[1]
Trejo-Becerril, B. et al. 2025. Market Risk Assessment: A Comparison between CAPM and VaR Methodologies with High Volatility Episodes in the Mexican Stock Market. International Journal of Economics and Financial Issues. 15, 6 (Oct. 2025), 709–726. DOI:https://doi.org/10.32479/ijefi.21151.