Value-at-Risk analysis for the Tunisian foreign exchange market : a comparative study
Aymen Ben Rejeb; Ousama Ben Salha; Jaleleddine Ben Rejeb
| Year of publication: |
2012
|
|---|---|
| Authors: | Ben Rejeb, Aymen ; Ben Salha, Ousama ; Ben Rejeb, Jaleleddine |
| Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 19.2012, 5, p. 93-114
|
| Subject: | Devisenmarkt | Foreign exchange market | Währungsrisiko | Exchange rate risk | Risikomaß | Risk measure | Monte-Carlo-Simulation | Monte Carlo simulation | Tunesien | Tunisia | 1999-2007 |
| Extent: | graph. Darst. |
|---|---|
| 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/10009684270