Regime-switching market risk evidence from the Philippines

Regime-switching market risk evidence from the Philippines

Bibliographic Details
Main Author: Yu, Joel C.
Other Authors: Goyeau, Daniel, Bautista, Carlos C.
Format: Book
Language:English
Published: Quezon City College of Business Administration, University of the Philippines c2007.
Series:UPCBA discussion paper : no.07-04
Subjects:
Capital market.
Risk management.