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April 2026, Volume 14, Issue 5
- 1-4 Special Issue “Volatility Modeling in Financial Market”
by Katarzyna Czech & Michał Wielechowski - 1-25 Financial Performance, Risk, and Market Integration of Sustainability-Oriented Equity Indices: Implications for the Sustainability Transition (2010–2025)
by Jeanne Kaspard & Cesar Kamel & Fleur Khalil & Richard Beainy - 1-28 Normalising Flow Enhanced GARCH Models: A Two-Stage Framework for Flexible Innovation Modelling in Financial Time Series
by Abdullah Hassan & Farai Mlambo & Wilson Tsakane Mongwe - 1-32 Short-Term Forecasting of Four Rand-Denominated Currency Markets (EUR/ZAR, CHF/ZAR, BRL/ZAR, CNY/ZAR): A Comparative Analysis of Support Vector Regression, XGBoost and Principal Component Regression
by Sthembile Albertinah Fundama & Thakhani Ravele & Thinawanga Hangwani Tshisikhawe & Caston Sigauke - 1-41 Dismantling Binary Opposition in Fraud Detection: A Fuzzy Deep Learning Framework for Imbalanced Transaction Data
by Reham M. Essa & Yasser El-Kassrawy & Amer Alaya & Nevien El-Kassrawy
May 2026, Volume 14, Issue 5
- 1-15 The Effect of Regulatory Liquidity Measure on Bank Capital Structure
by Ndonwabile Zimasa Mabandla & Godfrey Marozva - 1-19 The Financial Resilience of Hungarian Local Governments During the COVID-19 Pandemic and the Russian–Ukrainian War: An Empirical Study Based on Data from 2020–2023
by Szilárd Hegedűs & Petronella Molnár - 1-19 ORAKULUM: An Information-Impact Asset Pricing Model Introducing a Jump-Diffusion Framework for Information-Driven Markets
by Zoltán Köntös & Ruszlan Megdetovics Rahimkulov - 1-24 Deep Reinforcement Learning for Cryptocurrency Portfolio Management: A Free-Energy Framework with Geometry-Based Transaction Costs and Efficiency Bounds
by Ntebogang Dinah Moroke - 1-29 Digital Transformation in the Insurance Industry: Challenges and Strategic Insights
by Linda Malifete & Khathutshelo Mushavhanamadi & Samuel Adekunle & Clinton Aigbavboa - 1-32 Comparative Analysis of Weather-Based Indexes and the Actuaries Climate Index TM for Crop Yield Prediction and Weather-Derivative Pricing
by Cem Yavrum & A. Sevtap Selcuk-Kestel & José Garrido - 1-33 Enhancing Enterprise Risk Management and Internal Audit Practices by Applying Machine Learning Models
by Reneta Duhova & Angel Duhov & Petia Georgieva & Milena Lazarova - 1-44 Geoeconomic Fragmentation and Market Decoupling: A Time–Frequency Anatomy of Oil–Ruble Volatility Spillovers (2020–2025)
by Erdost Torun & Erhan Demireli & Simon Grima
March 2026, Volume 14, Issue 4
- 1-14 Do Uncertainty and Action Shocks Affect G7 Stock Market Synchronisation? DCC-GARCH Evidence from the 2024 U.S. Election and the Reciprocal Tariffs Announcement
by Katarzyna Czech & Michał Wielechowski - 1-32 Crisis-Regime Dynamic Volatility Spillovers in U.S. Commodity Markets: A Bayesian Mixture-Identified SVAR Approach
by Xinyan Deng & Kentaka Aruga & Chaofeng Tang - 1-63 Critical Regimes of Systemic Risk: Flow Network Cascades in the U.S. Banking System
by Samuel Montañez Jacquez & Luis Alberto Quezada Téllez & Rodrigo Morales Mendoza & Ernesto Moya-Albor & Guillermo Fernández Anaya & Milagros Santos Moreno
April 2026, Volume 14, Issue 4
- 1-10 Closed-Form Valuation of Discounted Cash Flows with Finite Poisson Arrivals in a Finite Horizon
by Yuto Kitamura & Yuta Kudo & Makoto Shimoshimizu & Makoto Goto - 1-12 Dynamics of Oil Markets Amid Financial Distress Among Small Firms in the Energy Industry
by Salem Al Mustanyir - 1-12 Predicting Stock Market Risk Using Machine Learning Classification Models
by Seol-Hyun Noh - 1-15 Socioeconomic and Regional Determinants of Inclusive Insurance Participation in Indonesia
by Rika Fitriani & Hyukjun Gweon & Shu Li - 1-16 The Flow–Performance Relationship and Behavioral Biases: Evidence from Spanish Mutual Fund Flows
by Carlos Arenas-Laorga & Fernando Gil Capella - 1-18 Risk-Sensitive Performance Evaluation of Life Insurance Markets in EU and EEA Countries: A MPSI–CoCoSo Approach
