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2022 Volume 6, Issue 2

Research article
VaR as a mitigating risk tool in the maritime sector: An empirical approach on freight rates
Basdekis Charalampos,  Katsampoxakis Ioannis,  Gkolfinopoulos Alexandros
2022, Volume 6, Issue 2: 158-176. doi: 10.3934/QFE.2022007
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Research article
Impact of risks on forced CEO turnover
Xue Chang
2022, Volume 6, Issue 2: 177-205. doi: 10.3934/QFE.2022008
Abstract HTML PDF Cited (3) Viewed (2705)
Research article
Modeling exchange rate volatility: application of GARCH models with a Normal Tempered Stable distribution
Sahar Charfi,  Farouk Mselmi
2022, Volume 6, Issue 2: 206-222. doi: 10.3934/QFE.2022009
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Research article
Pricing hybrid-triggered catastrophe bonds based on copula-EVT model
Longfei Wei,  Lu Liu,  Jialong Hou
2022, Volume 6, Issue 2: 223-243. doi: 10.3934/QFE.2022010
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Research article
Assessing the safe haven properties of oil in African stock markets amid the COVID-19 pandemic: a quantile regression analysis
Emmanuel Assifuah-Nunoo,  Peterson Owusu Junior,  Anokye Mohammed Adam,  Ahmed Bossman
2022, Volume 6, Issue 2: 244-269. doi: 10.3934/QFE.2022011
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Research article
The meaning of structural breaks for risk management: new evidence, mechanisms, and innovative views for the post-COVID-19 era
Chikashi Tsuji
2022, Volume 6, Issue 2: 270-302. doi: 10.3934/QFE.2022012
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Research article Special Issue
Machine learning and artificial neural networks to construct P2P lending credit-scoring model: A case using Lending Club data
An-Hsing Chang,  Li-Kai Yang,  Rua-Huan Tsaih,  Shih-Kuei Lin
2022, Volume 6, Issue 2: 303-325. doi: 10.3934/QFE.2022013
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Research article
Asymmetrical herding in cryptocurrency: Impact of COVID 19
Bharti,  Ashish Kumar
2022, Volume 6, Issue 2: 326-341. doi: 10.3934/QFE.2022014
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Research article
Fourier transform based LSTM stock prediction model under oil shocks
Xiaohang Ren,  Weixi Xu,  Kun Duan
2022, Volume 6, Issue 2: 342-358. doi: 10.3934/QFE.2022015
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Research article
A survey comparative analysis of cartesian and complexity science frameworks adoption in financial risk management of Zimbabwean banks
Gilbert Tepetepe,  Easton Simenti-Phiri,  Danny Morton
2022, Volume 6, Issue 2: 359-384. doi: 10.3934/QFE.2022016
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Quantitative Finance and Economics
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