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
18
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