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subject:"Banking supervision"
subject:"Basel Accord"
~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~subject:"ARCH model"
~type_genre:"Amtsdruckschrift"
~type_genre:"Working Paper"
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Banking supervision
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The manipulation of Basel risk-weights : evidence from 2007 - 10
Mariathasan, Mike
;
Merrouche, Ouarda
-
2012
Persistent link: https://www.econbiz.de/10009657408
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Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003818564
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