A special issue of International Journal of Monetary Economics and Finance
The aim of this special edition is to review the various ways in which risk is measured in the fields of economics and finance. There are numerous measures of risk used in the economics and finance literature and this issue will look at the various measures employed and assess their relative merits both theoretically and empirically. It is aimed at bankers, financial portfolio managers, academics and researchers, decision makers and governmental and international financial institutions, and other professionals.
Suitable topics include but are not limited to:
- Measures of risk; variance, volatility, risk premia, downside risk, value at risk, beta, portfolio risk.
- Systemic risk, market risk, liquidity risk, credit risk, interest rate risk, exchange rate risk.
- Diversifiable and non diversifiable risk
- Political risk, country risk, expropriation risk
- Operational risk, event risk, regulatory risk
- Catestrophic risk.
- Investment risk, reinvestment risk
- Risk aversion and utility theory
Manuscripts should be submitted by : 15 December 2007