Stress testing using VaR approach - a case for Asian currencies
Year of publication: |
2003
|
---|---|
Authors: | Tan, Kok-hui ; Chan, Inn-Leng |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 13.2003, 1, p. 39-55
|
Subject: | Währungsrisiko | Exchange rate risk | Währungsmanagement | Foreign exchange management | US-Dollar | US dollar | Asien | Asia | Risikomaß | Risk measure | 1992-1999 |
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