✦ LIBER ✦

Interdependence of Market Risk Measures

✍ Scribed by Philip L. Cooley, Rodney L. Roenfeldt and Naval K. Modani

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

No Contagion, Only Interdependence: Meas

✍ Kristin J. Forbes; Roberto Rigobon 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 876 KB

Coherent measures of risk in everyday ma

✍ Acerbi, Carlo 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 207 KB

Coherence Versus Elicitability in Measur

✍ James Ming Chen 📂 Article 📅 2014 🏛 Springer US 🌐 English ⚖ 69 KB

Measuring potential market risk

✍ Mikael Bask 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 205 KB

Measurements of interdependence

✍ Ron Blei 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 178 KB

Market Risk of Mortgage-Backed Securitie

✍ Ren-Raw Chen; Hsien-Hsing Liao; Tyler T. Yang 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 289 KB