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Does fixed income buffer against fraud shocks?

Lee, Steven James - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-22

Counterparty risk in the form of investment fraud damages a retiree’s nest egg. Does fraud negatively impact portfolios … determine the average reduction in portfolio success of a retiree who experiences fraud. Findings suggest that each incidence of … fraud results in a loss of three percentage points in retirement success. However, portfolios containing some bonds (75 …

Persistent link: https://www.econbiz.de/10012745315

A cryptocurrency spectrum short analysis

Șcheau, Mircea Constantin; Crăciunescu, Simona Liliana; … - In: Journal of risk and financial management : JRFM 13 (2020) 8/184, pp. 1-16

Technological development brings about economic changes that affect most citizens, both in developed and undeveloped countries. The implementation of blockchain technologies that bring cryptocurrencies into the economy and everyday life also induce risks. Authorities are continuously concerned...

Persistent link: https://www.econbiz.de/10012321949

Does governance affect compliance with IFRS 7?

Yamani, Amal; Hussainey, Khaled; Albitar, Khaldoon - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-23

Although there has been considerable research on the impact of corporate governance on corporate voluntary disclosure, empirical evidence on how governance affects compliance with mandatory disclosure requirements is limited. We contribute to governance and disclosure literature by examining the...

Persistent link: https://www.econbiz.de/10012587760

Foreign direct investment in GCC countries : the essential influence of governance and the adoption of IFRS

Siriopoulos, Costas; Tsagkanos, Athanasios; Svingou, Argyro - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-13

This paper presents an analysis of the factors affecting foreign direct investments, focusing on governance quality and adoption of International Financial Reporting Standards on countries of the Gulf Cooperation Council, which are a special case of study due to their idiosyncratic...

Persistent link: https://www.econbiz.de/10012605749

Does ownership structure moderate the relationship between systemic risk and corporate governance? : evidence from Gulf Cooperation Council countries

Abidi, Ilyes; Nsaibi, Mariem; Hussainey, Khaled - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-17

The objective of this paper is to empirically examine the moderating effect of ownership structure on the relationship between systemic risk and corporate governance. It complements prior research by studying the relationship between the proportion of capital held by state institutions and...

Persistent link: https://www.econbiz.de/10013273469

Assessing institutional dynamics of governance compliance in emerging markets : the GCC real estate sector

Pillai, Rekha; Al-Malkawi, Husam-Aldin Nizar; Bhatti, … - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-18

The real estate sector has emerged as the bedrock of the Gulf Cooperation Council (GCC) economies, and it has remained resilient despite the various unprecedented micro- and macro-economic shocks devouring the world’s economies. However, wavering investor attitudes and minimal exposure to real...

Persistent link: https://www.econbiz.de/10012794250

ESG reporting and analysts' recommendations in GCC : the moderation role of royal family directors

Alazzani, Abdulsamad; Wan Nordin Wan-Hussin; Jones, Michael - In: Journal of risk and financial management : JRFM 14 (2021) 2/72, pp. 1-20

This study examines whether financial analysts consider or incorporate the environmental, social and governance disclosures (thereafter ESG) in their recommendations. We then test whether royal family directors affect this relation. Using a dataset from six Gulf Cooperation Council (GCC)...

Persistent link: https://www.econbiz.de/10012484070

What explains the sovereign credit default swap spreads changes in the GCC region?

Naifar, Nader - In: Journal of risk and financial management : JRFM 13 (2020) 10/245, pp. 1-22

This paper aimed to investigate the drivers of sovereign credit risk spreads changes in the case of four Gulf Cooperation Council (GCC) countries, namely Kingdom of Saudi Arabia (KSA), the United Arab Emirates (UAE), Qatar, and Bahrain. Specifically, we explained the changes in sovereign credit...

Persistent link: https://www.econbiz.de/10012387138

A wavelet-based analysis of the co-movement between sukuk bonds and Shariah stock indices in the GCC region : implications for risk diversification

Nasreen, Samia; Naqvi, Syed Asif Ali; Tiwari, Aviral Kumar - In: Journal of risk and financial management : JRFM 13 (2020) 4/63, pp. 1-21

Investors are interested in knowing whether sukuk bonds and shariah stock indices in the Gulf Corporation Council (GCC) region are related. This study examines the connectedness between the sukuk- and shariah-compliant stock indices in the GCC financial markets. Bivariate and multivariate...

Persistent link: https://www.econbiz.de/10012302496

Dynamic spillovers between gulf cooperation council's stocks, VIX, oil and gold volatility indices

Alqahtani, Abdullah; Chevallier, Julien - In: Journal of risk and financial management : JRFM 13 (2020) 4/69, pp. 1-17

This paper analyzes the conditional correlations between the stock market returns of countries that are members of the Gulf Cooperation Council (GCC). The innovative aspects of the paper consist of focusing on three volatility indices: the oil (OVX), gold (GVZ), and S&P500 (VIX) markets...

Persistent link: https://www.econbiz.de/10012302563