Tactical Risk Analysis in Emerging Markets in the Wake of the 2007-2009 Credit Crunch
6 Pages Posted: 18 May 2021
Date Written: May 16, 2021
The attempt of this paper is to fill a gap in contemporary risk management literature and especially from the perspective of emerging markets in light of the aftermaths of the most recent sub-prime global financial crisis. This paper develops a rigorous approach for the assessment of risk exposure under extreme conditions.
Keywords: Emerging Markets, Financial Engineering, Financial Risk Management, GARCH-M Model, Liquidity Risk, Optimization, Portfolio Management, Sub-prime Crisis, Value-at-Risk
JEL Classification: C10, C13, G20, and G28
Suggested Citation: Suggested Citation