Economics, Econometrics and Finance
8 years ago

Emerging Markets Face Uncertain Future with Value at Risk Model

Palgrave Macmillan UK eBooks
Value at Risk: Does it Work in Emerging Markets?
Chuntao Yu, Bob Davidson, Mohamed Nurullah

Paper Summary

The article discusses how financial institutions manage and measure risks, with a focus on market risk. Market risk is a significant concern for these institutions, and various models are used to assess it. The study explores the effectiveness of Value at Risk (VaR) in emerging markets.

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