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Measuring the interest rate and exchange rate risk of a commercial bank's portfolio
Ahlstedt, Monica - 1990
Persistent link: https://www.econbiz.de/10000796449
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Exchange rate, interest rate and stock market price volatility for value-at-risk analysis
Ahlstedt, Monica - 1997
Persistent link: https://www.econbiz.de/10000630711
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Analysis of financial risks in a GARCH framework
Ahlstedt, Monica - 1998
Persistent link: https://www.econbiz.de/10013439139
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Measuring the interest rate and exchange rate risk of a commercial bank's portfolio
Ahlstedt, Monica - 1990
Persistent link: https://www.econbiz.de/10000129623