مرکز منطقه ای اطلاع رساني علوم و فناوري - Stress testing using VaR approach

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 :

From page :

To page :

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 :