https://hal-hec.archives-ouvertes.fr/hal-00496102
Contributor : Antoine Haldemann <>
Submitted on : Tuesday, June 29, 2010 - 3:33:52 PM Last modification on : Thursday, January 11, 2018 - 6:19:31 AM
Christophe Perignon, D. Smith. The Level and Quality of Value-at-Risk Disclosure by Commercial Banks. 6th Paris Finance International Meeting, AFFI, Dec 2009, Paris, France. ⟨hal-00496102⟩