How to cite this paper
Valahzaghard, M & Tizfahmfard, G. (2013). Measuring liquidity risk in Social Security using VaR technique.Management Science Letters , 3(2), 597-602.
Refrences
Bracke, T., & Fidora, M. (2012). The macro-financial factors behind the crisis: Global liquidity glut
or global savings glut?. The North American Journal of Economics and Finance, 23(2), 185-202.
Brana, S., Djigbenou, M.L., & Prat, S. (2012). Global excess liquidity and asset prices in emerging
countries: A PVAR approach. Emerging Markets Review, 13(3), 256-267.
Chadha, J.S., Corrado, L., & Sun, Q. (2010). Money and liquidity effects: Separating demand from
supply. Journal of Economic Dynamics and Control, 34(9), 1732-1747
H?rdle, W.K., Hautsch, N., & Mihoci, A. (2012). Modelling and forecasting liquidity supply using
semiparametric factor dynamics. Journal of Empirical Finance, 19(4), 610-625
Niu, B., Fan, Y., Xiao, H., & Xue, B. (2012). Bacterial foraging based approaches to portfolio
optimization with liquidity risk. Neurocomputing, 98(3), 90-100
Ourir, A., & Snoussi, W. (2012). Markets liquidity risk under extremal dependence: Analysis with
VaRs methods. Economic Modelling, 29(5), 1830-1836.
or global savings glut?. The North American Journal of Economics and Finance, 23(2), 185-202.
Brana, S., Djigbenou, M.L., & Prat, S. (2012). Global excess liquidity and asset prices in emerging
countries: A PVAR approach. Emerging Markets Review, 13(3), 256-267.
Chadha, J.S., Corrado, L., & Sun, Q. (2010). Money and liquidity effects: Separating demand from
supply. Journal of Economic Dynamics and Control, 34(9), 1732-1747
H?rdle, W.K., Hautsch, N., & Mihoci, A. (2012). Modelling and forecasting liquidity supply using
semiparametric factor dynamics. Journal of Empirical Finance, 19(4), 610-625
Niu, B., Fan, Y., Xiao, H., & Xue, B. (2012). Bacterial foraging based approaches to portfolio
optimization with liquidity risk. Neurocomputing, 98(3), 90-100
Ourir, A., & Snoussi, W. (2012). Markets liquidity risk under extremal dependence: Analysis with
VaRs methods. Economic Modelling, 29(5), 1830-1836.