5 | 2020 | New 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 | 6 |
| 6 | 2017 | Kappa 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 |
| 7 | 2018 | Numerical 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 |
| 8 | 2018 | The impact of international factors on Spanish company returns: a quantile regression approach. (2018). Jare̮̱o, 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 |
| 9 | 2020 | Measuring 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 |
| 10 | 2019 | Equity 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 |
| 11 | 2020 | An 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 | 4 |
| 12 | 2017 | Risk quantification in turmoil markets. (2017). Mora-Valencia, Andr̮̩s ; 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 | 4 |
| 13 | 2019 | Systemic 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 |
| 14 | 2021 | Covid-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 |
| 15 | 2018 | Managerial 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 | 3 |
| 16 | 2020 | Cybersecurity 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 | 3 |
| 17 | 2022 | Is the ESG portfolio less turbulent than a market benchmark portfolio?. (2022). Ouchen, Abdessamad. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:1:d:10.1057_s41283-021-00077-4. Full description at Econpapers || Download paper | 2 |
| 18 | 2021 | Determinants of corporate exposure at default under distressed economic and financial conditions in a developing economy: the case of Zimbabwe. (2021). Gumbo, Victor ; Chikodza, Eriyoti ; Sibanda, Mabutho ; Matenda, Frank Ranganai. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00071-w. Full description at Econpapers || Download paper | 2 |
| 19 | 2017 | The 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 |
| 20 | 2018 | Bankââ¬âinsurerââ¬âfirm 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 |
| 21 | 2022 | Three-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 | 2 |
| 22 | 2021 | Achieving 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 | 2 |
| 23 | 2019 | Testing expected shortfall: an application to emerging market stock indices. (2019). Mora-Valencia, Andr̮̩s ; 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 |
| 24 | 2019 | Dynamic prediction of relative financial distress based on imbalanced data stream: from the view of one industry. (2019). Li, Hui ; Ai, Wenguo ; Zhou, Mengjie ; Sun, Jie. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-018-0047-y. Full description at Econpapers || Download paper | 2 |
| 25 | 2020 | Which 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 |
Citing documents used to
compute impact factor: 22
| Year | Title | |
|---|---|---|
| 2021 | On 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 | |
| 2021 | Risk Analysis of China Stock Market During Economic Downturnsââ¬âBased 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 | |
| 2021 | The effect of fintech on banksâ 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 | |
| 2021 | Value 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 | |
| 2021 | Customer 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 | |
| 2021 | Comparing 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 | |
| 2021 | The 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 | |
| 2021 | Banksâ 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 | |
| 2021 | Measuring 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 | |
| 2021 | CEO 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 | |
| 2021 | Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence. (2021). Pérez-RodrÃÂguez, 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 | |
| 2021 | Do 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 | |
| 2021 | Achieving 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 | |
| 2021 | Modeling and Simulating Cross Country Banking Contagion Risks. (2021). Spinace-Casale, Antonella ; Zedda, Stefano. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:351-:d:606264. Full description at Econpapers || Download paper | |
| 2021 | Is 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 | |
| 2021 | Review 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 | |
| 2021 | Exposición al default: estimación para un portafolio de tarjeta de crédito. (2021). Morales-Onate, Victor ; Morales-Oñate, VÃÂctor ; Morales-Oate, Victor ; Bambino-Contreras, Carlos. In: MPRA Paper. RePEc:pra:mprapa:112333. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | A novel best worst method robust data envelopment analysis: Incorporating decision makersâ 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 | |
| 2021 | Dynamic 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 | |
| 2021 | Organization Benefit as an Outcome of Organizational Security Adoption: The Role of Cyber Security Readiness and Technology Readiness. (2021). Ruangkanjanases, Athapol ; Noparumpa, Tim ; Hariguna, Taqwa. 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
| Year | Citing document | |
|---|---|---|
| 2021 | Linking 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 | |
| 2021 | Return 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 | |
| 2021 | Does ESG Disclosure Affect Corporate-Bond Credit Spreads? Evidence from China. (2021). Zhang, Zhen ; Du, Zhihui ; Yang, Yuexiang ; Zhou, Rongxi ; Tong, Guanqun. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8500-:d:604546. Full description at Econpapers || Download paper | |
| 2021 | Linking 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
| Year | Citing document | |
|---|---|---|
| 2020 | Review 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 | |
| 2020 | Review 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
| Year | Citing document | |
|---|---|---|
| 2019 | Optimal 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 | |
| 2019 | MOMENT 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 | |
| 2019 | The 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 | |
| 2019 | Dynamics 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 | |
| 2019 | Open-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 | |
| 2019 | Portfolio 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
| Year | Citing document | |
|---|---|---|
| 2018 | THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013. (2018). Jare̮̱o, Francisco ; De, Maria ; Tolentino, Marta ; Jareo, Francisco. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:18:y:2018:i:1_5. Full description at Econpapers || Download paper | |
| 2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104260. Full description at Econpapers || Download paper | |
| 2018 | Long 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 | |
| 2018 | Market 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 | |
| 2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:112499. Full description at Econpapers || Download paper | |
| 2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: JRFM. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:15-:d:137130. Full description at Econpapers || Download paper | |
| 2018 | A User-Friendly Algorithm for Detecting the Influence of Background Risks on a Model. (2018). Zitikis, Riardas ; Gribkova, Nadezhda. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:100-:d:169915. Full description at Econpapers || Download paper | |
| 2018 | Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Ilomäki, Jukka ; 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 | |
| 2018 | Testing alternative versions of the Famaââ¬âFrench 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 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180011. Full description at Econpapers || Download paper | |
| 2018 | . Full description at Econpapers || Download paper |
10 most frequent citing series