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Exploring hedging strategies i...
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Van Vuuren, Gary
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5
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5
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4
STYGER, PAUL
4
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3
Bell, Francesca
3
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3
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International business and economics research journal
9
South African journal of economic and management sciences
9
Cogent Economics & Finance
8
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8
The South African journal of economics
8
Tydskrif vir studies in ekonomie en ekonometrie : SEE
7
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6
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5
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1
Modelling systemic liquidity risk with feedback effects in the UK banking sector
Van Vuuren, Gary
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
1
,
pp. 36-59
Persistent link: https://www.econbiz.de/10009503117
Saved in:
2
Further evidence of long memory in the South African stock market
Morris, Quinton
;
Van Vuuren, Gary
;
Styger, Paul
- In:
The South African journal of economics
77
(
2009
)
1
,
pp. 81-101
Persistent link: https://www.econbiz.de/10003837750
Saved in:
3
Retail credit capital charge optimisation and the new Basel Accord
Botha, Marius
;
Van Vuuren, Gary
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
3
,
pp. 265-283
Persistent link: https://www.econbiz.de/10003865066
Saved in:
4
Calculating operational value-at-risk (OpVaR) in a retail bank
Esterhuysen, Ja'nel
;
Styger, Paul
;
Van Vuuren, Gary
- In:
South African journal of economic and management sciences
11
(
2008
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10003711377
Saved in:
5
Implied asset correlation in retail loan portfolios
Botha, Marius
;
Van Vuuren, Gary
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
2
,
pp. 156-173
Persistent link: https://www.econbiz.de/10003963534
Saved in:
6
The effect of stressed economic conditions on systemic risk within the South African banking sector
Esterhuysen, Ja'nel
;
Van Vuuren, Gary
;
Styger, Paul
- In:
The South African journal of economics
79
(
2011
)
3
,
pp. 270-289
Persistent link: https://www.econbiz.de/10009376664
Saved in:
7
A review and update of value at risk
Maxwell, D.
;
Van Vuuren, Gary
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
38
(
2014
)
3
,
pp. 79-101
Persistent link: https://www.econbiz.de/10010517315
Saved in:
8
Hedge fund performance using scaled Sharpe and Treynor measures
Van Dyk, François
;
Van Vuuren, Gary
;
Heymans, André
- In:
International business and economics research journal
13
(
2014
)
6
,
pp. 1261-1300
Persistent link: https://www.econbiz.de/10011279837
Saved in:
9
Establishing the relative competitiveness of South African banking shares : a Kalman filter approach
Van Heerden, Chris
;
Van Vuuren, Gary
- In:
The journal of applied business research
31
(
2015
)
2
,
pp. 539-571
Persistent link: https://www.econbiz.de/10010526751
Saved in:
10
Case study of postgraduate student dropout rate at South African universities
Styger, A.
;
Van Vuuren, Gary
;
Heymans, A.
- In:
International business and economics research journal
14
(
2015
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010529411
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