Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia

dc.contributor.author	Zikovic, S.
dc.contributor.author	Aktan, B.
dc.date.accessioned	2021-01-25T20:51:53Z
dc.date.available	2021-01-25T20:51:53Z
dc.date.issued	2009
dc.identifier.issn	13318004
dc.identifier.uri	https://www.scopus.com/inward/record.uri?eid=2-s2.0-72649102866&partnerID=40&md5=e930e355d784a0866a46629a7a298713
dc.identifier.uri	https://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/10716
dc.description.abstract	We investigate the relative performance of a wide array of Value at Risk (VaR) models with the daily returns of Turkish (XU100) and Croatian (CROBEX) stock index prior to and during the ongoing financial crisis. In addition to widely used VaR models, we a
dc.language.iso	English
dc.publisher	Zbornik Radova Ekonomskog Fakultet au Rijeci
dc.title	Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia
dc.type	Article
dc.relation.firstpage	149
dc.relation.lastpage	170
dc.relation.volume	27
dc.relation.issue	1
dc.description.affiliations	University of Rijeka, Faculty of Economics, I. Filipovića 4, 51000 Rijeka, Croatia; Yasar University, Faculty of Economics and Administrative Sciences, Universite Caddesi, No. 35-37, 35100 Bornova, Izmir, Turkey

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