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Keywords: Liquidity risk
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Journal Articles
Interest rate, liquidity, and sovereign risk: derivative-based VaR
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2017) 18 (4): 443–465.
Published: 21 August 2017
... © Emerald Publishing Limited 2017 Emerald Publishing Limited Licensed re-use rights only Liquidity risk Emerging markets Interest rate Diversification benefit Diversified VaR Sovereign debt The two most important risks faced by financial institutions in their banking book...
