
Value at Risk, Legislative Framework, Crises, and Procyclicality: what goes wrong?
Author(s) -
Evangelos Vasileiou,
Aristeidis Samitas
Publication year - 2020
Publication title -
review of economic analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.101
H-Index - 1
ISSN - 1973-3909
DOI - 10.15353/rea.v12i3.1698
Subject(s) - legislature , economics , stock (firearms) , value at risk , financial crisis , incentive , risk management , financial economics , business , monetary economics , finance , macroeconomics , political science , engineering , microeconomics , mechanical engineering , law