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Strategic risk-management with the use of market risk indicator: A comparative longitudinal study in the emerging markets

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  • Loukianova, A.
  • Smirnova, E.

Abstract

In the working paper the market risk is assessed on the base of historical data from Russian and Chinese economies during 1995-2015. The conclusion made is that the financial contagion indicator can be used for the market risk assessment for practical and theoretical purposes.

Suggested Citation

  • Loukianova, A. & Smirnova, E., 2015. "Strategic risk-management with the use of market risk indicator: A comparative longitudinal study in the emerging markets," Working Papers 6430, Graduate School of Management, St. Petersburg State University.
    • Handle: RePEc:sps:wpaper:6430
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    File URL: https://dspace.spbu.ru/handle/11701/6430
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    References listed on IDEAS

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