| |
original article |
Journal |
Date |
Title |
Authors All Authors |
| 1 |
[GO] |
The Journal of Risk |
2025―Jun―06 |
The Covid-19 pandemic and the portfolio diversification effect of catastrophe bonds |
Chi Feng, Xudong Zeng |
| 2 |
[GO] |
The Journal of Credit Risk |
2025―May―20 |
Did fintech loans default more during the Covid-19 pandemic? Were fintech firms “cream-skimming” the best borrowers? |
Julapa Jagtiani, Catharine Lemieux, Brandon Goldstein |
| 3 |
[GO] |
The Journal of Investment Strategies |
2024―Jun―28 |
Luxury watches: a viable alternative investment or mere speculative trend? An analysis of two decades before the pandemic |
Simon Ulmer, Patrick Schmid, Andreas Widenhorn |
| 4 |
[GO] |
The Journal of Risk Model Validation |
2024―May―09 |
A study of China’s financial market risks in the context of Covid-19, based on a rolling generalized autoregressive score model using the asymmetric Laplace distribution |
Guanghui Han, Panpan Liu, Yueqiang Zhang, Xiaobo Li |
| 5 |
[GO] |
The Journal of Energy Markets |
2023―Nov―22 |
Dynamic connectedness between energy markets and cryptocurrencies: evidence from the Covid-19 pandemic |
Murad Harasheh, Ahmed Bouteska, May H. Hammad |
| 6 |
[GO] |
The Journal of Energy Markets |
2023―Oct―09 |
Dynamic connectedness between energy markets and cryptocurrencies: evidence from the Covid-19 pandemic |
Murad Harasheh, Ahmed Bouteska, May H. Hammad |
| 7 |
[GO] |
The Journal of Risk |
2023―Apr―03 |
The relationship between crude oil futures and exchange rates in the context of the Covid-19 shock: a tale of two markets |
Ziliang Yu, Yanan Liu, Huiting Mang, Xiaomeng Liu |
| 8 |
[GO] |
The Journal of Financial Market Infrastructures |
2023―Mar―31 |
Mitigating margin procyclicality: the effectiveness of anti-procyclicality measures during the Covid-19 stress event |
Argyris Kahros, Marco Weissler |
| 9 |
[GO] |
The Journal of Operational Risk |
2022―Nov―09 |
The Compliance Index: a behavioral approach to compliance risk management in the (post-) Covid-19 era |
Sebastian Rick, Ralf Jasny |
| 10 |
[GO] |
The Journal of Operational Risk |
2022―Sep―29 |
How does the pandemic change operational risk? Evidence from textual risk disclosures in financial reports |
Yinghui Wang, Yanpeng Chang, Jianping Li |
| 11 |
[GO] |
The Journal of Operational Risk |
2022―Sep―07 |
Changes in operational risk and its determinants under Covid-19 |
Zongrun Wang, Haiqin Fu, Ling Zhou |
| 12 |
[GO] |
The Journal of Credit Risk |
2021―Dec―15 |
Covid-19 and the credit cycle: 2020 revisited and 2021 outlook |
Edward Altman |
| 13 |
[GO] |
The Journal of Operational Risk |
2021―Nov―08 |
Fighting Covid-19 in countries and operational risk in banks: similarities in risk management processes |
Thomas Kaiser |
| 14 |
[GO] |
The Journal of Financial Market Infrastructures |
2021―Mar―25 |
Using payments data to nowcast macroeconomic variables during the onset of Covid-19 |
James Chapman, Ajit Desai |
| 15 |
[GO] |
The Journal of Credit Risk |
2020―Jul―06 |
Covid-19 and the credit cycle |
Edward Altman |
