Type of Publication: Article in Collected Edition

An extremes analysis of VaRs for emerging market benchmark bonds

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