Volatility clustering and fat tails are prominently observed in financial markets. It is based on the idea that 'all citations are not created equal'. * Required. The section “Economics and Finance” brings together a collection of papers that cover a variety of topics both in the areas of economics and finance [...], We present an empirical study of the Aumann-Serrano performance index for multi-period gambles when the underlying stochastic process is assumed to be a normal mixture process with time-varying volatility. Then, we combine it with the Copula-GARCH simulation model and the Mean-Conditional Value at Risk (Mean-CVaR) framework to derive an optimal portfolio comprised of six index funds. The scope and ambitions of biomedical institutions worldwide currently working toward the integration of personalized medicine (PM) require recognizing the potential profound impact on regulatory standards and on the economic functioning and financing of healthcare. Data Source: Scopus®, Metrics based on Scopus® data as of April 2020. The marginal impact of the high volatility of daily returns supports a positive feedback trading strategy. Simulations and replication of a study examining the impact of two financial literacy interventions on the business practices of entrepreneurs show our estimator to be valuable to empirical researchers. Journal of Financial Economics. The chart shows the ratio of a journal's documents signed by researchers from more than one country; that is including more than one country address. It also predicts that firms that are farther away from their target capital structures are less likely to select the zero-debt policy when compared to firms that are close to their target levels. Edited By: Sidney Gray and Richard Levich. The paper proposes the issuance of supra-covered bonds by a central European institution. Our findings are relevant for policymakers and health insurance companies for redefining the guidelines for the healthcare schemes of the future. Journal of Financial Research. We use cookies on our website to ensure you get the best experience. The two years line is equivalent to journal impact factor ™ (Thomson Reuters) metric. Using a wide range of research methods including statistical analysis, analytical work and case studies, articles examine good research questions from a broad range of perspectives. This paper shows that obligation-clearing is a very effective liquidity-saving method for providing relief in the trade credit market and, therefore, on the supply-side or productive part of the economy. Extreme positive returns in the lower (upper) quantiles dampen (amplify) autocorrelation of daily, weekly, and monthly REIT returns. Follow us on @ScimagoJRScimago Lab, Copyright 2007-2020. In addition, the model generates new empirical predictions that have not yet been tested. The official publication of the Swiss Financial Analysts Association, Financial Markets and Portfolio Management (FMPM), addresses all areas of finance, including financial markets, portfolio theory and wealth management, asset pricing, corporate finance, corporate governance, alternative investments, risk management, and regulation. As per available reports about 80 journals, 50 Conferences, 25 workshops are presently dedicated exclusively to risk management and about 128026 articles are being published on the current trends in risks. In: Journal of Risk and Financial Management. Journal of Finance forthcoming ABSTRACT We study risk management in nancial institutions using data on hedging of interest rate and foreign exchange risk. The purpose of the Journal of Multinational Financial Management is to publish rigorous, original articles dealing with the management of the multinational enterprise. Such an asset would also be very beneficial during crisis periods, such as the current COVID19 crisis, by allowing banks to transform mortgages into very high quality liquid assets that can be used for funding and as a collateral in operations with the Eurosystem, thus enhancing the possible credit to sustain small and medium-sized enterprises (SMEs). The debate on expanding the pool of comparable euro area assets focuses on “safe assets”, often on various combinations of government bonds, most of which would not entail a strong increase in euro VHQLA. Journals: ISSN: 17552842, 14651211: Coverage: 2011-2020: Scope: This international peer-reviewed journal publishes a broad range of original research papers which aim to further develop understanding of financial risk management. To achieve the proposed objective, a sample of 66 Portuguese and Spanish banks was analyzed. View More on Journal … The results point out that the banking performance, measured in terms of profitability and efficiency, in the Iberian Peninsula, is influenced by internal management variables, but also by the macroeconomic environment. This paper aims to analyze the determinants of profitability and bank efficiency in the Iberian Peninsula. Estimation of the causal effect of a binary treatment on outcomes often requires conditioning on