Results 301 to 305 of about 248,583 (305)

The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion: A TVP-VAR approach

Finance Research Letters
Sun-Yong Choi, Elroi Hadad
exaly  

Multiscale cross-sector tail credit risk spillovers in China: Evidence from EEMD-based VAR quantile analysis

Research in International Business and Finance
Liya Hau, Xinyu Wu
exaly  

How to choose the return model for market risk? Getting towards a right magnitude of stressed VaR

Quantitative Finance, 2019
exaly  

Il Value-At-Risk (VAR)

2012
openaire   +1 more source

Managing Risk with VAR

2005
exaly