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Sensitivity of bank stock returns in India to market risk, interest rate risk and exchange rate risk

Bhattacharya, Basabi; Tanima Niyogi Sinha Roy - In: Storming the global business : rise of the Asian tigers, (pp. 87-103). 2010

Persistent link: https://www.econbiz.de/10009012440

How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR

Lichtner, Mark - In: Quantitative finance 19 (2019) 8, pp. 1391-1407

Persistent link: https://www.econbiz.de/10012194794

Mexican REITs (FIBRAS) in retirement funds (AFORES) : different pricing approaches and market risk measurement implications

Cruz-Aké, Salvador; García-Ruiz, Reyna Susana; … - In: International journal of bonds and derivatives 2 (2016) 3, pp. 211-232

Persistent link: https://www.econbiz.de/10011742332

Market risks that change domestic diversification benefits

Sarwar, Ghulam - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10014225809

Risk-Return Relationship and Effect of Diversification on Non-Market Risk : Application of Market Index Model in Indian Stock Market

Dhankar, Raj; Kumar, Rakesh - 2007

The paper attempts to measure the relationship between risk and return, and the effect of diversification on non-market risk in Indian stock market by applying Market Index Model. For the analysis monthly adjusted opening and closing prices of composite portfolio of BSE 100 companies, for the...

Persistent link: https://www.econbiz.de/10014051751