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 and Money. - Elsevier, ISSN 1042-4431. - Vol. 13.2003, 1, p. 39-55
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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