VaR performance during the subprime and sovereign debt crises: An application to emerging markets
- Del Brio, E.B.
- Mora-Valencia, A.
- Perote, J.
Revista:
Emerging Markets Review
ISSN: 1566-0141
Ano de publicación: 2014
Volume: 20
Páxinas: 23-41
Tipo: Artigo