Value at Risk and Expected Shortfall Estimation for China Securities Market

Categories: Investment Management, Financial Policy, Corporate Finance

Country or region: China

Financial system stability matters for economic growth.  Instability generates adverse effects on the economy because of their spilled over effects as observed in the recent financial crisis.  Many US and European banks required governments capital injections to stay afloat.  In January 2016, Basel Committee on Banking and Supervision of Bank ......

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