Publications

Type of Publication: Article in Collected Edition

An extremes analysis of VaRs for emerging market benchmark bonds

Author(s):
R. Kiesel, W. Perraudin; A.Taylor
Editor:
G. Bol et al.
Title of Anthology:
Credit Risk: Measurement, Evaluation and Management
Publisher:
Physica-Verlag
Publication Date:
2004
Citation:
LABEL-FOR-eidrisexport