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Central bank vulnerability and the credibility of its commitments: a value-at-risk approach
The Journal of Risk
◽
10.21314/jor.1999.017
◽
1999
◽
Vol 2
(1)
◽
pp. 37-55
◽
Cited By ~ 8
Author(s):
Mario Blejer
◽
Liliana Schumacher
Keyword(s):
At Risk
◽
Central Bank
◽
Value At Risk
◽
A Value
◽
Risk Approach
Download Full-text
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Cited By
References
Central Bank Vulnerability and the Credibility of Commitments: A Value-At-Risk Approach to Currency Crises
IMF Working Papers
◽
10.5089/9781451962659.001
◽
1998
◽
Vol 98
(65)
◽
pp. 1
◽
Cited By ~ 6
Author(s):
Liliana Schumacher
◽
Mario I. Bléjer
◽
◽
Keyword(s):
At Risk
◽
Central Bank
◽
Value At Risk
◽
Currency Crises
◽
A Value
◽
Risk Approach
Download Full-text
Measuring risk spillover effects on dry bulk shipping market: a value-at-risk approach
Maritime Policy & Management
◽
10.1080/03088839.2021.1889064
◽
2021
◽
pp. 1-19
Author(s):
Jialin Yang
◽
Xin Zhang
◽
Ying-En Ge
Keyword(s):
At Risk
◽
Value At Risk
◽
Spillover Effects
◽
A Value
◽
Bulk Shipping
◽
Risk Approach
◽
Risk Spillover Effects
Download Full-text
Do hedge funds have enough capital? A value-at-risk approach
Journal of Financial Economics
◽
10.1016/j.jfineco.2004.06.005
◽
2005
◽
Vol 77
(1)
◽
pp. 219-253
◽
Cited By ~ 79
Author(s):
A GUPTA
◽
B LIANG
Keyword(s):
At Risk
◽
Hedge Funds
◽
Value At Risk
◽
A Value
◽
Risk Approach
Download Full-text
Asset/Liability Management of German Life Insurance Companies: A Value-at-Risk Approach in the Presence of Interest Rate Guarantees
Risk Management
◽
10.1007/3-540-26993-2_20
◽
2005
◽
pp. 407-419
Author(s):
Peter Albrecht
◽
Carsten Weber
Keyword(s):
At Risk
◽
Interest Rate
◽
Life Insurance
◽
Value At Risk
◽
Insurance Companies
◽
Asset Liability Management
◽
Liability Management
◽
A Value
◽
Risk Approach
◽
German Life
Download Full-text
A Value at Risk Approach to Risk-Return Analysis
The Journal of Portfolio Management
◽
10.3905/jpm.2004.412328
◽
2004
◽
Vol 30
(3)
◽
pp. 124-127
Author(s):
Xueting Huang
Keyword(s):
At Risk
◽
Value At Risk
◽
Risk Return
◽
A Value
◽
Risk Approach
Download Full-text
Pricing and two-dimensional warranty policy of multi-products with online and offline channels using a value-at-risk approach
Computers & Industrial Engineering
◽
10.1016/j.cie.2020.106674
◽
2020
◽
Vol 148
◽
pp. 106674
◽
Cited By ~ 1
Author(s):
Ata Allah Taleizadeh
◽
Mahdi Mokhtarzadeh
Keyword(s):
At Risk
◽
Value At Risk
◽
Two Dimensional
◽
A Value
◽
Risk Approach
◽
Offline Channels
Download Full-text
A Value at Risk Approach to Risk–Return Analysis
CFA Digest
◽
10.2469/dig.v30.n1.647
◽
2000
◽
Vol 30
(1)
◽
pp. 100-100
Author(s):
Stephen M. Horan
Keyword(s):
At Risk
◽
Value At Risk
◽
Risk Return
◽
A Value
◽
Risk Approach
Download Full-text
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach
Quantitative Finance
◽
10.1080/713665877
◽
2001
◽
Vol 1
(5)
◽
pp. 542-551
◽
Cited By ~ 53
Author(s):
P. Silvapulle
◽
C.W.J. Granger
Keyword(s):
At Risk
◽
Value At Risk
◽
Portfolio Diversification
◽
Conditional Correlation
◽
A Value
◽
Risk Approach
Download Full-text
Compensation Policies and Risk in Service Level Agreements: A Value-at-Risk Approach under the ON-OFF Service Model
Economics of Converged, Internet-Based Networks - Lecture Notes in Computer Science
◽
10.1007/978-3-642-24547-3_2
◽
2011
◽
pp. 2-13
◽
Cited By ~ 15
Author(s):
Loretta Mastroeni
◽
Maurizio Naldi
Keyword(s):
At Risk
◽
Value At Risk
◽
Service Level
◽
Service Level Agreements
◽
Service Model
◽
A Value
◽
Risk Approach
Download Full-text
A VALUE-AT-RISK APPROACH TO ASSESS EXCHANGE RISK ASSOCIATED TO A PUBLIC DEBT PORTFOLIO: THE CASE OF A SMALL DEVELOPING ECONOMY
World Scientific Studies in International Economics - Risk Management and Value
◽
10.1142/9789812770745_0002
◽
2008
◽
pp. 11-60
◽
Cited By ~ 1
Author(s):
Wissem Ajili
Keyword(s):
At Risk
◽
Public Debt
◽
Value At Risk
◽
Developing Economy
◽
A Value
◽
Exchange Risk
◽
Risk Approach
Download Full-text
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