Editorial for Special Issue “Finance, Financial Risk Management and their Applications”
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Peter Mitic, 2018. "Noise Reduction in a Reputation Index," IJFS, MDPI, vol. 6(1), pages 1-18, February.
- Tim Leung & Jiao Li & Xin Li, 2018.
"Optimal Timing to Trade along a Randomized Brownian Bridge,"
IJFS, MDPI, vol. 6(3), pages 1-23, August.
- Tim Leung & Jiao Li & Xin Li, 2017. "Optimal Timing to Trade Along a Randomized Brownian Bridge," Papers 1801.00372, arXiv.org, revised Aug 2018.
- Libin Yang & William Rea & Alethea Rea, 2017. "Impending Doom: The Loss of Diversification before a Crisis," IJFS, MDPI, vol. 5(4), pages 1-13, November.
- Zhengmin Duan & Yonglian Chang & Qi Wang & Tianyao Chen & Qing Zhao, 2018. "A Logistic Regression Based Auto Insurance Rate-Making Model Designed for the Insurance Rate Reform," IJFS, MDPI, vol. 6(1), pages 1-16, February.
- Thomas C. Chiang & Yuanqing Zhang, 2018. "An Empirical Investigation of Risk-Return Relations in Chinese Equity Markets: Evidence from Aggregate and Sectoral Data," IJFS, MDPI, vol. 6(2), pages 1-22, March.
- Patrick Hénaff & Ismail Laachir & Francesco Russo, 2018. "Gas Storage Valuation and Hedging: A Quantification of Model Risk," IJFS, MDPI, vol. 6(1), pages 1-27, March.
- Jyh-Horng Lin & Shi Chen & Fu-Wei Huang, 2018. "Bank Interest Margin, Multiple Shadow Banking Activities, and Capital Regulation," IJFS, MDPI, vol. 6(3), pages 1-20, July.
- Udo Milkau, 2017. "Risk Culture during the Last 2000 Years—From an Aleatory Society to the Illusion of Risk Control," IJFS, MDPI, vol. 5(4), pages 1-20, December.
- Colin Turfus, 2018. "Quantifying Correlation Uncertainty Risk in Credit Derivatives Pricing," IJFS, MDPI, vol. 6(2), pages 1-20, April.
- Huang, Ji, 2018. "Banking and shadow banking," Journal of Economic Theory, Elsevier, vol. 178(C), pages 124-152.
- Wen-Chung Hsu & Hsiang-Tai Lee, 2018. "Cross Hedging Stock Sector Risk with Index Futures by Considering the Global Equity Systematic Risk," IJFS, MDPI, vol. 6(2), pages 1-17, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Christian Haddad & Lars Hornuf, 2021. "The Impact of Fintech Startups on Financial Institutions' Performance and Default Risk," CESifo Working Paper Series 9050, CESifo.
- Ma, Yongfan & Hu, Xingcun, 2024. "Shadow banking and SME investment: Evidence from China's new asset management regulations," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 332-349.
- Chiang, Thomas C., 2019. "Empirical analysis of intertemporal relations between downside risks and expected returns—Evidence from Asian markets," Research in International Business and Finance, Elsevier, vol. 47(C), pages 264-278.
- Shen, Yiran & Liu, Chang & Sun, Xiaolei & Guo, Kun, 2023. "Investor sentiment and the Chinese new energy stock market: A risk–return perspective," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 395-408.
- Greg Buchak & Gregor Matvos & Tomasz Piskorski & Amit Seru, 2024.
"Aggregate Lending and Modern Financial Intermediation: Why Bank Balance Sheet Models Are Miscalibrated,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 38(1), pages 239-287.
- Greg Buchak & Gregor Matvos & Tomasz Piskorski & Amit Seru, 2023. "Aggregate Lending and Modern Financial Intermediation: Why Bank Balance Sheet Models Are Miscalibrated," NBER Chapters, in: NBER Macroeconomics Annual 2023, volume 38, pages 239-287, National Bureau of Economic Research, Inc.
- Greg Buchak & Gregor Matvos & Tomasz Piskorski & Amit Seru, 2023. "Aggregate Lending and Modern Financial Intermediation: Why Bank Balance Sheet Models are Miscalibrated," NBER Working Papers 31484, National Bureau of Economic Research, Inc.
- Eduardo Dávila & Ansgar Walther, 2021.
"Corrective Regulation with Imperfect Instruments,"
NBER Working Papers
29160, National Bureau of Economic Research, Inc.
- Dávila, Eduardo & Walther, Ansgar, 2022. "Corrective regulation with imperfect instruments," ESRB Working Paper Series 139, European Systemic Risk Board.
- Dávila, Eduardo & Walther, Ansgar, 2022. "Corrective regulation with imperfect instruments," Working Paper Series 2723, European Central Bank.
