Value at Risk & Transaction Exposure: An Inter-Temporal Lexicographic Permutation of a Six-Currency Portfolio
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Elsevier BV
Reference12 articles.
1. Foreign Exchange Trading Risk Management with Value at Risk: Case Analysis of the Moroccan Market;Al Janabi;The Journal of Risk Finance,2006
2. Modelling Risk for Long and Short Trading Positions;T Angelidis;The Journal of Risk Finance,2005
3. Extreme Returns and the Contagion Effect between the Foreign Exchange and Stock Market: Evidence from Cyprus;S D Bekiros;Applied Financial Economics,2008
4. Currency Risk Management: Simulating the Canadian Dollar;F Carrada-Bravo;International Journal of Managerial Finance,2006
5. Value at Risk from Econometric Models and Implied from Currency Options;J Chong;Journal of Forecasting,2004
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