Using Market BuVaR as countercyclical Value at Risk approach to account for the risks of stock market crashes
Thorsten Riedle
Year of publication: |
2018
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Authors: | Riedle, Thorsten |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 69.2018, p. 308-321
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Subject: | Bubbles | bubbleVaR | Stock market crisis | VaR | Volatility paradox | Theorie | Theory | Aktienmarkt | Stock market | Risikomaß | Risk measure | Finanzkrise | Financial crisis | Spekulationsblase | Börsenkurs | Share price | Volatilität | Volatility | VAR-Modell | VAR model | Kapitaleinkommen | Capital income | Risiko | Risk |
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