مرکز منطقه ای اطلاع رساني علوم و فناوري - Capturing downside risk in financial markets: the case of the Asian Crisis

Title of article :

Capturing downside risk in financial markets: the case of the Asian Crisis

Author/Authors :

Rachel A. J. Pownall، نويسنده , , Kees G. Koedijk، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

853

To page :

870

Keywords :

Financial regulation , Value-at-Risk , RiskmetricsO , Extreme value theory

Journal title :

Journal of International Money and Finance

Serial Year :

1999

Journal title :

Journal of International Money and Finance

Record number :

191221

Link To Document :