Journal of Risk Finance: Volume 10 Issue 4

Subject:

Table of contents - Special Issue: Focus on Financial Markets in Emerging Economies

Constant‐sum sampling: an apology for statistics' “original sin”

Michael R. Powers

The purpose of this editorial is to consider the importance of random samples subject to a constant‐sum constraint (that is, a succession of identically distributed random…

405

The impact of macroeconomic indicators on Vietnamese stock prices

Khaled Hussainey, Le Khanh Ngoc

The purpose of this paper is to investigate the effects of macroeconomic indicators (the interest rate and the industrial production) on Vietnamese stock prices. The paper…

5355

Macroeconomic uncertainty and conditional stock‐price volatility in frontier African markets: Evidence from Ghana

Charles K.D. Adjasi

The purpose of this paper is to analyse the impact of macroeconomic uncertainty on stock‐price volatility in Ghana.

5180

An econometric analysis of the lead‐lag relationship between India's NSE Nifty and its derivative contracts

Sathya Swaroop Debasish

The purpose of this paper is to examine the lead‐lag relationships between the National Stock Exchange (NSE) Nifty stock market index (in India) and its related futures and…

1398

Detecting risk transmission from futures to spot markets without data stationarity: Evidence from Turkey's markets

Alper Ozun, Erman Erbaykal

The purpose of this paper is to analyze cointegration and causality relationships between spot and futures markets in Turkish foreign‐exchange markets.

Methods of payment and foreign‐exchange risk management among firms in Brunei Darussalam

Rajeshwar Sirpal

The purpose of this paper is to examine various methods of payment and foreign‐exchange risk management among firms involved in either export or import trade only, or both in…

3119

Forecast of value at risk for equity indices: an analysis from developed and emerging markets

Alex Yi‐Hou Huang, Tsung‐Wei Tseng

The purpose of this paper is to compare the performance of commonly used value at risk (VaR) estimation methods for equity indices from both developed countries and emerging…

1224
Cover of Journal of Risk Finance

ISSN:

1526-5943

Online date, start – end:

1999

Copyright Holder:

Emerald Publishing Limited

Open Access:

hybrid

Merged from:

Balance Sheet

Editor:

  • Nawazish Mirza