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Keywords: Conditional value-at-risk
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Journal Articles
International Journal of Islamic and Middle Eastern Finance and Management 1–26.
Published: 30 September 2026
... emerging-market sell-off, the COVID-19 shock of March 2020 and the Federal Reserve tightening cycle of 2022. Regime-dependent conditional value-at-risk (CVaR) is computed at the 95% confidence level; bootstrap permutation tests (B = 5,000 replications) assess statistical significance. Economic value...
