Calls for papers

 

International Journal of Monetary Economics and Finance

 

Special Issue on: "A Review of the Measurement of Risk in Economics and Finance"

Guest Editors: Professor Keith Pilbeam and Dr Jose Olmo, City University (London), UK

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.

Subject Coverage
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

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. A guide for authors, sample copies and other relevant information for submitting papers are available on the Author Guidelines page

Important Dates

Manuscripts should be submitted by : 15 December 2007