FOREX risk: measurement and evaluation using value at risk
Article Abstract:
A study using foreign exchange exposure of Ireland's open economy, an evaluation of the performance of a number of value-at-risks (VAR) methods, is presented.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 2004
Administration of General Economic Programs, Ireland, Foreign Exchange & Reserves Policy, Analysis, Foreign exchange
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 2004
User Contributions:
Comment about this article or add new information about this topic:
The conditional relationship between beta and returns: a reassessment
Article Abstract:
Analysis of capital asset pricing model of valuation, to ascertain degree of risk involved in empirical asset pricing, is presented.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 2006
United Kingdom, Asset & Risk Management, Usage, Evaluation, Risk management, Mathematical models, Capital assets
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
Can market incompleteness resolve asset pricing puzzles?
Article Abstract:
The usage of relentless uninsurable risk for solving problems of asset pricing problems in economic depressions is presented.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 2004
United States, Management dynamics, Regulation, Licensing, and Inspection of Miscellaneous Commercial Sectors, Capital funds & cash flow, Asset Valuation & Distribution, Management, Accounting and auditing, Company business management, Asset valuation, Depressions, Economic depressions
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 2004
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: Methods, Risk assessment
Similar abstracts:
- Abstracts: The conditional relationship between financial leverage and corporate investment: further clarification. Asset characteristics and corporate debt policy: an empirical test
- Abstracts: Time variation in the covariance between stock returns and consumption growth. Capital gains, dividend yields, and expected inflation
- Abstracts: Mimetic entry and bandwagon effect: the rise and decline of international equity venture in China. Organizational slack and firm performances during economic transitions: two studies from an emerging economy
- Abstracts: Assessing contact personnel/customer interaction in a small town: differences between large and small retail districts
- Abstracts: Either/or selection markers for plant transformation. A conditional marker gene allowing both positive and negative selection in plants
This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.