Issue Information

• Published date: 01 July 2019
• Date: 01 July 2019
• DOI: http://doi.org/10.1002/rfe.1029

Volume 37‚ Issue 3

July 2019

ISSN 1058-3300

REVIEW of

FINANCIAL

ECONOMICS

Original Ar ticles

The role of time-varying rare disaster risks in predicting bond returns and volatility 327

Rangan Gupta, Tahir Suleman, and Mark E. Wohar

Forecasting value-at-risk in oil prices in the presence of volatility shifts 341

Bradley T. Ewing, Farooq Malik, and Hassan Anjum

Local predictive ability of analyst recommendations 351

Serkan Karadas and Jorida Papakroni

The bank capital channel and bank profits 372

Paul E. Orzechowski

A technical approach to equity investing in emerging markets 389

Massoud Metghalchi, Linda A. Hayes, and Farhang Niroomand

An innovative feature selection method for support vector machines and its test on the estimation

of the credit risk of default 404

Eduard Sariev and Guido Germano

Empirics of currency cr ises: A duration analysis approach 428

Mohammad Karimi and Marcel-Cristian Voia