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6 - Evaluating Banks’ Value-at-Risk Models during the COVID-19 Crisis
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- Validation of Risk Management Models for Financial Institutions
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- 02 March 2023
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- 09 March 2023, pp 104-123
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2 - Validating Bank Holding Companies’ Value-at-Risk Models for Market Risk
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- Validation of Risk Management Models for Financial Institutions
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- 02 March 2023
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- 09 March 2023, pp 22-48
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DO GLOBAL CRUDE OIL MARKET SHOCKS HAVE DIFFERENTIAL EFFECTS ON US REGIONS?
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- Macroeconomic Dynamics / Volume 23 / Issue 5 / July 2019
- Published online by Cambridge University Press:
- 07 November 2017, pp. 1978-2008
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