Backtesting the tail risk of VaR in holding US dollar

Author： Wong W. K.  

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.19, Iss.4, 2009-02, pp. : 327-337

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The impact of banking and sovereign debt crisis risk in the eurozone on the euro/US dollar exchange rate

By Eichler Stefan  

Applied Financial Economics, Vol. 22, Iss. 15, 2012-08 ,pp. : 1215-1232

Routledge Ltd

Access to resources Recommend Favorite

A simultaneous, rational expectations model of the Australian dollar/US dollar market

By Goss Barry A.   Avsar S. Gulay  

Applied Financial Economics, Vol. 6, Iss. 2, 1996-04 ,pp. : 163-174

Routledge Ltd

Access to resources Recommend Favorite

The dynamics of interest rates between Eurodollar and domestic US dollar

By Chan David Yee-Kai   Lee Raymond Siu-Kuen  

Applied Financial Economics, Vol. 6, Iss. 4, 1996-08 ,pp. : 347-349

Routledge Ltd

Access to resources Recommend Favorite

The effect of US and European stock exchanges on Greece's stock market: a VAR approach

By Veraros Nikolaos   Kasimati Evangelia  

Applied Financial Economics Letters, Vol. 3, Iss. 2, 2007-03 ,pp. : 133-136

Routledge Ltd

Access to resources Recommend Favorite

(R)e-tail borrowing of party dresses: an experimental study

By Hjort Klas   Lantz Björn  

International Journal of Retail & Distribution Management, Vol. 40, Iss. 12, 2012-11 ,pp. : 997-1012

Emerald Group Publishing Ltd

Access to resources Recommend Favorite