by Neylan Kaya & Aslıhan Ersoy Bozcuk & Güler Ferhan Ünal Uyar & Münevver Sena Özden & Mustafa Terzioğlu & Burçin Tutcu & Hasan Talaş - 1-18 Temporal and Cost-Sensitive Evaluation Framework for Credit Risk Modeling Under Distributional Shifts
by Tsolmon Sodnomdavaa & Munkhtsetseg Sandagsuren - 1-19 The Association Between Climate Change Perception and Agricultural Insurance Adoption Among Food Legume Farmers: A Case Study from Baicheng City in Jilin Province of China
by Yarong Lyu & Mengjuan Li & Yihang Liu & Jingyi Zhou & Jiliang Ma - 1-21 The Dynamics Between Dividends and Index Value in South Africa
by Olushola Christy Akilo & Milan Christian De Wet - 1-21 Regulating the Crypto-Laundering Chain: A Comparative Study of Scam Compounds and Money Mule Mechanisms Within Criminal Networks
by Gioia Arnone - 1-23 Copula Asymmetry Index (CAI++): Measuring Asymmetric Equity–Volatility Tail Dependence for Defensive Allocation
by Peter Hatzopoulos & Anastasios D. Statiou - 1-24 Exploring Intangible Assets’ Contribution to Capital Structure in Thailand’s Listed Companies During COVID-19
by Xiaoque Chen & Trairong Swatdikun & Pankaewta Lakkanawanit & Jin Zhao - 1-24 A First Step Toward a CAT Model Framework: An ODE-Based Risk Analysis of Urban Floods Triggered by Meteorological Events
by Beatriz A. Curioso & Manuel L. Esquível & Gracinda R. Guerreiro & Nadezhda P. Krasii & Pedro A. C. Sousa - 1-24 Hidden Optionalities in American Options
by Noura El Hassan & Bacel Maddah & Nassim Nicholas Taleb - 1-24 Advanced Insurance Risk Modeling for Pseudo-New Customers Using Balanced Ensembles and Transformer Architectures
by Finn L. Solly & Raquel Soriano-Gonzalez & Angel A. Juan & Antoni Guerrero - 1-25 Board of Directors’ Characteristics, Political Connection and Risk Disclosure: Evidence from an Emerging Market Context
by Ahmad Farhan Alshira’h - 1-25 Modeling Structural Deviation in 10-K Risk Factors: A Semantic Anomaly Detection and Explainable AI Approach
by Fang Sun & Shuangjiang He & Ruiqi Wang & Lingyun Ke & Hongyu Shen & Qiuyue Liao - 1-31 Parity Regression Estimation
by Vali Asimit & Ziwei Chen & Bogdan Ichim & Pietro Millossovich - 1-39 Understanding FinTech Adoption Drivers for Digital Financial Sustainability in Urban and Rural MSMEs
by Budi Setiawan & Sasiska Rani & Emilda Emilda & Firmansyah Arifin & Dinarossi Utami - 1-39 Quantile Domain Connectedness Between Climate Risks and Cryptocurrency Classes
by Mosab I. Tabash & Suzan Sameer Issa & Loona Mohammad Shaheen & Mohammed Alnahhal & Zokir Mamadiyarov - 1-63 A Comparative Analysis of Overnight vs. Daytime Static and Momentum Strategies Across Sector ETFs
by Gourav Salotra & Tharunya Katikireddy & Yaswanth Anumolu & Eugene Pinsky
February 2026, Volume 14, Issue 3
- 1-14 Diversifier, Hedge, or Safe Haven? Bitcoin’s Role Against the Brazilian Stock Market During the COVID-19 Turmoil
by Vitor Fonseca Machado Beling Dias & Rodrigo Fernandes Malaquias - 1-21 ESG Disclosure Quality and Banking Risk: A Dynamic Panel Analysis of Middle East and African Banks
by Ibrahim Elsiddig Ahmed - 1-23 The Mean-Variance Paradigm Is Almost Universal: The Skewness Effect
by Haim Levy - 1-24 Going Concern Risk and Bankruptcy Outcomes Associated with Property, Plant, and Equipment Intensity, Impairment, and Age
by Donald Ray Deis & J. Kenneth Reynolds & Christopher Wertheim & Tian Xu & Daqun Zhang - 1-28 The Impact of Corporate Biodiversity Information Disclosure on China Institutional Investors’ CSR Investment Willingness: The Roles of Intergenerational Responsibility and Environmental Risk Management
by Zhibin Tao - 1-33 The Kerper–Bowron Method: A Foundational Change for Service Contract Claim Estimation and Accounting
by John Kerper & Lee Bowron - 1-33 Navigating ESG Challenges: The Role of Chartered Accountants in Corporate Sustainability
by Alexandros Garefalakis & Kounali Despoina & Erasmia Angelaki & Christos Papademetriou & Ioannis Passas - 1-37 Risk Premiums, Market Volatility, and Exchange Rate Dynamics: Evidence from the Yen Carry Trade
by Opale Guyot & Heather A. Montgomery & Peiqing Yang
March 2026, Volume 14, Issue 3
- 1-16 A Comparison of Risk Willingness Between Same-Sex and Different-Sex Couples: A Quasi-Experimental Approach
