VaR performance during the subprime and sovereign debt crises: An application to emerging markets

  1. Del Brio, E.B.
  2. Mora-Valencia, A.
  3. Perote, J.
Journal:
Emerging Markets Review

ISSN: 1566-0141

Year of publication: 2014

Volume: 20

Pages: 23-41

Type: Article

DOI: 10.1016/J.EMEMAR.2014.05.001 GOOGLE SCHOLAR
Data source: Scopus