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Found 1 essay matching the above criteria.

1. 1. Modeling Value-at-Risk(VaR) in a Small Sized Emerging Financial Market: Evidence from Botswana

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Ikanyeng Segonetso; Nayram Kodjo Mensah; [2014]
   Keywords : VaR; EVT; POT; Sub Saharan Africa; policy makers; Business and Economics;

   Abstract : Aim of the study: The objective of this study is to model VaR in a small sized rapidly developing financial market in Sub-Saharan Africa which has not only served as a haven for a number of foreign investors, but also has provided the best inflation adjusted returns. This market is of profound interest given that it has received limited attention from policy analysts and previous studies. READ MORE