by Matthew Jaramillo & Donald Lacombe & Leobardo Diosdado & Laura Ricaldi - 1-16 Loan Defaults and Credit Risk in Microfinance
by Perpetual Andam Boiquaye & Bernadette Aidoo & Samuel Asante Gyamerah - 1-18 The Association Between Time Discounting, Hyperbolic Discounting, and Inflation Expectations: Evidence from Large-Scale Survey Data
by Kota Ogura & Manaka Yamaguchi & Sakiho Aizawa & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya - 1-18 On Return Probabilities of Adverse Events Under Dependence and Lessons to Learn for Decision-Making
by Marius Hofert - 1-18 Digital Financial Literacy and Hyperbolic Discounting: Evidence from Japanese Investors
by Asahi Shiiku & Gideon Otchere-Appiah & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya - 1-19 Investigating the Systematically Important Equity Sectors in Extreme Conditions: A Case of Johannesburg Stock Exchange
by Babatunde Lawrence & Anurag Chaturvedi & Adefemi A. Obalade & Mishelle Doorasamy - 1-20 Dynamic Connectiveness and Time-Varying Contagion Risks Amongst East African Stock Markets
by Arnold Gideon Irangi & Paul-Francois Muzindutsi & Hilary Tinotenda Muguto & Malibongwe Cyprian Nyati - 1-21 Analytical Pricing of Discretely Sampled Volatility Swaps Under the 4/2 Stochastic Volatility Model
by Sanae Rujivan & Seyha Lim & Nopporn Thamrongrat & Angelo E. Marasigan - 1-21 Residualized Big Five Traits and Financial Risk Tolerance: Connecting Tolerance to Behavior
by John E. Grable & Eun Jin Kwak - 1-22 Risk-Informed Machine Learning Models for Renewal Classification in Motor Insurance
by Pichit Boonkrong & Junwei Yang & Xueyuan Huang & Teerawat Simmachan - 1-22 Firm Performance, Liquidity and Capital Structure Nexus: Evidence from the PMG Panel-ARDL Approach
by Godfrey Marozva - 1-22 Business Strategy, Audit Risk, and Auditor–Client Disagreement: Evidence from Korea
by Jihwan Choi - 1-23 The Impact of Climate Change on Banking System Stability in Southern Africa Development Communities (SADC)
by Oliver Takawira & Emmanuel Amo-Bediako & Dimakatso Sekwati & Silas Marimo - 1-24 At Cross-Purposes: How Prudential and Monetary Rate Policies Create Asymmetric Frictions in the Banking Sector
by Shandra Widiyanti & Hermanto Siregar & Anny Ratnawati & Suwandi & Noer Azam Achsani - 1-25 Enhancing Bitcoin Trading Signal Prediction in Crisis Periods Using an Improved Machine Learning Approach
by Yaser Sadati-Keneti & Mohammad Vahid Sebt & Reza Tavakkoli-Moghaddam & Orod Ahmadi - 1-27 Contagion and Default Risks in Derivative Pricing: A Hawkes-Based Model
by Francis Agana & Eben Maré - 1-27 Human-AI Synergy in Statistical Arbitrage: Enhancing Robustness Across Volatile Financial Markets
by Binxu Lei - 1-27 Mixed Size-Biased Log-Normal Distribution with Truncated Normal Prior and Its Application in Insurance Ratemaking
by Taehan Bae & Jieun Kim & Jae Youn Ahn - 1-28 An Age Grouping Framework for Multi-Population Mortality Modeling
by Cezar A. Câmpeanu & Yechao Meng - 1-31 Collusion Between Retailers and Customers: The Case of Insurance Fraud in Taiwan
by Pierre Picard & Jennifer Wang & Kili C. Wang - 1-32 The Impact of Market Dynamics and Geopolitical Uncertainty on Property Return: A Comparative Analysis of BRICS Countries
by Fabian Moodley & Babatunde Lawrence - 1-33 Time-Varying Global Financial Stress Contagion in a Decade of Trade Wars and Geopolitical Fractures
by Mosab I. Tabash & Suzan Sameer Issa & Mohammed Alnahhal & Zokir Mamadiyarov & Krzysztof Drachal
February 2026, Volume 14, Issue 2
- 1-18 The Corrosive Grip: How Corruption Inhibits Green Finance in Enhancing Environmental Sustainability
by Levi Mbaka Matimbia & Abraham Deka & Huseyin Ozdeser & Sindiso Deka - 1-18 A VaR-Based Price-Based Unit Commitment Framework for Generation Asset Valuation Under Electricity Price Risk
by Shih-Ying Chen & Kuen-Lin Lin & Ming-Tang Tsai - 1-18 Bayesian Causal Inference for Credit Default Risk
by Sello Dalton Pitso & Taryn Michael - 1-18 How Framing Susceptibility Is Associated with Investment Grip: Evidence from Japanese Retail Investors
by Gideon Otchere-Appiah & Yu Kuramoto & Aliyu Ali Bawalle & Yoshihiko Kadoya - 1-19 Mission Drift or Strategic Expansion? Non-Core Lending, Risk, and Capital in US Credit Unions
