Risk Management Lessons from the Global Financial Crisis
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References listed on IDEAS
- Lothian, James R & Taylor, Mark P, 1996. "Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries," Journal of Political Economy, University of Chicago Press, vol. 104(3), pages 488-509, June.
More about this item
KeywordsRisk Management; Global Financial Crisis; Derivative Exchanges; Value at Risk; SPAN system; Coherent Risk Measures; Expected Shortfall; Robustness; Regime Switching; Risk Coverage Levels; Indian Derivative Markets; Stock Index Futures; Currency Derivatives;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-05-30 (All new papers)
- NEP-CWA-2009-05-30 (Central & Western Asia)
- NEP-FMK-2009-05-30 (Financial Markets)
- NEP-RMG-2009-05-30 (Risk Management)
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