The level and quality of Value-at-Risk disclosure by commercial banks
Year of publication: |
2010
|
---|---|
Authors: | Szakmary, Andrew C. ; Shen, Qian ; Sharma, Subhash C. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 34.2010, 2 (1.2.), p. 362-378
|
Saved in:
Saved in favorites
Similar items by person
-
An examination of momentum strategies in commodity futures markets
Shen, Qian, (2007)
-
Momentum and contrarian strategies in international stock markets: Further evidence
Shen, Qian, (2005)
-
Trend-following trading strategies in commodity futures: A re-examination
Szakmary, Andrew C., (2010)
- More ...