Is there a "good" Measure of Market Risk during a Financial Crisis?

L. Kourouma, Denis Dupré (), G. Sanfilippo () and O. Taramasco ()
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L. Kourouma: CERAG - Centre d'études et de recherches appliquées à la gestion - UPMF - Université Pierre Mendès France - Grenoble 2 - CNRS - Centre National de la Recherche Scientifique
Denis Dupré: CERAG - Centre d'études et de recherches appliquées à la gestion - UPMF - Université Pierre Mendès France - Grenoble 2 - CNRS - Centre National de la Recherche Scientifique
G. Sanfilippo: CERAG - Centre d'études et de recherches appliquées à la gestion - UPMF - Université Pierre Mendès France - Grenoble 2 - CNRS - Centre National de la Recherche Scientifique
O. Taramasco: CERAG - Centre d'études et de recherches appliquées à la gestion - UPMF - Université Pierre Mendès France - Grenoble 2 - CNRS - Centre National de la Recherche Scientifique

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Keywords: Is; there; a; "good"; Measure; of; Market; Risk; during; a; Financial; Crisis (search for similar items in EconPapers)
Date: 2013
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Published in Bankers Markets & Investors : an academic & professional review, 2013, n°126, p. 49-60

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00935079

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