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Markets liquidity risk under extremal dependence : analysis with VaRs methods
Ourir, Awatef; Snoussi, Wafa - In: Economic modelling 29 (2012) 5, pp. 1830-1836
Persistent link: https://www.econbiz.de/10009667092
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Value-at-risk adjusted to the specificities of emerging markets : an analysis for the Tunisian market
Snoussi, Wafa; El-Aroui, Mhamed-Ali - In: International journal of emerging markets 7 (2012) 1, pp. 86-100
Persistent link: https://www.econbiz.de/10009547204
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Value-at-risk in frontier markets : adapted models and evidences from two North-African stock exchanges
El-Aroui, Mhamed-Ali; Snoussi, Wafa - In: African finance journal 22 (2020) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10012316628