Measuring market risk in the light of Basel III : new evidence from frontier markets
A. Burchi, D. Martelli (Department of Economics, University of Perugia, Perugia, Italy)
Year of publication: |
[2016]
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Authors: | Burchi, A. ; Martelli, D. |
Published in: |
Handbook of frontier markets : evidence from Mittle East North Africa and International Comparative Studies. - Amsterdam : Academic Press, ISBN 978-0-12-803776-8. - 2016, p. 99-122
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Subject: | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Finanzmarktregulierung | Financial market regulation | VAR-Modell | VAR model | Schätzung | Estimation | Schwellenländer | Emerging economies | Welt | World | 1995-2015 |
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