In this study, we enhance the dynamic connectedness measures originally introduced by Diebold and Yılmaz (2012, 2014) with a time-varying parameter vector autoregressive model (TVP-VAR) which predicates upon a time-varying variance-covariance structure. This framework allows to capture possible changes in the underlying structure of the data in a more flexible and robust manner. Specifically, there…
Journal of Risk and Financial Management Template
Write in a clean editor, then format for Journal of Risk and Financial Management in one click — DocuGuru applies the official MDPI template with numbered references and exports a submission-ready PDF plus the editable LaTeX source. Free to start.
About the Journal of Risk and Financial Management format
Journal of Risk and Financial Management is a peer-reviewed journal published by MDPI, covering Market Dynamics and Volatility, Corporate Finance and Governance, Financial Markets and Investment Strategies. Over its lifetime it has published 4,298 papers, which have received 54,298 citations.
| Publisher | MDPI |
|---|---|
| Reference style | Numbered (MDPI) Numbered — [1], [2] in the text 1. Smith, A.; Jones, B.; Lee, C. A Representative Article Title. Journal of Risk and Financial Management 2023, 12, 45–58.
Formats any DOI in Journal of Risk and Financial Management style. No sign-up. |
| Abbreviation (ISO-4) | J. Risk Financial Manag. |
| Publishes research in | Market Dynamics and Volatility Corporate Finance and Governance Financial Markets and Investment Strategies Auditing, Earnings Management, Governance Financial Risk and Volatility Modeling |
| ISSN | 1911-8066 |
| Citation impact (2-yr) | 3.84 |
| h-index | 88 |
| i10-index | 1,345 |
| Article processing charge | $1,299 |
| Top institutions publishing here | University of Johannesburg |
| Journal website | www.mdpi.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Papers published in Journal of Risk and Financial Management per year
Citation impact of Journal of Risk and Financial Management by publication year
Citations each year’s papers have accumulated so far — the most recent years are still building up.
Most-cited papers in Journal of Risk and Financial Management
Against the backdrop of the COVID-19 outbreak, an emergency policy initiative called “Suspending Classes Without Stopping Learning” was launched by the Chinese government to continue teaching activities as schools across the country were closed to contain the virus. However, there is ambiguity and disagreement about what to teach, how to teach, the workload of teachers…
The rapid spread of new coronaviruses throughout China and the world in 2019–2020 has had a great impact on China’s economic and social development. As the backbone of Chinese society, Chinese universities have made significant contributions to emergency risk management. Such contributions have been made primarily in the following areas: alumni resource collection, medical rescue…
The novel coronavirus (COVID-19) pandemic spread globally from its outbreak in China in early 2020, negatively affecting economies and industries on a global scale. In line with historic crises and shock events including the 2002-04 SARS outbreak, the 2011 Christchurch earthquake and 2017 Hurricane Irma, COVID-19 has significantly impacted global economic conditions, causing significant economic…
With the exception of Bitcoin, there appears to be little or no literature on GARCH modelling of cryptocurrencies. This paper provides the first GARCH modelling of the seven most popular cryptocurrencies. Twelve GARCH models are fitted to each cryptocurrency, and their fits are assessed in terms of five criteria. Conclusions are drawn on the best…