“...Purpose The purpose of this paper is to examine the value-at-risk and related measures for the Bitcoin and to compare the findings with Standard and Poor’s...”

“...Purpose The purpose of this paper is to propose the parametric bootstrap method for valuation of over-the-counter derivative (OTCD) initial margin (IM) in the...”

“...Purpose This paper aims to investigate the influence of financial development on non-performing loans (NPL). Design/methodology/approach The model used in this...”

“...Purpose This paper aims to provide an overview of the main research topics in the emerging fields of cyber risk and cyber risk insurance. The paper also...”

“...Purpose The purpose of this paper is to show how investors can incorporate the multi-scale nature of asset and factor returns into their portfolio decisions...”

“...Purpose - Risk aversion is an important characteristic associated with family firms. Despite growing literature in recent years, a consistent picture of what...”

“...The study of chaotic dynamics in financial time series suffers from the nature of the collected data, which is both finite and noisy. Moreover, researchers...”

“...Purpose This paper aims to examine the effects of exchange rate volatility on consumption by focusing on a small open sub-Saharan Africa (SSA) country, Ghana,...”

“...Purpose Inspired by new findings on and perceptions of risk governance, such as the necessity of taking a broader perspective in coping with risks in companies...”

“...Purpose One group of risk governance actors that recently came into focus for empirical studies is the board of directors. In this context, the increasing...”