This paper uses both unconditional and conditional risk analysis to investigate the day-of-the-week effect in 21 … emerging stock markets. In addition, risk is allowed to vary across the days of the week. Different models produce different … market risk. Other countries like Argentina, Malaysia, Thailand, and Turkey exhibit day-of-the-week effects in only some of …

This paper is a self-contained introduction to the concept and methodology of "value at risk," which is a new tool for … measuring an entity's exposure to market risk. We explain the concept of value at risk, and then describe in detail the three … then discuss the advantages and disadvantages of the three methods for computing value at risk. Finally, we briefly …

and conditional risk factors to investigate the relationship between oil price risk and emerging stock market returns. In … general we find strong evidence that oil price risk impacts stock price returns in emerging markets. Results for other risk … factors like market risk, total risk, skewness, and kurtosis are also presented. These results are useful for individual and …

financial independence of subsidiaries may be considered an important tool of risk control, the possibilities to mitigate risks …

at Risk and coherent risk measures, as suggested by Artzner et al. (1997). …

large retail outlets, range of credit card offerings, innovations in education finance, rural finance, etc. The role of risk … economic factors like employment rates, inflation, interest rates etc. We therefore provide an overview of the risk mitigation …

, forecasting and hedging can contribute to price risk management improvement for risk-averse producers. Consistent with previous …