Value-at-Risk Performances during the 2007-2008 Global Financial Crisis: a comparison of three Value-at-Risk models in the emerging markets of China, India and Philippines.

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Value-at-Risk Performances during the 2007-2008 Global Financial Crisis: a comparison of three Value-at-Risk models in the emerging markets of China, India and Philippines.

Ever since the world economic outlook was fundamentally changed by the 2007-2008 financial crisis, risk management and reliable risk measurements have been drew much attentions. This thesis selects three Asian emerging markets, that is, China, India, Philippine, as the research targets and evaluates...

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Bibliographic Details
Main Author:	Li, Mi
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/25843/

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