Trading Turkey's External and Internal Risks: A Value at Risk Analysis

2001 ◽  
Author(s):  
Kurt Kurt Dew
Keyword(s):  
At Risk ◽  
Risk Analysis ◽  
Value At Risk ◽  
A Value

scholarly journals A value-at-risk analysis of credit default swaps

2011 ◽  
Vol 13 (4) ◽  
pp. 3-29 ◽  
Author(s):  
Burkhard Raunig ◽  
Martin Scheicher
Keyword(s):  
At Risk ◽  
Risk Analysis ◽  
Value At Risk ◽  
Credit Default Swaps ◽  
A Value ◽  
Credit Default

A value-at-risk analysis of carry trades using skew-GARCH models

2013 ◽  
Vol 17 (4) ◽  
Author(s):  
Yu-Jen Wang ◽  
Huimin Chung ◽  
Jia-Hau Guo
Keyword(s):  
At Risk ◽  
Risk Analysis ◽  
Value At Risk ◽  
Garch Models ◽  
A Value

Stress Testing in a Value at Risk Framework

CFA Digest ◽  
1999 ◽  
Vol 29 (2) ◽  
pp. 76-78
Author(s):  
Thomas J. Latta
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Stress Testing ◽  
A Value ◽  
Risk Framework
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