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Regulatory response to the rise of fintech credit in the Netherlands
Huibers, Fernando E. - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-12
The rise of financial technology (fintech) driven business models in banking poses a challenge for financial regulators. While the positive effects on the banking sector in terms of greater diversity and competition are generally recognized and encouraged by regulators, the nature of fintech...
Persistent link: https://www.econbiz.de/10012626707
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Risk management practices and firm performance with a mediating role of Business Model Innovation : observations from Jordan
Al-Nimer, Munther; Abbadi, Sinan S.; Al-Omush, Ahmad; … - In: Journal of risk and financial management : JRFM 14 (2021) 3/113, pp. 1-20
This study focused on scrutinizing the influence of Enterprises Risk Management (ERM) on firm performance with a mediating role of Business Model Innovation (BMI). For the purpose, data from 228 Jordanian firms was collected and analyzed. The results indicated that the ERM practices have a...
Persistent link: https://www.econbiz.de/10012485192
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Dependency relations among international stock market indices
Sandoval Junior, Leonidas; Mullokandov, Asher; Kenett, … - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 227-265
We develop networks of international stock market indices using information and correlation based measures. We use 83 … stock market indices of a diversity of countries, as well as their single day lagged values, to probe the correlation and … one day coincides to same day correlation between them. …
Persistent link: https://www.econbiz.de/10011545240
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The time-varying relation between stock returns and monetary variables
McMillan, David G. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-17
shifting the pattern of behaviour. We show a change in the correlation between each of the three variables with stock returns …. Notably, a predominantly negative correlation with bond yields and inflation becomes positive, while the opposite is true for …
Persistent link: https://www.econbiz.de/10012813273
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Choosing a price and cost combination : the role of correlation
Bar-Ilan, Avner; Maoz, Yishay - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-13
, where both output price and production cost are stochastic processes, and add a novel focus on how the correlation between … correlation between the processes, as it seeks a greater profitability variance which maximizes its value. …
Persistent link: https://www.econbiz.de/10012795559
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Monthly art market returns
Bocart, Fabian Y. R. P.; Ghysels, Eric; Hafner, Christian M. - In: Journal of risk and financial management : JRFM 13 (2020) 5/100, pp. 1-22
a novel approach to repeat-sales regression estimation. The model for price indices we propose allows for correlation …
Persistent link: https://www.econbiz.de/10012304909
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Investigation of the financial stability of S&P 500 using realized volatility and stock returns distribution
Akter, Nahida; Nobi, Ashadun - In: Journal of risk and financial management : JRFM 11 (2018) 2, pp. 1-10
correlation among the stocks for 15 years and found that, during the crisis period, the beta-coefficient between the market index … and stock’s prices and correlation among stock’s prices increased remarkably and decreased during the non-crisis period …
Persistent link: https://www.econbiz.de/10011856960
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The convergence evolution in Europe from a complex networks perspective
Papadimitriou, Theophilos; Gkonkas, Periklēs; … - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-14
-Eurozone economies, is investigated in this paper. To do so, we construct correlation-based networks and study them by employing the …
Persistent link: https://www.econbiz.de/10013471379
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Valuing dynamic capabilities-based synergies with real options
Čirjevskis, Andrejs - In: Journal of risk and financial management : JRFM 14 (2021) 2/69, pp. 1-14
Acquisition-based dynamic capabilities have become well established as a new imperative for organizing mergers and acquisitions (M&A) processes. However, understanding the full benefits and possible limits of real options applications to measure a dynamic capability-based synergy in M&A deals...
Persistent link: https://www.econbiz.de/10012484010
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Probability of default and default correlations
Li, Weiping - In: Journal of risk and financial management : JRFM 9 (2016) 3, pp. 1-19
formula for the default correlation via the correlated multivariate process of the first-passage-time default correlation … model. Our structural model encodes the sensitivities of default correlations with respect to the underlying correlation …
Persistent link: https://www.econbiz.de/10011543135