Vasileiou, Evangelos; Pantos, Themistoclis - In: European Journal of Economics and Economic Policies: … 17 (2020) 1, pp. 39-60
In this paper, we examine how value at risk (VaR) contributes to the financial market's stability. We apply the Guidelines on Risk Measurement and the Calculation of Global Exposure and Counterparty Risk for UCITS of the Committee of European Securities Regulators (CESR 2010) to the main indices...
