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Deployment of interpretive structural modeling in barriers to industry 4.0: A case of small and medium enterprises

Goel, Pankaj; Kumar, Raman; Banga, Harish Kumar; Kaur, … - In: Journal of Risk and Financial Management 15 (2022) 4, pp. 1-22

Small and medium enterprises (SMEs) are vital contributors and significant drivers of any manufacturing sector. The Industry 4.0 (I 4.0) revolution has made the global economy highly competitive and automated, requiring Indian SMEs to adapt more quickly. Therefore, this study aimed to identify...

Persistent link: https://www.econbiz.de/10014332372

Copula modelling to analyse financial data

Dewick, Paul R.; Liu, Shuangzhe - In: Journal of Risk and Financial Management 15 (2022) 3, pp. 1-11

Copula modelling is a popular tool in analysing the dependencies between variables. Copula modelling allows the investigation of tail dependencies, which is of particular interest in risk and survival applications. Copula modelling is also of specific interest to economic and financial modelling...

Persistent link: https://www.econbiz.de/10013201407

Value-at-risk and models of dependence in the U.S. federal crop insurance program

Ramsey, A. Ford; Goodwin, Barry K. - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-21

consists of policies across a wide range of crops, plans, and locations. Weather and other latent variables induce dependence …

Persistent link: https://www.econbiz.de/10012611133

Overreaction in the REITs market: New evidence from quantile autoregression approach

Ngene, Geoffrey M.; Manohar, Catherine Anitha; Julio, … - In: Journal of Risk and Financial Management 13 (2020) 11, pp. 1-28

, and inflation hedging to investors. This study employs a quantile autoregression model to investigate the dependence … aggregate effects of the sign and size of returns, business cycles, volatility, and REIT eras on the dependence structure of … daily, weekly, and monthly REIT returns. The study documents asymmetric and misaligned dependence patterns. A bad market …

Persistent link: https://www.econbiz.de/10012611486