by Changjie Hu & Zhu Chen & Ting Cao - 1-19 The Impact of Financial Derivatives on European Bank Value and Performance
by Bassam Al-Own & Mohannad Obeid Al Shbail & Zaid Jaradat & Ghaith N. Al-Eitan - 1-22 Corporate Leverage and Geopolitical Risks: Evidence from Vietnam
by Nam Thinh Vong & Thinh Tien Bui - 1-22 Modeling Audit Outcomes Under Information Asymmetry: A Game-Theoretic Analysis of Delay and Fees
by Güler Ferhan Ünal Uyar & Mustafa Terzioğlu & Neylan Kaya & Aslıhan Ersoy Bozcuk - 1-23 Financial Stability Under Climate Stress: Empirical Evidence from Namibia
by Jaungura Kaune & Andy Esterhuizen & Valdemar J. Undji - 1-23 Risk or Reward? Assessing the Market Value Implications of CSR Disclosure and Family Ownership
by Farzaneh Nassirzadeh & Davood Askarany & Fatemeh Keyvani - 1-25 Entropic Geometry and Information Dynamics in Green Cryptocurrency Markets
by Sana Gaied Chortane & Kamel Naoui - 1-28 Green Investment: Examining the Influencing Factors and Mechanisms on the Investment Willingness of China Retail Investors Towards Green Bonds
by Zhibin Tao - 1-35 Systemic Risk Transmission in Commodity Markets
by Irina Georgescu - 1-36 Carbon Risk Without a Stable Premium: Nonlinear and State-Dependent Evidence from European ESG Leaders
by Eleonora Salzmann - 1-38 Guaranteed Annuity Option Under Correlated and Regime-Switching Risks
by Jude Martin B. Grozen & Rogemar S. Mamon - 1-45 Building a Life Table for Lebanon: Towards a Deeper Understanding of Our Future
by Natalia Bou Sakr & Stéphane Loisel & Gihane Mansour & Yahia Salhi
January 2026, Volume 14, Issue 2
- 1-14 A Framework for Interpreting Machine Learning Models in Bond Default Risk Prediction Using LIME and SHAP
by Yan Zhang & Lin Chen & Yixiang Tian - 1-15 Interpretable Multi-Model Framework for Early Warning of SME Loan Delinquency
by Ardak Akhmetova & Assem Shayakhmetova & Nurken Abdurakhmanov - 1-16 Insuring Algorithmic Operations: Liability Risk, Pricing, and Risk Control
by Zhiyong (John) Liu & Jin Park & Mengying Wang & He Wen - 1-20 Can Macroprudential Policy for Retail Banks Reduce Bank Runs? Evidence from WAEMU’s Banking Sector
by Toure Talnan Aboulaye & Ouattara Zieh Moussa & Kacou Yves Thierry Kacou & Tuo Siele Jean - 1-27 Monetary Asymmetry and ESG Governance in the Eurozone: Mapping Evolving Risk Narratives Through Bibliometric Analysis
by Alexandros Garefalakis & Erasmia Angelaki & Christos Papademetriou & Panagiotis Giannopoulos & Markos Kourgiantakis
January 2026, Volume 14, Issue 1
- 1-14 ESG Risk and Agricultural Commodity Integration
by Alper Gormus & Yoav Wachsman & Elif Gormus - 1-16 Why Do Family Firms Hold Cash? Agency Conflicts and Valuation Perspectives
by Ghada Tayem & Diana Abu-Ghunmi & Adel Bino & Mohammad Tayeh - 1-17 From Risk to Returns: An Analysis of Asset Quality, Financial Ratios, and Market Valuation in Indian Banks
by Shireen Rosario & Sudha Mavuri - 1-17 The Paradox of Cyber Risk Controls: An Empirical Analysis of Readiness and Protection Inefficiencies in Thailand’s Financial Sector
by Artid Sringam & Pongpisit Wuttidittachotti - 1-19 Credit Risk Management Dynamics: Evidence from Indonesian Rural Banks
by Moch Doddy Ariefianto & Triasesiarta Nur & Bryna Meivitawanli - 1-20 Deep Hybrid CNN-LSTM-GRU Model for a Financial Risk Early Warning System
by Muhammad Ali Chohan & Teng Li & Mohammad Abrar & Shamaila Butt - 1-20 The Relationship Between Psychological Factors and Retirement Financial Plan and Its Gender Difference
by Han Ren & Thien Sang Lim - 1-21 ESG and Its Components: Impact on Stock Returns Across Firm Sizes in Europe and the United States
by Luis Jacob Escobar-Saldívar & Dacio Villarreal-Samaniego & Roberto J. Santillán-Salgado - 1-22 From Control to Value: How Governance, Risk Management and Compliance Improve Operational Efficiency and Company Reputation in Saudi Technology-Driven Firms
by Wassim J. Aloulou & Nawaf F. Alshohail - 1-23 Investment Information Sources and Investment Grip: Evidence from Japanese Retail Investors