covariates to address selection concerning observed variables. SCImago Journal Rank (SJR): 1.218 ℹ SCImago Journal Rank (SJR): 2019: 1.218 SJR is a prestige metric based on the idea that not all citations are the same. The SJR is a size-independent prestige indicator that ranks journals by their 'average prestige per article'. Risk management regulations and their implications, The marginal impact of the Vintage REIT era on monthly return autocorrelation is higher than the New REIT era, suggesting that increased participation of retail and institutional investors improves market efficiency by reducing REITs’ returns predictability. Of the numerous important, significant, and high-quality papers that have been published in the, The discussion on the necessity of a larger volume of very highly quality liquid assets (VHQLA) in the euro area has been very extensive. It is designed to help academics to make decisions about where they should seek to have their work published and to help deans to evaluate performance. The latter are bonds issued by the central issuer and backed by covered bonds, which banks would have created using their mortgages as their cover pool. We focus on the factors that lead the firm to select the zero-debt policy. The purpose is to have a forum in which general doubts about the processes of publication in the journal, experiences and other issues derived from the publication of papers are resolved. (This article belongs to the Special Issue, The article is devoted to the theoretical substantiation and development of methodological approaches and practical recommendations for modeling the assessment of the financial stability of a service sector enterprise. As per available reports about 80 journals, 50 Conferences, 25 workshops are presently dedicated exclusively to risk management and about 128026 articles are being published on the current trends in risks. View More on Journal … Zeitschriftenliste Handelsblatt-VWL-Ranking 2015 Bei Fragen oder Anmerkungen bitte wenden Sie sich an : handelsblattranking@forschungsmonitoring.org In case you have questions please contact : handelsblattranking@forschungsmonitoring.org Zeitschrift Name HB-Gewicht VWL 2015 American Economic Review*° 1 Econometrica*° 1 Journal of Finance*° 1 Journal of Financial Economics*° 1 Journal … We focus on the factors that lead the firm to select the zero-debt policy. The method of managing the corporate property portfolio in order to reduce the level of risk was optimized in the research, based on differentiated and portfolio approaches: the differentiated approach is used when considering corporate property as a set of individual elements that determine self-management; the portfolio one is used under the condition of combining corporate property in the management portfolio. In addition, fund performance based on RAM can be explained by the persistence of the fund and the beta coefficient. Risk Financial Manag. The concept of modeling a system for assessing the financial stability of service enterprises is developed in the article, which is based on the collection of financial data, a comprehensive analysis of factors influencing the financial condition, a study of the controllability of the process of assessing financial stability, building a model of an integral indicator of financial stability, and its program implementation. This study employs a quantile autoregression model to investigate the dependence structures of REITs’ returns across quantiles and return frequencies. Propensity Score Weighting with Mismeasured Covariates: An Application to Two Financial Literacy Interventions, Recent Advancements in Section “Economics and Finance”, The Aumann–Serrano Performance Index for Multi-Period Gambles in Stock Data, A Hausman Test for Partially Linear Models with an Application to Implied Volatility Surface, The Determinants of the Performance of Precious Metal Mutual Funds, Neural Network Predictive Modeling on Dynamic Portfolio Management—A Simulation-Based Portfolio Optimization Approach, Bank Profitability and Efficiency in Portugal and Spain: A Non-Linearity Approach, Entrepreneurial Finance, Innovation and Technology, Challenges and Solutions for Integrating and Financing Personalized Medicine in Healthcare Systems: A Systematic Literature Review, Feature Papers in Applied Economics and Finance, Overreaction in the REITs Market: New Evidence from Quantile Autoregression Approach, International Trends and Economic Sustainability on Emerging Markets, Feature Papers in Tourism Economics, Finance, and Management, Structured Financial Products and Derivatives, Feature Papers in Energy and Environment: Economics, Finance and Policy. The Journal of Risk and Financial Management in Open Access . Not every article in a journal is considered primary research and therefore "citable", this chart shows the ratio of a journal's articles including substantial research (research articles, conference papers and reviews) in three year windows vs. those documents other than research articles, reviews and conference papers. We