Title of article
Stress testing using VaR approach—a case for Asian currencies
Author/Authors
Kok-Hui Tan، نويسنده , , Inn-Leng Chan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
17
From page
39
To page
55
Keywords
Stress testing , Value-at-Risk , Asian currencies
Journal title
Journal of International Financial Markets, Institutions and Money
Serial Year
2003
Journal title
Journal of International Financial Markets, Institutions and Money
Record number
189656
Link To Document