by Manaka Yamaguchi & Kota Ogura & Tomoka Kiba & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya - 1-25 Regulatory Risk in Green FinTech: Comparative Insights from Central Europe
by Simona Heseková & András Lapsánszky & János Kálmán & Michal Janovec & Anna Zalcewicz - 1-25 The Effect of Economic Policy Uncertainty on Banks: Distinguishing Short- and Long-Term Effects
by Badar Nadeem Ashraf & Ningyu Qian - 1-26 Corporate Governance in Brazil and Opportunistic Behavior in the Use of Insider Information
by Ana Flávia Albuquerque Ventura & Roberto Frota Decourt & Clea Beatriz Macagnan - 1-27 Legal Dimensions of Global AML Risk Assessment: A Machine Learning Approach
by Olha Kovalchuk & Ruslan Shevchuk & Serhiy Banakh & Nataliia Holota & Mariana Verbitska & Oleksandra Lutsiv - 1-27 Machine Learning & Artificial Intelligence Powered Credit Scoring Models for Islamic Microfinance Institutions: A Blockchain Approach
by Mohammad Mushfiqul Haque Mukit & Fakhrul Hasan & Tonmoy Choudhury & Amer Al Fadli & Abubaker Fadul - 1-30 Model Averaging and Grid Maps for Modeling Heavy-Tailed Insurance Data
by Lira B. Mothibe & Sandile C. Shongwe - 1-31 Enhancing Predictive Performance of LSTM–Attention Models for Investment Risk Forecasting
by Amina Ladhari & Heni Boubaker - 1-39 Unveiling ESG Controversy Risks: A Multi-Criteria Evaluation of Whistleblowing Performance in European Financial Institutions
by George Sklavos & Georgia Zournatzidou & Nikolaos Sariannidis - 1-45 Evaluation and Prediction of Stock Market Crash Risk in Mexico Using Log-Periodic Power-Law Modeling
by Suryansh Sunil & Amit Kumar Goyal & Rajesh Mahadeva & Varun Sarda
December 2025, Volume 14, Issue 1
- 1-20 ESG Narrative Quality in Green Bond Disclosures: Implications for Risk Perception, Transparency, and Market Trust
by Parul Gaur & Mohammad Irfan & R Kanesaraj Ramasamy & Shakeeb Mohammad Mir & Parameswaran Subramanian - 1-20 Forecasting Commodity Prices Using Futures: The Case of Copper
by Gonzalo Cortazar & Mariavictoria Enberg & Hector Ortega
November 2025, Volume 13, Issue 12
- 1-14 Dynamic Connectedness Among Key Financial Markets and the Role of Policy Uncertainty: A Quantile-Based Approach
by Lumengo Bonga-Bonga - 1-16 Socio-Demographic Predictors of Financial Security Perception: Evidence from the OECD Financial Literacy Survey in Hungary
by Erzsébet Németh & Szilárd Malatyinszki & Botond Géza Kálmán - 1-20 Low Financial Risk of Default and Productive Use of Assets Through Hidden Markov Models
by Alexander Haro & Genaro Sandoval & María Rodríguez & Victor Armijo & Ivonne Arana & William Vasquez & Elizabeth Proaño & Amanda Martínez - 1-28 Bridging Transparency and Risk Nexus: Does ESG Performance, Financial Reporting Quality, and Corporate Risk-Taking Matter? Evidence from Indonesia
by Yanuar Bachtiar & Mujennah & Nirza Marzuki Husien - 1-47 Model Misspecification and Data-Driven Model Ranking Approach for Insurance Loss and Claims Data
by Suparna Basu & Hon Keung Tony Ng
December 2025, Volume 13, Issue 12
- 1-14 Maximizing Portfolio Diversification via Weighted Shannon Entropy: Application to the Cryptocurrency Market
by Florentin Șerban & Silvia Dedu - 1-15 Gender as a Risk Factor: A Test of Gender-Neutral Pricing in Lithuania’s P2P Market
by Mindaugas Jasas & Aiste Lastauskaite - 1-16 SHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model
by Luyun Lin & Yiqing Wang - 1-16 Policy Implications and Risk Mitigation of Greenhouse Gas Management in the Renewable Energy Sector
by Bogdan Firtescu & Laurentiu Droj & Adrian Florea & Bogdan-Florin Filip - 1-18 Employee Stock Ownership Plans and Market Stability: A Longitudinal Analysis of Stock Price Crash Risk in China
by Mengfei Liu & Xiyuan Jiang & Xuyan Tong - 1-18 The Impact of ESG Performance and Corporate Governance on Dividend Policies: Empirical Analysis for European Companies
by Hichem Saidi & Soufiene Tabessi & Abdelaziz Hakimi - 1-20 A Risk-Aware Dynamic Credit Allocation Mechanism in Green Supply Chains: An Agent-Based Model with ESG Metrics
by Yuansheng Zhang & Ping Song & Qifeng Yang - 1-21 The Impact of Environmental, Social, and Governance Disclosure on the Firm Value of Non-Financial Firms Listed in South Africa
