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International Financial Markets and Risk Finance
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International Financial Markets and Risk Finance

A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Financial Markets".

Deadline for manuscript submissions: closed (31 January 2024) | Viewed by 9950

Special Issue Editors

Dr. Chengbo Fu

E-Mail Website
Guest Editor
School of Business, Faculty of Business and Economics, University of Northern British Columbia, Prince George, BC V2N4Z9, Canada
Interests: international finance; sustainable finance; investments
Dr. Meimei Lin

E-Mail Website
Guest Editor
Department of Geology and Geography, College of Science and Mathmatics, Georgia Southern University, Statesboro, GA 30460, USA
Interests: sustainability; statistical approach; urbanization
Dr. Xiaohong (Sara) Wang

E-Mail Website
Guest Editor
Department of Accounting, Business Law and Finance, College of Business and Technology, Northeastern Illinois University, Chicago, IL 60625, USA
Interests: empirical corporate finance; financial markets and institutions; innovation

Special Issue Information

Dear Colleagues,

This Special Issue welcomes empirical and theoretical papers that study contemporary issues in international finance and risks. Suggested topics include, but are not limited to, international investments, cross-listing, market volatility, and risk management, which improve our understanding on the development and connection of international financial markets. Studies may involve sustainability in finance and financial challenges of critical events, such as COVID-19 and the Russia–Ukraine conflict.

Dr. Chengbo Fu
Dr. Meimei Lin
Dr. Xiaohong (Sara) Wang
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • international asset pricing
  • international corporate finance
  • financial market volatility
  • risk management

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Further information on MDPI's Special Issue polices can be found here.

Published Papers (3 papers)

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Research

26 pages, 2956 KiB  
Article
What Drives Asset Returns Comovements? Some Empirical Evidence from US Dollar and Global Stock Returns (2000–2023)
by Marco Tronzano
J. Risk Financial Manag. 2024, 17(4), 167; https://doi.org/10.3390/jrfm17040167 - 18 Apr 2024
Viewed by 1113
Abstract
This paper focuses on returns comovements in global stock portfolios including the US Dollar as a defensive asset. The main contribution is the selection of a large set of macroeconomic and financial variables as potential drivers of these comovements and the emphasis on [...] Read more.
This paper focuses on returns comovements in global stock portfolios including the US Dollar as a defensive asset. The main contribution is the selection of a large set of macroeconomic and financial variables as potential drivers of these comovements and the emphasis on the predictive accuracy of proposed econometric models. One-year US Expected Inflation stands out as the most important predictor, while models including a larger number of variables yield significant predictive gains. Larger forecast errors, due to parameters instabilities, are documented during major financial crises and the COVID-19 pandemic period. Some research directions to improve the forecasting power of econometric models are discussed in the concluding section. Full article
(This article belongs to the Special Issue International Financial Markets and Risk Finance)
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13 pages, 401 KiB  
Article
Long-Term Orientation and Tax Avoidance Regulations
by Katarzyna Bilicka, Danjue Clancey-Shang and Yaxuan Qi
J. Risk Financial Manag. 2024, 17(3), 102; https://doi.org/10.3390/jrfm17030102 - 1 Mar 2024
Viewed by 1644
Abstract
In this paper, we explore the relationship between the culture of the country where a multinational corporation (MNC) is headquartered and the MNC’s stock market reaction to tax avoidance regulations. Specifically, we examine the different responses of MNCs following the implementation of the [...] Read more.
In this paper, we explore the relationship between the culture of the country where a multinational corporation (MNC) is headquartered and the MNC’s stock market reaction to tax avoidance regulations. Specifically, we examine the different responses of MNCs following the implementation of the 2010 UK reform that restricted profit shifting for a specific group of firms. We find that, in countries with short-term-oriented cultures, MNCs affected by this reform experienced positive stock market responses relative to their unaffected counterparts. This is not found in long-term-oriented cultures. This difference in response can partly be explained by the differing perceptions of the role tax havens play in tax minimization practices between more long-term-oriented cultures and those oriented towards the short term. We provide evidence that investors from more future-oriented cultures may recognize the short-lived effectiveness of a regulation ex ante, and thus price the quasi-exogenous market shock differently than their more short-term-oriented counterparts. Full article
(This article belongs to the Special Issue International Financial Markets and Risk Finance)
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11 pages, 1391 KiB  
Article
Russia–Ukraine Conflict, Commodities and Stock Market: A Quantile VAR Analysis
by Alberto Manelli, Roberta Pace and Maria Leone
J. Risk Financial Manag. 2024, 17(1), 29; https://doi.org/10.3390/jrfm17010029 - 11 Jan 2024
Cited by 3 | Viewed by 6607
Abstract
The Russia–Ukrainian war, which began in 2014 and exploded with the invasion of the Russian army on 24 February 2022, has profoundly destabilized the political, economic and financial balance of Europe and beyond. To the humanitarian emergency associated with every war has been [...] Read more.
The Russia–Ukrainian war, which began in 2014 and exploded with the invasion of the Russian army on 24 February 2022, has profoundly destabilized the political, economic and financial balance of Europe and beyond. To the humanitarian emergency associated with every war has been added the deep crisis generated by the strong energy and food dependence that many European countries, and not only European, have developed over decades on Ukraine (especially for wheat) and Russia (especially for natural gas). The aim of this article is to verify the existence of a link between the performance of the Eurostoxx index and the price of wheat futures and TTF natural gas, from 25 February 2019 to 28 September 2023. Through a quantile VAR analysis, a link is sought between the Eurostoxx 50 index, and wheat and TTF gas futures prices. Furthermore, the analysis intends to understand whether the presence of such relationship only manifested itself following the war events, or whether it was already present in the market. The analysis carried out also shows that the relationship between the stock market and raw material prices was present even before the conflict. Full article
(This article belongs to the Special Issue International Financial Markets and Risk Finance)
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