Value at risk: does it work in emerging markets?

Mohamed Nurullah (Contributor), Bob Davidson (Contributor), C. Yu (Contributor)

    Research output: Contribution to conference › Paper › peer-review

    Original languageEnglish
    Publication statusPublished - Jun 2004
    EventInternational Conference on Emerging Markets and Global Risk Management - London, U.K.
    Duration: 11 Jun 2004 → 12 Jun 2004

    Conference

    ConferenceInternational Conference on Emerging Markets and Global Risk Management
    Period11/06/04 → 12/06/04

    Bibliographical note

    Note: Also listed as book section: Yu, C. , Davidson, B. and Nurullah, M. (2005) Value at risk: does it work in emerging markets? In: Motamen-Samadian, Sima, (ed.) Risk management in emerging markets. Basingstoke, UK : Palgrave Macmillan. (Centre for the study of emerging markets ) ISBN 9781403991539.

    Keywords

    • Accounting and finance

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