Analyzing downside risk of BRICS stock indices : insights from value at risk and time series econometrics
Younis Ahmed Ghulam and Bashir Ahmad Joo
| Year of publication: |
2025
|
|---|---|
| Authors: | Ghulam, Younis Ahmed ; Joo, Bashir Ahmad |
| Published in: |
Journal of financial economic policy. - Bradford : Emerald, ISSN 1757-6393, ZDB-ID 2501029-3. - Vol. 17.2025, 1, p. 29-51
|
| Subject: | BRICS | Diversification | Downside risk | Risk management | Stock return | Value at Risk | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Risikomanagement | BRICS-Staaten | BRICS countries | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Risiko | Risk | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JFEP-01-2024-0022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015415927