Empirical-based versus model-based approaches to Value-at-Risk: an examination of foreign exchange and global equity portfolios
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References listed on IDEAS
- Bennett T. McCallum, 1987. "The case for rules in the conduct of monetary policy: a concrete example," Economic Review, Federal Reserve Bank of Richmond, issue Sep, pages 10-18.
- R.W. Hafer & Joseph H. Haslag & Scott E. Hein, 1991. "Evaluating monetary base targeting rules," Working Papers 9104, Federal Reserve Bank of Dallas.
- Mccallum, Bennet T., 1988. "Robustness properties of a rule for monetary policy," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 29(1), pages 173-203, January.
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