The information content of the VaR measures associated with the trading activities of Canadian banks
Dominique Houde; Jean Desrochers; Denis Martel; Jacques Préfontaine
| Year of publication: |
2007
|
|---|---|
| Authors: | Houde, Dominique ; Desrochers, Jean ; Martel, Denis ; Préfontaine, Jacques |
| Published in: |
International business and economics research journal. - Littleton, Colo., ISSN 1535-0754, ZDB-ID 2143670-8. - Vol. 6.2007, 7, p. 1-10
|
| Subject: | Risikomaß | Risk measure | Informationswert | Information value | Bank | Kanada | Canada |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003506391