Journal of Risk Finance: Volume 24 Issue 4

Asymmetric information flow to G7 and Nordic equities markets during COVID-19 pandemic

Peterson Owusu Junior, Ngo Thai Hung

This paper investigates the probable differential impact of the confirmed cases of COVID-19 on the equities markets of G7 and Nordic countries to ascertain possible…

Market perceptions on the role of female leadership in adapting to climate change

Othar Kordsachia, Alexander Bassen, Christian Fieberg, Katharina Wolters

This empirical study aims to examine the association between gender-diverse boards and corporate carbon emissions and estimates the effect of board gender diversity on stock price…

The links between financial depth and economic variables: evidence from Poland

Ayesha Afzal, Saba Fazal Firdousi, Kamil Mahmood

The purpose of this paper is to examine the relationship that exists between financial depth and economic growth in Poland for the years 1995–2019. This paper utilizes integration…

Forecasting nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula: evidence from GAS models

Mehdi Mili, Ahmed Bouteska

This paper examines and forecasts correlations between cryptocurrencies and major fiat currencies using Generalized Autoregressive Score (GAS) time-varying copulas. The authors…

Dynamic hedging strategies across assets and commodities – a wavelet analysis

Aqila Rafiuddin, Jesus Cuauhtemoc Tellez Gaytan, Rajesh Mohnot, Arindam Banerjee

The aim of this research is to explore multiscale hedging strategies among cryptocurrencies, commodities, and GCC stocks. Particularly, this is done by evaluating the…

Rippling effect of liquidity risk in the sovereign term structure

Rintu Anthony, Krishna Prasanna

The study attempts to identify the linkages in the term structure of illiquidity and the impact of global and domestic factors on sovereign bonds in emerging Asia. The objective…

Capital structure and default risk of small and medium enterprises: evidence from Algeria

Riad Baha, Aldo Levy, Amir Hasnaoui

This study examines the existence of a causal relationship between the capital structure at the creation of the small and medium-sized enterprise (SME) and its viability after…