FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk
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DOI: 10.1111/j.0306-686X.2004.00578.x
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- Bredin, Don & Hyde, Stuart, 2002. "Forex Risk: Measurement and Evaluation using Value-at-Risk," Research Technical Papers 6/RT/02, Central Bank of Ireland.
References listed on IDEAS
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- Crescenzio Gallo & Michelangelo De Bonis & Pierpaolo Palazzo, 2012. "Computer applications in the context of financial speculation," Quaderni DSEMS 02-2012, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
- Niango Ange Joseph Yapi, 2020. "Exchange rate predictive densities and currency risks: A quantile regression approach," EconomiX Working Papers 2020-16, University of Paris Nanterre, EconomiX.
- Hafiz Waqas Kamran & Abdelnaser Omran & Shamsul Bahrain Mohamed-Arshad, 2019. "Risk Management, Capital Adequacy and Audit Quality for Financial Stability: Assessment from Commercial Banks of Pakistan," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(6), pages 654-664.
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