Interest rate, liquidity, and sovereign risk : derivative-based VaR
Year of publication: |
2017
|
---|---|
Authors: | Gubareva, Mariya ; Borges, Maria Rosa |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 18.2017, 4, p. 443-465
|
Subject: | Liquidity risk | Emerging markets | Interest rate | Diversification benefit | Diversified VaR | Sovereign debt | VAR-Modell | VAR model | Schwellenländer | Emerging economies | Länderrisiko | Country risk | Liquidität | Liquidity | Zins | Öffentliche Schulden | Public debt | Portfolio-Management | Portfolio selection | Theorie | Theory | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Öffentliche Anleihe | Public bond |
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