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Research article

First published 2016-11

An evaluation of the effectiveness of Value-at-Risk (VaR) models for Australian banks under Basel III

Katherine Uylangco, Siqiwen Li

Australian Journal of Management

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Research article

First published 2026-3

Effect of arc parameters on metal transfer in consumable electrode melting during the VAR process by numerical investigation

Jiajun Cui, Baokuan Li, Zhongqiu Liu [...]

Ironmaking & Steelmaking: Processes,Products and Applications

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Research article

First published 2019-8

A VaR-based Downside Risk Analysis of Indian Equity Mutual Funds in the Pre- and Post-global Financial Crisis Periods

Soumya Guha Deb

Journal of Emerging Market Finance

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Research article

First published 2016-3

Value-at-Risk Estimation of Foreign Exchange Rate Risk in India

Onkar Shivraj Swami, Santosh Kumar Pandey, Puneet Pancholy

Asia-Pacific Journal of Management Research and Innovation

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Research article

First published 2024-12

Equity Price Risk of Commercial Banks in India

Nupur Moni Das, Bhabani Sankar Rout

Arthaniti: Journal of Economic Theory and Practice

Open access

Research article

First published 2021-1

Value-at-Risk Analysis for Measuring Stochastic Volatility of Stock Returns: Using GARCH-Based Dynamic Conditional Correlation Model

Fahim Afzal, Pan Haiying, Farman Afzal [...]

Sage Open

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Research article

First published 2024-7

Does Commodity Derivatives Function Effectively? A lengthy Discussion

Bhabani Sankar Rout, Nupur Moni Das, K. Chandrasekhara Rao

IIM Kozhikode Society & Management Review

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Research article

First published 2025

Investigating Volatility Dynamics of Stock Market Indices via GARCH Models

Vatis Christian Kemezang, Zacharie Nkengwou Deutou, Prince Hikouatcha [...]

Global Business Review

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Research article

First published 2004-04

Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996

Donald W. Jones, Paul N. Leiby, Inja K. Paik

The Energy Journal

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