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JFRM publishes theoretical and applied papers in Financial Risk Management area. The JFRM is an international journal with the goal of advancing the knowledge and understanding of the practice of financial risk management through the publication of a high quality papers that are also relevant to practitioners. All man…
Gokhan Cinar, Ferruh Isin, Adnan Hushmat
Risks faced by the trading firms cannot be eliminated completely due to the reasons arising from the structure of international trade. Therefore, minimizing risk and managing it well lay down the foundation of modern risk approach. The most important element…
Serigne Ibrahima Diop, François Joseph Cabral
The objective of this article is to analyze the tie between the financings of the Decentralized Financial System (DFS) and the agricultural growth in Senegal. We use a linear equation model. The survey covers the active period of 1999 to 2013. Results show th…
Michael Jacobs Jr.
This study presents an analysis of the impact of asset price bubbles on standard credit risk measures, including Expected Loss (“EL”) and Credit Value-at-Risk (“CVaR”). We present a styled model of asset price bubbles in continuous time, and perform a simulat…
Erio Castagnoli, Marzia De Donno, Gino Favero, Paola Modesti
Linear price systems, typically used to model “perfect” markets, are widely known not to accommodate most of the typical frictions featured in “actual” ones. Since some years, “proportional” frictions (taxes, bid-ask spreads, and so on) are modeled by means o…
Wenwen Liu
Geographical imbalance of China’s processing trade industries has become increasingly prominent in recent years. Chinese industrial gradient situations can be estimated by industrial gradient coefficient. The transferred industries between high-gradient regio…
Yong Fang
This paper tried to utilize Ensemble Empirical Mode Decomposition (EEMD) to explore the correlations between investor sentiment and stock index and macro economy, as well as the prediction capacity of the short-term fluctuation, medium-term fluctuation and lo…
Hajar Mouatassim, Abdelmajid Ibenrissoul
Operational risk is a prominent preoccupation of all managers these days. Indeed, the development of collective awareness has led executives to implement a wide variety of solutions in order to keep this risk and its consequences under control. In this contex…
Anastassios A. Drakos, Georgios P. Kouretas, Leonidas Zarangas
This paper analyzes the predictive performance of the Conditional Autoregressive Value at Risk (CAViaR) developed by Engle & Manganelli (2004) for major equity markets during tranquil and turbulent periods. The CAViaR model shifts the focus of attention from…
Ismail Yildirim
This study aims to measure the foreign exchange risks that the insurance companies are exposed to. In this context, this study analyzes 7 insurance companies listed in Borsa Istanbul (Istanbul Stock Exchange). The foreign exchange risks that the insurance com…
Muhammad Mahbubur Rahman
Dividend policy has been one of the most important research topics in modern corporate finance. From the practitioners’ viewpoint, dividend policy of a firm has implications for investors, managers, lenders and other stakeholders. The current study aims to ex…
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JFRM publishes theoretical and applied papers in Financial Risk Management area. The JFRM is an international journal with the goal of advancing the knowledge and understanding of the practice of financial risk management through the publication of a high quality papers that are also relevant to practitioners. All man… All articles are open access under a CC BY 4.0 licence, with authors retaining copyright.
Authors submit their manuscript, metadata, and declarations through the portal. There is no submission fee.
The editorial office screens the manuscript for scope, completeness, and formatting before assigning a handling editor.
At least two independent reviewers evaluate the manuscript under single-blind review. Where revisions are required, authors respond point by point.
On acceptance the article processing charge is invoiced and the CC BY 4.0 copyright handover is signed.
The article is copyedited, typeset, and given a DOI, then publishes open access with a permanent link.
Manuscripts must be original and not under consideration elsewhere. Submit in Microsoft Word or LaTeX with figures at 300 dpi minimum. Structure research articles as Abstract, Introduction, Methods, Results, Discussion, and References.
Use the journal's numbered (Vancouver) reference style. Cite sources consecutively in the order they appear, and ensure every reference is complete and retrievable.
Declare all funding sources, conflicts of interest, and ethical approvals (including informed consent and animal-care statements where applicable).