Type of Publication: Article in Collected Edition

An extremes analysis of VaRs for emerging market benchmark bonds

Author(s):

Kiesel, R.; Perraudin, W.; Taylor, A.

Editor:

Al., G. Bol Et

Title of Anthology:

Credit Risk: Measurement, Evaluation and Management

Publisher:

Physica-Verlag

Publication Date:

2004

Citation:

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