Journal of Risk Finance: Volume 12 Issue 5

Subject:

Table of contents

Long memory properties and asymmetric effects of emerging equity market: Evidence from Malaysia

Turkhan Ali Abdul Manap, Salina H. Kassim

The purpose of this paper is to examine the long memory property of equity returns and volatility of emerging equity market by focusing on the Malaysian equity market, namely the…

An empirical comparative analysis of various issues of foreign trade among firms in South‐East Asian countries

Rajeshwar Sirpal

The purpose of this paper is to conduct a comparative analysis of the various issues faced by firms involved in foreign trade in Brunei Darussalam and Singapore. It tries to…

US macroeconomic news spillover effects on Vietnamese stock market

Tho Nguyen

The purpose of this paper is to investigate the spillover effect of the US macroeconomic news on the first two moments of the Vietnamese stock market returns.

1861

The subprime crisis and stock index futures markets integration

Bakri Abdul Karim, Mohamad Jais, Samsul Ariffin Abdul Karim

The purpose of this paper is to examine the effects of the current global crisis on the integration and co‐movements of selected stock index futures markets.

1901

Corporate derivatives and foreign exchange risk management: A case study of non‐financial firms of Pakistan

Talat Afza, Atia Alam

The purpose of this paper is to identify the factors affecting firms' decision to use foreign exchange (FX) derivative instruments by using the data of 86 non‐financial firms…

5227

Constructing stress tests

John B. Abbink

There is limited discussion in the literature of the problems associated with constructing stress tests. The Credit Crunch has revealed that attention simply to haircuts to asset…

1182
Cover of Journal of Risk Finance

ISSN:

1526-5943

Online date, start – end:

1999

Copyright Holder:

Emerald Publishing Limited

Open Access:

hybrid

Merged from:

Balance Sheet

Editor:

  • Nawazish Mirza