Exposure-Based Cash-Flow-at-Risk: An Alternative to VaR for Industrial Companies
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- Miller, Merton H, 1977. "Debt and Taxes," Journal of Finance, American Finance Association, vol. 32(2), pages 261-275, May.
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- Meilan Yan & Maximilian J. B. Hall & Paul Turner, 2014.
"Estimating Liquidity Risk Using The Exposure‐Based Cash‐Flow‐At‐Risk Approach: An Application To The Uk Banking Sector,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 19(3), pages 225-238, July.
- Meilan Yan & Maximilian J. B. Hall & Paul Turner, 2011. "Estimating Liquidity Risk Using The Exposure-Based Cash-Flow-at-Risk Approach: An Application To the UK Banking Sector," Discussion Paper Series 2011_06, Department of Economics, Loughborough University, revised Nov 2011.
- Baule, Rainer, 2014. "Allocation of risk capital on an internal market," European Journal of Operational Research, Elsevier, vol. 234(1), pages 186-196.
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