by Thabiso Sthembiso Msomi & Michael Akinola Aruwaji & Dipakiso Clara Msiza - 1-21 From Stochastic Orders to Volatility Surfaces: Revisiting the One-X Property
by Zeyu Cao & Siqiao Zhao & Shaosai Huang - 1-22 Economic Analysis of Global Catastrophic Risks Under Uncertainty
by Wei-Chun Tseng & Chi-Chung Chen & Tsung-Ling Hwang - 1-23 Optimal Investment Considerations for a Single Cohort Life Insurance Portfolio
by Sari Cahyaningtias & Petar Jevtić & Carl Gardner & Traian A. Pirvu - 1-23 The Sovereign Risk Amplifies ESG Market Extremes: A Quantile-Based Factor Analysis
by Oscar Walduin Orozco-Cerón & Orlando Joaqui-Barandica & Diego F. Manotas-Duque - 1-23 Assessing the Impact of Financial Risk and Ownership Structure on ESG Disclosure: Insights from the Energy Sector in Indonesia
by Aloysius Harry Mukti & Oda I. B. Hariyanto & Oswald Timothy Edward - 1-24 The Regress of Uncertainty and the Forecasting Paradox
by Nassim Nicholas Taleb & Pasquale Cirillo - 1-27 Asymmetric and Time-Varying Connectedness of FinTech with Equities, Bonds, and Cryptocurrencies: A Quantile-on-Quantile Perspective
by Mohammad Sharif Karimi & Omar Esqueda & Naveen Mahasen Weerasinghe - 1-28 Institutional Investor Diversity, Herding Behavior, and Systemic Financial Risk: Evidence from China
by Siyu Zhang & Wenlong Miao & Yuqing Zhang - 1-28 Optimal Choice of Crop Insurance: The Case of Winter Barley in France
by Diana Dorobantu & Gia Hien Pham - 1-29 Emission Performance, Environmental Disclosure, and Firm Value: Evidence from Southeast Asia
by Alya Rahma Munir & Arie Pratama - 1-30 From Placement to Integration: A Parametric Study of Cryptocurrency-Based Money Laundering Techniques
by Hugo Almeida & Pedro Pinto & Ana Fernández Vilas - 1-33 Local Attention and ASEAN-5 Connectedness: A TVP-VAR and GARCH-MIDAS Analysis
by Faten Chibani & Jamel Eddine Henchiri - 1-34 Machine Learning Analysis of Financial Risk Dynamics in Micro-, Small, and Medium Enterprises
by Dražen Božović & Nataša Perović & Marinko Aleksić & Ivana Rašović & Oto Iker
October 2025, Volume 13, Issue 11
- 1-20 Tracking Pillar 2 Adjustments Through Macroeconomic Factors: Insights from PCA and BVAR
by Bojan Baškot & Milan Lazarević & Ognjen Erić & Dalibor Tomaš - 1-21 Negative Emotions and Decision-Making Paralysis Among Individual Investors: A Qualitative Approach
by Alain Finet & Kevin Kristoforidis & Julie Laznicka - 1-24 A Novel Federated Transfer Learning Framework for Credit Card Fraud Detection Under Heterogeneous Data Conditions
by Yutong Chen & Kai Zhang & Hangyu Zhu & Zihao Qiu
November 2025, Volume 13, Issue 11
- 1-13 The Asymmetric Effects of Geopolitical Risks on Vietnam’s Exports
by Loc Dong Truong & Ngoc Thao Nguyen & Dung Tri Nguyen - 1-16 HAR-RV-CARMA: A Kalman Filter-Weighted Hybrid Model for Enhanced Volatility Forecasting
by Chigozie Andy Ngwaba - 1-16 Estimating Corporate Bond Market Volatility Using Asymmetric GARCH Models
by Elroi Hadad & Amit Malka Fridman & Rami Yosef - 1-17 Extending Approximate Bayesian Computation to Non-Linear Regression Models: The Case of Composite Distributions
by Mostafa S. Aminzadeh & Min Deng - 1-17 The Business Cycle’s Impact on Volatility Forecasting: Recapturing Intrinsic Jump Components
by Son-Nan Chen & Pao-Peng Hsu - 1-18 Impact of Stalled Life Expectancy on Health and Economic Inactivity in the UK and the Case for Prevention
by Leslie D. Mayhew - 1-19 Metaheuristics for Portfolio Optimization: Application of NSGAII, SPEA2, and PSO Algorithms
by Ameni Ben Hadj Abdallah & Rihab Bedoui & Heni Boubaker - 1-20 Chain Ladder Under Aggregation of Calendar Periods
by Greg Taylor - 1-20 Who Responds to Estate Recovery? Survey Evidence from Switzerland on Long-Term Care Insurance and Informal Care Decisions
by Laura Iveth Aburto Barrera & Christophe Courbage & Joël Wagner - 1-25 Structural Changes in Persistence of Mortality
by Wanying Fu & Barry R. Smith & Patrick Brewer - 1-26 Volatility Spillovers and Market Decoupling: Evidence from BRICS and China’s Green Sector
