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  1. 1. An Expected Loss Analysis of the ISEQ 20 Stock Index

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Byron Fry; [2010]
    Nyckelord :Index; Expected Loss; Value at Risk; VaR; Ireland; ISEQ 20; volatility; Business and Economics;

    Sammanfattning : Ireland is considered to have been one of the worst affected economies during the latest financial crisis. As a result, there is continuing uncertainty as to the potential losses that one could incur on Ireland’s ISEQ 20 stock index. LÄS MER