Market Risk of Developed and Emerging Countries During the Global Financial Crisis-Reference-Cited by-同舟云学术

Market Risk of Developed and Emerging Countries During the Global Financial Crisis

Published:2013-05 Issue:3 Volume:49 Page:20-34
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Köksal Bülent¹,Orhan Mehmet²

Affiliation:

1. a İpek University, Ankara, Turkey

2. b Fatih University, Istanbul, Turkey

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.2753/REE1540-496X490302

Reference33 articles.

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2. An Analysis of the Flexibility of Asymmetric Power GARCH Models;T. Ané;Computational Statistics & Data Analysis,2006

3. The Use of GARCH Models in VaR Estimation;T. Angelidis;Statistical Methodology,2004

4. Basel Committee on Banking Supervision. 1994. Risk Management Guidelines for Derivates. Basel: Bank for International Settlements.

5. Basel Committee on Banking Supervision. 1996. Supplement to the Capital Accord to Incorporate Market Risks. Basel: Bank for International Settlements.

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