How Banks' Value-at-Risk Disclosures Predict their Total and Priced Risk: Effects of Bank Technical Sophistication and Learning over Time
| Year of publication: |
2004
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| Authors: | Liu, Chi-chun ; Ryan, Stephen G. ; Tan, Hung |
| Published in: |
Review of accounting studies. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6653, ZDB-ID 13347615. - Vol. 9.2004, 2, p. 265-294
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