Financial risk management in the V4 Countries' SMEs segment
The paper examines entrepreneurs' attitudes towards chosen problems of managing
financial risk in the V4 countries' small and medium-sized enterprises. Financial risk has a …
financial risk in the V4 countries' small and medium-sized enterprises. Financial risk has a …
Asymmetric volatility in equity markets around the world
The observation that price declines usually lead to volatility increases is known as the
asymmetric volatility effect and has become a stylized fact about the financial markets. We …
asymmetric volatility effect and has become a stylized fact about the financial markets. We …
Time-varying asymmetric volatility spillover between global markets and China's A, B and H-shares using EGARCH and DCC-EGARCH models
This paper investigates the volatility spillover and dynamic conditional correlation between
three types of China's shares including A, B and H-shares with 12 major emerging and …
three types of China's shares including A, B and H-shares with 12 major emerging and …
Strategy selection for organizational performance of Turkish banking sector with the integrated multi-dimensional decision-making approach
The aim of this chapter is to determine the best strategy for Turkish deposit banks and rank
these banks according to the performance regarding strategy development. Within this …
these banks according to the performance regarding strategy development. Within this …
Value at risk and returns of cryptocurrencies before and after the crash: long-run relations and fractional cointegration
Z Tan, Y Huang, B Xiao - Research in International Business and Finance, 2021 - Elsevier
Cryptocurrency has become an increasingly important investment vehicle, thus the long-run
relationship between risk and return of cryptocurrency is vital for both investors and policy …
relationship between risk and return of cryptocurrency is vital for both investors and policy …
Do constraints on financial and operating leverage affect the performance of Islamic equity portfolios?
The Islamic equity screening standards specifically forbid investment in equities of
companies with high financial leverage and a low fraction of investment in real assets. We …
companies with high financial leverage and a low fraction of investment in real assets. We …
Investors' risk preference characteristics and conditional skewness
F Wen, Z He, X Chen - Mathematical Problems in Engineering, 2014 - Wiley Online Library
Perspective on behavioral finance, we take a new look at the characteristics of investors' risk
preference, building the D‐GARCH‐M model, DR‐GARCH‐M model, and GARCHC‐M …
preference, building the D‐GARCH‐M model, DR‐GARCH‐M model, and GARCHC‐M …
Management of operational risk in the context of financial performance of SMEs
M Hudáková, P Kardoš, J Dvorský, CR Afful… - Systems, 2023 - mdpi.com
Owners and managers of small and medium-sized enterprises (SMEs) have changed their
perspective on risk management due to the current global negative threats in the business …
perspective on risk management due to the current global negative threats in the business …
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
Understanding and quantifying the dependence of returns and liquidity is critical for liquidity
risk management. In this paper the idea of mixed data sampling (MIDAS) is extended from …
risk management. In this paper the idea of mixed data sampling (MIDAS) is extended from …
Influence of selected factors on financial risk management in SMEs in the Czech Republic
Z Virglerová, L Kozubíková… - Montenegrin Journal of …, 2016 - publikace.k.utb.cz
The aim of this article is to analyze risk management and the influence of selected factors on
approaches to financial risk management in the small and medium-sized enterprises in …
approaches to financial risk management in the small and medium-sized enterprises in …