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Cumperayot, Phornchanok
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Kouwenberg, Roy
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Keijzer, Tjeert
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Journal of international money and finance
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
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The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile
Berkelaar, Arjan
;
Cumperayot, Phornchanok
;
Kouwenberg, Roy
- In:
European financial management : the journal of the …
8
(
2002
)
2
,
pp. 139-164
Persistent link: https://www.econbiz.de/10005942133
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2
Early warning systems for currency crises: A multivariate extreme value approach
Cumperayot, Phornchanok
;
Kouwenberg, Roy
- In:
Journal of international money and finance
36
(
2013
),
pp. 151-171
Persistent link: https://www.econbiz.de/10010123156
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3
Linkages between extreme stock market and currency returns
Cumperayot, Phornchanok
;
Keijzer, Tjeert
;
Kouwenberg, Roy
- In:
Journal of international money and finance
25
(
2006
)
3
,
pp. 528
Persistent link: https://www.econbiz.de/10007264575
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