mathematical tool which can be applied in the assessment of composite financial risk. Copula-based dependence modelling is a … approach to risk modelling is the exibility in the choice of distributions used to model co-dependencies. The practical …

Financial risk management is difficult at the best of times, but especially so in the presence of economic uncertainty … and financial crises. The purpose of this special issue on "Advances in Financial Risk Management and Economic Policy … methods have contributed significantly to the analysis of financial risk management when there is economic uncertainty …

source of international tourism. In order to understand the risk persistence of Chinese tourists, the paper investigates the …. The mean equations associated with GARCH(1,1), GJR(1,1) and EGARCH(1,1) are used to analyse the risk persistence of the …

The Journal of Risk and Financial Management (JRFM) was inaugurated in 2008 and has continued publishing successfully …

conducted to examine if beta, proxied for a systematic risk, should be considered valid in the application of the CAPM at the … rate, inflation, and GDP are examples of systematic risk. Findings from this study indicate that the selection of portfolio … considered as a valid measure of systematic risk. …