“Comparing riskiness of exchange rate volatility using the Value at Risk and
Expected Shortfall methods”
AUTHORS
Thabani Ndlovu
Delson Chikobvu
ARTICLE INFO
Thabani Ndlovu and Delson Chikobvu (2022). Comparing riskiness of exchange
rate volatility using the Value at Risk and Expected Shortfall methods. Investment
Management and Financial Innovations, 19(2), 360-371.
doi:10.21511/imfi.19(2).2022.31
DOI http://dx.doi.org/10.21511/imfi.19(2).2022.31
RELEASED ON Monday, 04 July 2022
RECEIVED ON Monday, 30 May 2022
ACCEPTED ON Friday, 01 July 2022
LICENSE
This work is licensed under a Creative Commons Attribution 4.0 International
License
JOURNAL "Investment Management and Financial Innovations"
ISSN PRINT 1810-4967
ISSN ONLINE 1812-9358
PUBLISHER LLC “Consulting Publishing Company “Business Perspectives”
FOUNDER LLC “Consulting Publishing Company “Business Perspectives”
NUMBER OF REFERENCES
21
NUMBER OF FIGURES
4
NUMBER OF TABLES
7
© The author(s) 2022. This publication is an open access article.
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