作者:Andrea Quintiliani
来源:[J].The Journal of Risk Finance, 2017, Vol.18 (5), pp.564-580Emerald
摘要:This paper aims to propose a theoretical model designed to predict the likelihood of financial distress of an enterprise and to quantify the damages whenever the financial crisis became full-blown.;;Coherently with the objectives of the paper, the analysis considers the last...
作者:Andreas Behr , Jurij Weinblat
来源:[J].The Journal of Risk Finance, 2017, Vol.18 (5), pp.523-540Emerald
摘要:The purpose of this paper is to do a performance comparison of three different data mining techniques.;;Logit model, decision tree and random forest are applied in this study on British, French, German, Italian, Portuguese and Spanish balance sheet data from 2006 to 2012, which c...
作者:Alex Paseka , Aerambamoorthy Thavaneswaran
来源:[J].The Journal of Risk Finance, 2017, Vol.18 (5), pp.541-563Emerald
摘要:Recently, Stein et al. (2016) studied theoretical properties and parameter estimation of continuous time processes derived as solutions of a generalized Langevin equation (GLE). In this paper, the authors extend the model to a wider class of memory kernels and then propose a...
作者:Chen-Ying Lee
来源:[J].The Journal of Risk Finance, 2017, Vol.18 (5), pp.486-499Emerald
摘要:The purpose of this study is to analyze product diversification, business structure and insurer performance with a comprehensive look at the property-liability (P/L) insurance operations.;;Using a panel data, this study employs an ordinary least squares regression model, fix...
作者:Martin F. Grace , Jannes Rauch , Sabine Wende
来源:[J].The Journal of Risk Finance, 2017, Vol.18 (5), pp.500-522Emerald
摘要:The authors aim to analyze the impact of monetary policy interventions during the financial crisis of 2007-2009 on the stock prices of US insurance firms.;;The authors use an event study methodology and a database of 89 policy announcements to analyze if monetary policy inte...
作者:Ghassen Nouajaa , Jean-Laurent Viviani
来源:[J].The Journal of Risk Finance, 2017, Vol.18 (5), pp.581-600Emerald
摘要:The purpose of this paper is to investigate whether CEO compensation scheme may induce some agency conflicts in the foreign exchange risk hedging policy.;;Residual exposure is a post-hedging variable computed as the ratio of unrealized foreign exchange risk gains/losses to i...
作者:Petros Kavassalis , Harald Stieber , Wolfgang Breymann ...
来源:[J].The Journal of Risk Finance, 2018, Vol.19 (1), pp.39-55Emerald
摘要:Purpose(#br)The purpose of this study is to propose a bearer service, which generates and maintains a “digital doppelgänger” for every financial contract in the form of a dynamic transaction document that is a standardised “data facility” automatically making important ...
作者:Alexander Lipton
来源:[J].The Journal of Risk Finance, 2018, Vol.19 (1), pp.4-25Emerald
摘要:Purpose(#br)The purpose of this paper is to introduce blockchains and distributed ledgers and describe their potential applications to money and banking. (#br)Design/Methodology/Approach(#br)The analysis compares public and private ledgers and outlines the suitability of various ...
作者:Vytautas Karalevicius , Niels Degrande , Jochen De Weerdt
来源:[J].The Journal of Risk Finance, 2018, Vol.19 (1), pp.56-75Emerald
摘要:Purpose(#br)The purpose of this study is to measure the interaction between media sentiment and the Bitcoin price. Because some researchers argued that the Bitcoin value is also determined by perception of users and investors, this paper examines how. (#br)Design/methodology/appr...
作者:Willi Brammertz , Allan I. Mendelowitz
来源:[J].The Journal of Risk Finance, 2018, Vol.19 (1), pp.76-92Emerald
摘要:Purpose(#br)This paper aims to demonstrate the importance of a cash flow generating standard for individual financial contract level data and the ability to create such a standard. (#br)Design/methodology/approach(#br)The authors analyze the importance for such a standard of...


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