by Darko B. Vuković & Dmitrii Leonidovich Fefelov & Michael Frömmel & Elena Moiseevna Rogova - 1-28 Understanding Reverse Mortgage Acceptance in Spain with Explainable Machine Learning and Importance–Performance Map Analysis
by Jorge de Andrés-Sánchez & Laura González-Vila Puchades - 1-28 Global Uncertainty and BRICS+ Equity Markets: Spillovers from VIX, Geopolitical Risk, and U.S. Macro-Financial Shocks
by Chourouk Kasraoui & Amal Khmiri & Catalin Gheorghe & Ahmed Jeribi - 1-30 Driving Behavior and Insurance Pricing: A Framework for Analysis and Some Evidence from Italian Data Using Zero-Inflated Poisson (ZIP) Models
by Paola Fersini & Michele Longo & Giuseppe Melisi - 1-31 A Quantitative Analysis of Sustainable Finance Preferences: Choice Patterns, Personality Traits and Gender in SDG 7 Investments
by Carlos Díaz-Caro & Francisco-Javier Fragoso Martínez & Eva Crespo-Cebada & Ángel-Sabino Mirón Sanguino - 1-32 A Bibliometric Analysis on Network-Based Systemic Risk
by Joan Sebastián Rojas Rincón & Julio César Acosta-Prado & José Ever Castellanos Narciso - 1-36 Nature Finance: Bridging Natural and Financial Capital Through Robust Impact Measurement
by Friedrich Sayn-Wittgenstein & Frederic de Mariz & Christina Leijonhufvud - 1-39 Determinants of Internal Control System Effectiveness: Evidence from Greek Listed Companies
by Vasileios Giannopoulos & Antonios Lymperopoulos & Spyridon Kariofyllas & Charalampos Kariofyllas
September 2025, Volume 13, Issue 10
- 1-19 Exploring the Nature and Dynamics of Monetary–Fiscal Policy Interactions in South Africa
by Amanda Mavundla & Simiso Msomi & Malibongwe Cyprian Nyati - 1-23 Firm-Specific, Macroeconomic and Institutional Determinants of Stochastic Uncertain Firm Growth
by Tarek Eldomiaty & Islam Abdel Azim Azzam & Hoda El Kolaly & Marina Apaydin & Monica William - 1-27 Assessing the Risk of Earnings Management Through the Lens of Individual Moral Philosophy: Insights from Accounting Professionals
by Anna Misztal & Michał Comporek - 1-31 Emerging Risks in the Fintech-Driven Digital Banking Environment: A Bibliometric Review of China and India
by William Gaviyau & Jethro Godi - 1-33 Which Sectoral CDS Can More Effectively Hedge Conventional and Islamic Dow Jones Indices? Evidence from the COVID-19 Outbreak and Bubble Crypto Currency Periods
by Rania Zghal & Fredj Amine Dammak & Semia Souai & Nejib Hachicha & Ahmed Ghorbel
October 2025, Volume 13, Issue 10
- 1-14 Presidential Partisanship and Sectoral ETF Performance in U.S. Equity Markets
by Xiaoli Wang & Claire Guo - 1-15 Estimating Policy Impact in a Difference-in-Differences Hazard Model: A Simulation Study
by David A. Hsieh - 1-17 Cryptocurrencies as a Tool for Money Laundering: Risk Assessment and Perception of Threats Based on Empirical Research
by Marta Spyra & Rafał Balina & Marta Idasz-Balina & Adam Zając & Filip Różyński - 1-17 Using Daily Stock Returns to Estimate the Unconditional and Conditional Variances of Lower-Frequency Stock Returns
by Chris Kirby - 1-17 Bootstrap Initialization of MLE for Infinite Mixture Distributions with Applications in Insurance Data
by Aceng Komarudin Mutaqin - 1-17 The Association of Financial Knowledge, Attitude, and Behavior with Investment Loss Tolerance: Evidence from Japan
by Manaka Yamaguchi & Kota Ogura & Yuzuha Himeno & Asahi Shiiku & Hibiki Nagahama & Honoka Nabeshima & Yu Kuramoto & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya - 1-18 Study on the Nonlinear Volatility Correlation Characteristics Between China’s Carbon and Energy Markets
by Tian Zhang & Shaohui Zou - 1-19 The Illusion of Control: How Knowledge and Expertise Misclassify Uncertainty as Risk
by Alessio Faccia & Pythagoras Petratos & Francesco Manni - 1-19 The Cannabis Conundrum: Persistent Negative Alphas and Portfolio Risks
by Davinder K. Malhotra & Sheetal Gupta - 1-19 Hyperbolic Discounting and Its Influence on Loss Tolerance: Evidence from Japanese Investors
by Yu Kuramoto & Aliyu Ali Bawalle & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya - 1-20 Examining Strategies to Manage Climate Risks of PPP Infrastructure Projects
by Isaac Akomea-Frimpong & Andrew Victor Kabenlah Blay Jnr - 1-25 Resilience in Jordan’s Stock Market: Sectoral Volatility Responses to Financial, Political, and Health Crises
