Extreme observations and risk assessment in the equity markets of MENA region: Tail measures and Value-at-Risk-Reference-Cited by-同舟云学术

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Extreme observations and risk assessment in the equity markets of MENA region: Tail measures and Value-at-Risk

Published:2009-06 Issue:3 Volume:18 Page:109-116
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Assaf A.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference56 articles.

1. Testing the random walk behavior and efficiency of the Gulf stock markets;Abraham;Financial Review,2002

2. Random walk in thinly traded stock markets: The case of Kuwait;Al-Loughani;Arab Journal of Administrative Sciences,1995

3. Testing the efficiency of an emerging stock market using trading rules: The case of Kuwait;Al-Loughani,1997

4. Return predictability in African stock markets;Appiah-Kusi;Review of Financial Economics,2003

5. Evaluating predictive performance of value-at-risk models in emerging markets: A reality check, manuscript;Bao,2004

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