Issues

Margin call risk and leverage constraints: exploring investment horizons and low-risk anomalies in futures markets

Yonghwan Jo; Dain Jung
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High-dimensional parameter calibration of interest rate model for the Korean insurance capital standard

Bong-Gyu Jang; Seung Min Baik; Changhui Choi
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The role of ESG rating divergence and independent directors in predicting future stock price crash risk

Han Sun; JaeHo Lee; Hyoung-Goo Kang; Zengrui Fan
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Interaction between equity futures and spot markets during COVID-19 pandemic: a multi-market analysis

Kalu O. Emenike
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