How Informative Are Value-at-Risk Disclosures?
- 1 October 2002
- journal article
- Published by American Accounting Association in The Accounting Review
- Vol. 77 (4), 911-931
- https://doi.org/10.2308/accr.2002.77.4.911
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- The Effect of Mandated Market Risk Disclosures on Trading Volume Sensitivity to Interest Rate, Exchange Rate, and Commodity Price MovementsThe Accounting Review, 2002
- Testing and comparing Value-at-Risk measuresJournal of Empirical Finance, 2001
- How Accurate are Value-at-Risk Models at Commercial BanksSSRN Electronic Journal, 2001
- Value at RiskCFA Magazine, 2000
- The Association between SFAS No. 119 Derivatives Disclosures and the Foreign Exchange Risk Exposure of Manufacturing FirmsJournal of Accounting Research, 2000
- Early Evidence on the Informativeness of the SEC's Market Risk Disclosures: The Case of Commodity Price Risk Exposure of Oil and Gas ProducersThe Accounting Review, 1999
- Using value-at-risk to control risk taking: how wrong can you be?Journal of Risk, 1998
- Value at RiskThe Journal of Derivatives, 1997
- Value-relevance of banks' derivatives disclosuresJournal of Accounting and Economics, 1996
- Risk, Return, and Equilibrium: Empirical TestsJournal of Political Economy, 1973