Strategic risk-management with the use of market risk indicator: A comparative longitudinal study in the emerging markets

A. Loukianova and E. Smirnova

No 6430, Working Papers from Graduate School of Management, St. Petersburg State University

Abstract: In the working paper the market risk is assessed on the base of historical data from Russian and Chinese economies during 1995-2015. The conclusion made is that the financial contagion indicator can be used for the market risk assessment for practical and theoretical purposes.

Keywords: risk-management; systematic risk; risk indicator; financial crises; financial contagion; Russia; China (search for similar items in EconPapers)
Date: 2015
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