Journal of Risk Finance: Volume 24 Issue 3

Interlinkages of market power, price and liquidity network in banks: evidence from an emerging economy

Abhishek Poddar, Sangita Choudhary, Aviral Kumar Tiwari, Arun Kumar Misra

The current study aims to analyze the linkage among bank competition, liquidity and loan price in an interconnected bank network system.

Credit risk downgrades and the CDS market: a wavelet analysis

Olivier Nataf, Lieven De Moor

This paper aims to assess the consequences of credit risk downgrades on credit default swaps (hereafter CDS) written on financial companies from two different perspectives, namely…

Russia–Ukrainian war: measuring the intraday risk dynamics of energy futures contracts using VaR and CVaR

Ameet Kumar Banerjee

This paper investigates the influence of the ongoing crisis of Russia's incursion on Ukraine on the risk dynamics of energy futures contracts with high-frequency data on four…

Duty calls: prediction of failure in reorganization processes

Isabel Abinzano, Harold Bonilla, Luis Muga

Using data from business reorganization processes under Act 1116 of 2006 in Colombia during the period 2008 to 2018, a model for predicting the success of these processes is…

War build-up and stock returns: evidence from Russian and Ukrainian stock markets

Khakan Najaf, Mayank Joshipura, Muneer M. Alshater

This study examined the impact of war/conflict-related news on the Russian and Ukrainian stock markets in the build-up and beginning of the war that sparked in the year 2022.

Redefining investors' goals in the post–normal world

Vladimir Dmitrievich Milovidov

The purpose of the article is to show the changing behavior of investors in the post-pandemic period, the continued development of “emotional communities” in the financial market…

Commentary: Lessons from SVB's collapse on sustainability and sustainable finance: ensuring resilience from “unsustainability”

Guan-Seng Khoo