Journal of Risk Finance: Volume 24 Issue 2

On the safe-haven and hedging properties of Bitcoin: new evidence from COVID-19 pandemic

Wafa Abdelmalek, Noureddine Benlagha

This study aims to investigate the safe-haven and hedging properties of Bitcoin against a wide variety of conventional assets before and during the coronavirus disease 2019…

Energy-conserving cryptocurrency response during the COVID-19 pandemic and amid the Russia–Ukraine conflict

Emna Mnif, Khaireddine Mouakhar, Anis Jarboui

The mining process is essential in cryptocurrency networks. However, it consumes considerable electrical energy, which is undoubtedly harmful to the environment. In response…

Stock market integration and volatility spillovers: new evidence from Asia–Pacific and European markets

Biplab Kumar Guru, Inder Sekhar Yadav

This work investigates the volatility spillovers across stock markets and the nature of such spillovers through different periods of crises and tranquility.

A risk-neutral approach to the RAROC method of loan pricing using account-level data

Arun Kumar Misra, Molla Ramizur Rahman, Aviral Kumar Tiwari

This paper has used account-level data of corporate and retail borrowers, assessed their credit risk through the risk-neutral principle and examined its implication on loan…

Directional predictability and volatility spillover effect from stock market indexes to Bitcoin: evidence from developed and emerging markets

Imen Omri

This paper aims to quantify the volatility spillover impact and the directional predictability from stock market indexes to Bitcoin.

Competition–banking stability: the moderating role of government intervention quality in North African countries

Nadia Basty, Ines Ghazouani

This study investigates how bank competition affects financial stability and whether government intervention contributes to shaping this relationship in North African countries.

Modelling of crude oil price data using hidden Markov model

Safaa Kadhem, Haider Thajel

One of the most important sources of energy in the world, due to its great impact on the global economy, is the crude oil. Due to the instability of oil prices which exhibit…