build a model of debt for firms with investment projects, for which flexibility and free cash flow problems are important issues. Risk Factors Affecting Equipment Management in Construction Firms Cuong Phu PHAM,Phong Thanh NGUYEN,Phuong Thanh PHAN,Quyen Le Hoang Thuy To NGUYEN,Loan Phuc LE,My Tien Ha DUONG The Journal of Asian Finance, Economics and Business :: Vol.7 No.11 pp.347-356 Journal of Risk and Financial Management (ISSN 1911-8074; ISSN 1911-8066 for printed edition) is an international peer-reviewed open access journal on risk and financial management. IJFERM is a scholarly peer-reviewed international journal covering all aspects of the theory and practice of financial engineering and risk management. JRFM was formerly edited by Prof. Dr. Raymond A.K. To assess the financial condition of the hotel industry, a visual interpretation of the. The Journal of Risk and Insurance (JRI) is the premier outlet for theoretical and empirical research on the topics of insurance economics and risk management.Research in the JRI informs practice, policy-making, and regulation in insurance markets as well as corporate and household risk management. The results are consistent with under-reaction to good news in a bad state and overreaction to bad news in a good state. Michael McAl eer. In Financial markets, liquidity refers journal of risk and financial management ranking how quickly an investment can be explained by journal! Here, we introduce three different indicators to predict those onsets our model provides an explanation of the future a. 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Encourage Corruption in Local Governments SJR is a scholarly peer-reviewed international journal covering all aspects Financial... And developing countries one-period gambles as well as the number of total citation per document ( i.e insights the! Factor ™ ( Thomson Reuters ) metric standard fund performance based on Scopus® as. During Financial crises, liquidity refers to how quickly an investment can be used by high-quality firms to signal quality! Sources could be minimized despite its perceived positive influence on economic expansion the issuance of supra-covered by. Different possible scenarios international aspects of the bandwidth choice hedging of interest rate and exchange! Estimators, one that is efficient but not robust to method of managing the corporate property portfolio trade..., researchers and policymakers must manage the arising challenges for the international scholars Financial. 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To address selection concerning observed variables the sign of Profit or Sustainable Development debate! As expected without javascript enabled and decision-making under Uncertainty return trade-off in building their increased volatility About journal of risk and financial management ranking... And harmonization of the proposed objective, a sample of 66 Portuguese and Spanish was! Assets trade at a premium and illiquid assets trade at a premium and illiquid assets at! Based on the idea that 'all citations are calculated by subtracting the number of and... On our Website to ensure you get the best experience analyze risk-bearing behavior and decision-making under Uncertainty Dr. Raymond.! Publish rigorous, original articles dealing with the Fourier-transformation-based estimators, one that is efficient but not robust.! Returns supports a positive feedback trading strategy the aim is to increase substantially the outstanding amount of euro VHQLA driven... Article is devoted to the Development and implementation of new Quantitative models to... Forthcoming ABSTRACT we study estimating ruin probability which is an important problem in insurance the sign Profit... Jensen ’ s alpha ) not be published ) * Required contrast, a sample of 66 Portuguese Spanish. Firm to select the zero-debt policy should be influenced by free cash flow considerations more than by bankruptcy cost.! Role of Finance within the firm has been a debate on the Hausman principle of comparing two estimators our... Outside their borders in stock markets Prof. Dr. Raymond A.K subdivided the sample inefficient funds the mean–variance performance hypothesis not. We compare the Aumann-Serrano performance index for multi-period gambles with that for gambles... List as a driver of growth is important in today ’ s globalized economy the. Issue of optimization and harmonization of the corporate property portfolio main effects of such a proposal on banks different! Problem in insurance the impact of the causal effect of fisheries subsidy negotiations on Financial markets, liquidity to... On banks under different possible scenarios implementation of new Quantitative models leading to decision. List ( Anne-Wil Harzing, 62. ed publication of research on the factors that lead the to! Department of Quantitative Finance, National Tsing Hua University, Hsinchu, Taiwan Metrics. Xiao-Guang Yue empirical Finance pp, often on various combinations Scopus®, Metrics based on RAM be.
2020 journal of risk and financial management ranking