by Abdulrahman Alnatour - 1-25 Application of Standard Machine Learning Models for Medicare Fraud Detection with Imbalanced Data
by Dorsa Farahmandazad & Kasra Danesh & Hossein Fazel Najaf Abadi - 1-26 The Impact of Enterprise Risk Management on Firm Competitiveness: The Mediating Role of Competitive Advantage in the Omani Insurance Industry
by Ammar Al Lawati & Baharuddin M. Hussin & Mohd Rizuan Abdul Kadir & Mohamed Khudari - 1-28 Beyond the Rating: How Disagreement Among ESG Agencies Affects Bond Credit Spreads
by Ning Gu & Xiangyuan Zhao & Mengxuan Wang - 1-30 Symmetric Positive Semi-Definite Fourier Estimator of Spot Covariance Matrix with High Frequency Data
by Jiro Akahori & Reika Kambara & Nien-Lin Liu & Maria Elvira Mancino & Tommaso Mariotti & Yukie Yasuda - 1-32 Effects of Traditional Reinsurance on Demographic Risk Under the Solvency II Framework
by Emily Bianchessi & Gian Paolo Clemente & Francesco Della Corte & Nino Savelli - 1-43 The BTC Price Prediction Paradox Through Methodological Pluralism
by Mariya Paskaleva & Ivanka Vasenska - 1-53 The Italian Actuarial Climate Index: A National Implementation Within the Emerging European Framework
by Barbara Rogo & José Garrido & Stefano Demartis
September 2025, Volume 13, Issue 9
- 1-12 Correlation Metrics for Safe Artificial Intelligence
by Golnoosh Babaei & Paolo Giudici - 1-13 Cryptocurrency Market Dynamics: Copula Analysis of Return and Volume Tails
by Giovanni De Luca & Andrea Montanino - 1-17 Numerical Calculation of Finite-Time Ruin Probabilities in the Dual Risk Model
by Rui M. R. Cardoso & Andressa C. O. Melo - 1-17 Digital Transformation and Entrepreneurial Risk-Taking: Navigating Affordance and Apprehension in SME Intentions
by Konstantinos S. Skandalis & Dimitra Skandali - 1-18 Financial Institutions of Emerging Economies: Contribution to Risk Assessment
by Yelena Popova & Olegs Cernisevs & Sergejs Popovs & Almas Kalimoldayev - 1-18 Explainable Machine Learning Framework for Predicting Auto Loan Defaults
by Shengkun Xie & Tara Shingadia - 1-18 Robust Portfolio Optimization in Crypto Markets Using Second-Order Tsallis Entropy and Liquidity-Aware Diversification
by Florentin Șerban & Silvia Dedu - 1-19 Digital Financial Literacy and Anxiety About Life After 65: Evidence from a Large-Scale Survey Analysis of Japanese Investors
by Jargalmaa Amarsanaa & Trinh Xuan Thi Nguyen & Yu Kuramoto & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya - 1-22 Insider CEOs and Corporate Misconduct: Evidence from China
by Ying Zhang & Rusman bin Ghani & Danilah binti Salleh - 1-22 Climate Policy Uncertainty and Sovereign Credit Risk: A Multivariate Quantile on Quantile Regression Analysis
by Nader Naifar - 1-23 Bank Mergers, Information Asymmetry, and the Architecture of Syndicated Loans: Global Evidence, 1982–2020
by Mohammed Saharti - 1-24 Crisis, Support, and Structural Risk: Assessing the Financial Impact of COVID-19 on Polish Regional Airports
by Anna Zamojska & Magdalena Mosionek-Schweda & Dariusz Tłoczyński & Karolina Diakowska - 1-25 Factor Structure of Green, Grey, and Red EU Securities
by Ferdinantos Kottas - 1-26 Modeling Exchange Rate Volatility in India in Relation to COVID-19 and Lockdown Stringency: A Wavelet Coherence and Quantile Causality Approach
by Aamir Aijaz Syed & Assad Ullah & Simon Grima & Muhammad Abdul Kamal & Kiran Sood - 1-28 Financial Systemic Risk and the COVID-19 Pandemic
by Xin Huang - 1-29 Evaluating the Decline Registered Auditors Will Have on the Future of the Assurance Industry in South Africa
by Thameenah Abrahams & Masibulele Phesa
August 2025, Volume 13, Issue 9
- 1-14 Algorithmic Bias Under the EU AI Act: Compliance Risk, Capital Strain, and Pricing Distortions in Life and Health Insurance Underwriting
by Siddharth Mahajan & Rohan Agarwal & Mihir Gupta - 1-19 Robust Tail Risk Estimation in Cryptocurrency Markets: Addressing GARCH Misspecification with Block Bootstrapping
by Christos Christodoulou-Volos - 1-20 Contagion or Decoupling? Evidence from Emerging Stock Markets
by Lumengo Bonga-Bonga & Zinzile Lorna Ndiweni