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~person:"Jiménez-Martín, Juan-Ángel"
~subject:"Unternehmenswert"
~subject:"World"
~subject:"daily capital charges"
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Unternehmenswert
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daily capital charges
Basel Accord
27
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23
Risikomaß
23
Risk measure
22
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Basel II Accord
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global financial crisis
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global financial crisis (GFC)
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Jiménez-Martín, Juan-Ángel
McAleer, Michael
68
Stulz, René M.
57
Fahlenbrach, Rüdiger
23
Wang, Zhi
22
Morck, Randall
19
Pérez-Amaral, Teodosio
19
Ruta, Michele
19
Chor, Davin
18
Giuliano, Paola
18
Jiraporn, Pornsit
18
Johnson, Robert C.
18
Laeven, Luc
18
McGrattan, Ellen R.
18
Prescott, Edward C.
18
Antràs, Pol
17
Cohen, Alma
17
Hall, Bronwyn H.
17
Schmid, Markus M.
17
Stehrer, Robert
17
Bebchuk, Lucian A.
16
Gereffi, Gary
16
Pérez Amaral, Teodosio
15
Huizinga, Harry
14
Wagner, Alexander F.
14
Chang, Chia-Lin
13
Pesaran, M. Hashem
13
Pombo, Carlos
13
Swinnen, Johan F. M.
13
Yashiv, Eran
13
Alfaro, Laura
12
Burmann, Christoph
12
Chan, Kam C.
12
Drobetz, Wolfgang
12
Edmans, Alex
12
Hasan, Iftekhar
12
Oriani, Raffaele
12
Wei, Shang-jin
12
Alesina, Alberto
11
Cremers, Martijn
11
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Department of Economics and Finance, College of Business and Economics
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Institute of Economic Research, Kyoto University
6
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ECONIS (ZBW)
13
RePEc
13
EconStor
1
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1
GFC-robust risk management under the Basel accord using extreme
value
methodologies
Jiménez-Martín, Juan-Ángel
;
McAleer, Michael
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009765824
Saved in:
2
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009724104
Saved in:
3
Has the Basel Accord improved risk management during the Global Financial Crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
-
Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666
Saved in:
4
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
Persistent link: https://www.econbiz.de/10010360674
Saved in:
5
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009711737
Saved in:
6
GFC-robust risk management under the Basel accord using extreme
value
methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009619356
Saved in:
7
GFC-robust risk management under the Basel Accord using extreme
value
methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
8
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
selecting a
Value
-at-Risk (VaR) forecast that combines the forecasts of different VaR models, was proposed in McAleer et al …
Persistent link: https://www.econbiz.de/10008936147
Saved in:
9
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
10
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
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