Liquidity risk implications for market risk assessment in emerging markets
Year of publication: |
2018
|
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Authors: | Stanković, Jelena Z. ; Petrović, Evica |
Published in: |
Journal of contemporary economic and business issues. - Skopje : Faculty of Economics, ISSN 1857-9108, ZDB-ID 2860276-6. - Vol. 5.2018, 1, p. 5-23
|
Subject: | liquidity risk | Value at Risk | emerging markets | Schwellenländer | Emerging economies | Risikomaß | Risk measure | Risiko | Risk | Liquidität | Liquidity | Risikomanagement | Risk management | Finanzmarkt | Financial market | Welt | World | Portfolio-Management | Portfolio selection |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | hdl:10419/193481 [Handle] |
Classification: | C22 - Time-Series Models ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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