Skewness of returns, capital adequacy, and mortgage lending
Year of publication: |
2005
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Authors: | Dimou, Paraskevi ; Lawrence, Colin ; Milne, Alistair |
Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 28.2005, 1/2/3, p. 135-161
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Subject: | Hypothek | Mortgage | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | USA | United States | Risikomaß | Risk measure |
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