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.
Aldizkaria:
Emerging Markets Review

ISSN: 1566-0141

Argitalpen urtea: 2014

Alea: 20

Orrialdeak: 23-41

Mota: Artikulua

DOI: 10.1016/J.EMEMAR.2014.05.001 GOOGLE SCHOLAR
Datuen iturria: Scopus