Capturing downside risk in financial markets: The case of the Asian crisis

Journal of International Money and Finance

Volumn 18, Issue 6, 1999, Pages 853-870

  Pownall, Rachel A J ^a   Koedijk, Kees G ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Extreme value theory; Financial regulation; Riskmetrics ; Value at risk

Indexed keywords

EID: 0033425759     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(99)00040-6     Document Type: Article

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