International Journal of Monetary Economics and Finance (IJMEF) Inderscience Publishers - linking academia, business and industry through research

International Journal of Monetary Economics and Finance

Special Issue on the Measurement and Application of Risk in Economics and Finance

Guest Editors: Dr. Jose Olmo and Professor Keith Pilbeam

Pages	Title and author(s)
106-120	Semiparametric estimation of dynamic conditional expected shortfall models Juan Carlos Escanciano, Silvia Mayoral DOI: 10.1504/IJMEF.2008.019217
121-148	Predictive performance of conditional Extreme Value Theory in Value-at-Risk estimation Ahmed Ghorbel, Abdelwahed Trabelsi DOI: 10.1504/IJMEF.2008.019218
149-161	Risk budgeting and Value-at-Risk Keith Pilbeam, Rehan Noronha DOI: 10.1504/IJMEF.2008.019219
162-176	Country financial and political risk: the case of Indonesia, Malaysia and Philippines Dimitrios Asteriou DOI: 10.1504/IJMEF.2008.019220
177-200	Estimating integrated volatility using absolute high-frequency returns Carla Ysusi DOI: 10.1504/IJMEF.2008.019221
201-218	An empirical comparison of alternative models in estimating Value-at-Risk: evidence and application from the LSE Everton Dockery, Miltos Efentakis DOI: 10.1504/IJMEF.2008.019222
219-234	On the role of volatility for modelling risk exposure Jose Olmo DOI: 10.1504/IJMEF.2008.019223