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Histogram-valued data on value at risk measures : a symbolic approach for risk attribution

Toque, Carole; Terraza, Virginie - In: Applied economics letters 21 (2014) 16/18, pp. 1243-1251

Persistent link: https://www.econbiz.de/10010465633

Méthodes de décomposition de la volatilité d'un portefeuille : une nouvelle approche d'estimation des risques par l'indice de Gini

Mussard, Stéphane; Terraza, Virginie - In: Revue d'économie politique 114 (2004) 4, pp. 557-571

Persistent link: https://www.econbiz.de/10002233811

The Shapley decomposition for portfolio risk

Mussard, Stéphane; Terraza, Virginie - In: Applied economics letters 15 (2008) 7/9, pp. 713-715

Persistent link: https://www.econbiz.de/10003741652

Exchange Rates and Macroeconomic Dynamics

Karadeloglou, Pavlos V. (ed.); Terraza, Virginie (ed.) - 2008

This book looks at the PPP persistence puzzle, and econometric aspects of exchange rate dynamics and their implications. It also explores the importance of exchange rate dynamics in the pass-through effects (PTE) and the econometric aspects of the exchange rates dynamics linked to structural...

Persistent link: https://www.econbiz.de/10012054166