How Banks' Value-at-Risk Disclosures Predict their Total and Priced Risk: Effects of Bank Technical Sophistication and Learning over Time
Chi-chun Liu, Stephen G. Ryan, Hung TanVolume:
9
Language:
english
Pages:
30
DOI:
10.1023/b:rast.0000028190.48665.d0
Date:
June, 2004
File:
PDF, 214 KB
english, 2004