Volume 24, issue 3, September 2022

4 articles in this issue

Market and model risks: a feasible joint estimate methodology

Authors
- Mariano González-Sánchez
- Eva M. Ibáñez Jiménez
- Ana I. Segovia San Juan
- Content type: Original Article
- Published: 01 March 2022
- Pages: 187 - 213
Sparsity and stability for minimum-variance portfolios

Authors
- Sven Husmann
- Antoniya Shivarova
- Rick Steinert
- Content type: Original Article
- Open Access
- Published: 11 March 2022
- Pages: 214 - 235
Political, economic, and financial country risks and the volatility of the South African Exchange Traded Fund market: A GARCH-MIDAS approach

Authors
- Damien Kunjal
- Faeezah Peerbhai
- Paul-Francois Muzindutsi
- Content type: Original Article
- Published: 07 April 2022
- Pages: 236 - 258
Revisiting the value of a statistical life: an international approach during COVID-19

Authors
- Nadia J. Sweis
- Content type: Original Article
- Published: 19 April 2022
- Pages: 259 - 272