Forcasting portofolio value-at-risk for international stocks, bonds, and foreign exchange emerging market evidence
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More about this item
Keywordsconditional correlations; volatility spillovers; VaR forecast;
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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