- Walther, Ansgar & Dávila, Eduardo, 2021. "Corrective Regulation with Imperfect Instruments," CEPR Discussion Papers 16448, C.E.P.R. Discussion Papers.
- Eduardo Dávila & Ansgar Walther, 2021. "Corrective Regulation with Imperfect Instruments," Cowles Foundation Discussion Papers 2295, Cowles Foundation for Research in Economics, Yale University.
- Dávila, Eduardo & Walther, Ansgar, 2022. "Corrective regulation with imperfect instruments," Report of the Advisory Scientific Committee 20220, European Systemic Risk Board.
- Bengui, Julien & Bianchi, Javier, 2022.
"Macroprudential policy with leakages,"
Journal of International Economics, Elsevier, vol. 139(C).
- Julien Bengui & Javier Bianchi, 2018. "Macroprudential Policy with Leakages," NBER Working Papers 25048, National Bureau of Economic Research, Inc.
- Bengui, Julien & Bianchi, Javier, 2019. "Macroprudential Policy with Leakages," CEPR Discussion Papers 13951, C.E.P.R. Discussion Papers.
- Julien Bengui & Javier Bianchi, 2018. "Macroprudential Policy with Leakages," Working Papers 754, Federal Reserve Bank of Minneapolis.
- Lyu, Juyi & Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2021.
"Macroprudential regulation in the post-crisis era: Has the pendulum swung too far?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Lyu, Juyi & Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2021. "Macroprudential Regulation in the Post-Crisis Era: Has the Pendulum Swung Too Far?," Cardiff Economics Working Papers E2021/5, Cardiff University, Cardiff Business School, Economics Section.
- Šoltés Erik & Zelinová Silvia & Bilíková Mária, 2019. "General Linear Model: An Effective Tool For Analysis Of Claim Severity In Motor Third Party Liability Insurance," Statistics in Transition New Series, Statistics Poland, vol. 20(4), pages 13-31, December.
- Azze, A. & D’Auria, B. & García-Portugués, E., 2024. "Optimal stopping of an Ornstein–Uhlenbeck bridge," Stochastic Processes and their Applications, Elsevier, vol. 172(C).
- Asl, Mahdi Ghaemi & Canarella, Giorgio & Miller, Stephen M., 2021.
"Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies,"
Resources Policy, Elsevier, vol. 71(C).
- Mahdi Ghaemi Asl & Giorgio Canarella & Stephen M. Miller, 2020. "Dynamic Asymmetric Optimal Portfolio Allocation between Energy Stocks and Energy Commodities: Evidence from Clean Energy and Oil and Gas Companies," Working papers 2020-07, University of Connecticut, Department of Economics.
- Mao, Jie & Shen, Guanxiong & Yan, Jingzhou, 2023. "A continuous-time macro-finance model with Knightian uncertainty," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
- Nicolas Curin & Michael Kettler & Xi Kleisinger-Yu & Vlatka Komaric & Thomas Krabichler & Josef Teichmann & Hanna Wutte, 2021. "A deep learning model for gas storage optimization," Papers 2102.01980, arXiv.org, revised Mar 2021.
- Nicolas Curin & Michael Kettler & Xi Kleisinger-Yu & Vlatka Komaric & Thomas Krabichler & Josef Teichmann & Hanna Wutte, 2021. "A deep learning model for gas storage optimization," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 1021-1037, December.
- Babu Jose & Nithin Jose, 2023. "Is Cross-Hedging Effective for Mitigating Equity Investment Risks in the Indian Banking Sector?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 189-210, March.
- Elie Bouri & Afees A. Salisu & Rangan Gupta, 2023. "The predictive power of Bitcoin prices for the realized volatility of US stock sector returns," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-22, December.
- Tiziano De Angelis & Alessandro Milazzo, 2019. "Optimal stopping for the exponential of a Brownian bridge," Papers 1904.00075, arXiv.org, revised Nov 2019.
- Yan Jiang & Yaping Xu & Shengsheng Li, 2022. "How Does Monetary Policy Uncertainty Influence Firms’ Dynamic Adjustment of Capital Structure," SAGE Open, , vol. 12(1), pages 21582440211, January.
- Eccles, Peter & Grout, Paul & Zalewska, Anna & Siciliani, Paolo, 2023. "Open banking, shadow banking and regulation," Bank of England working papers 1039, Bank of England.
- Xiaodong Chen & Tim Leung & Yang Zhou, 2022. "Constrained dynamic futures portfolios with stochastic basis," Annals of Finance, Springer, vol. 18(1), pages 1-33, March.
More about this item
Keywords
Financial Risk Management and their Applications;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jijfss:v:6:y:2018:i:4:p:83-:d:174085. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.