Value relevance of value-at-risk disclosure
No abstract is available for this item.
Volume (Year): 29 (2007)
Issue (Month): 4 (November)
|Contact details of provider:|| Web page: http://springer.com|
|Order Information:||Web: http://www.springer.com/finance/journal/11156/PS2|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- repec:bla:joares:v:29:y:1991:i:1:p:19-36 is not listed on IDEAS
- Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2007.
"A robust VaR model under different time periods and weighting schemes,"
Review of Quantitative Finance and Accounting,
Springer, vol. 28(2), pages 187-201, February.
- Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2007. "A Robust VaR Model under Different Time Periods and Weighting Schemes," MPRA Paper 80466, University Library of Munich, Germany.
- Li Wang & Pervaiz Alam & Stephen Makar, 2005. "The Value-Relevance of Derivative Disclosures by Commercial Banks: A Comprehensive Study of Information Content Under SFAS Nos. 119 and 133," Review of Quantitative Finance and Accounting, Springer, vol. 25(4), pages 413-427, December. Full references (including those not matched with items on IDEAS)
When requesting a correction, please mention this item's handle: RePEc:kap:rqfnac:v:29:y:2007:i:4:p:353-370. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)or (Rebekah McClure)
If references are entirely missing, you can add them using this form.