Journal of Risk & Control

Special Issue on: “Applied Financial Modelling”

Guest Editors: 

Assoc. Prof. Dimitrios Kenourgios , Dept. of Economics, National and Kapodistrian University of Athens, Greece
Assoc. Prof. Stephanos Papadamou, Dept. of Economics, University of Thessaly, Greece

Assist. Prof. George Dotsis, Dept. of Economics, National and Kapodistrian University of Athens, Greece
Dr. Apostolos Christopoulos, Dept. of Economics, National and Kapodistrian University of Athens, Greece

The issue will carry revised and substantially extended versions of selected papers presented at the 8th National Conference of Financial Engineering and Banking Society (FEBS 2017), but we also strongly encourage researchers unable to participate in the conference to submit articles for this call.

Subject Coverage

Applied financial modelling has been aided by developments in applied econometrics. The proposed special issue aims to bring together cutting-edge research on applied financial modelling that makes use of econometric techniques and/or draws implications for investors and policy makers. Suitable financial economics topics include, but are not limited, to the following:

  • Asset pricing models
  • Bank performance and efficiency
  • Commodity/Alternative markets
  • Derivatives
  • Energy finance
  • Exchange rate modelling
  • Financial markets contagion
  • Fintech
  • Forecasting asset returns and volatility
  • Forecasting risk premia
  • Fund management and performance appraisal
  • Hedging and portfolio strategies
  • Interest rate risk modelling
  • Modelling of high frequency data
  • Risk management
  • Real options
  • Social responsible investments

Notes for Prospective Authors

Submitted papers should not have been previously published nor be currently under consideration for publication elsewhere.

All papers are refereed through a peer review process.

All papers must be sent to jrc@riskmarket.co.uk with a Subject title “Applied Financial Modelling”.

To prepare a manuscript, please read our page:

http://www.riskmarket.co.uk/jrc/guidelines/ 

 

Important Dates

Manuscripts due by: 31 July, 2018

Notification to authors: 15 October, 2018

Final versions due by: 31 December, 2018

 

 

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