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~person:"McAleer, Michael"
~subject:"2008-2009"
~subject:"ARCH model"
~type_genre:"Working Paper"
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Search: subject_exact:"Neuer Basler Akkord"
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McAleer, Michael
Pérez Amaral, Teodosio
9
Jiménez-Martín, Juan-Ángel
7
Chang, Chia-Lin
3
Maasoumi, Esfandiar
3
Fricke, Jens
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Jimenez-Martin, Juan-Angel
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Pauly, Ralf
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Chan, Felix
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Drenovak, Mikica
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Jelic, Ranko
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ECONIS (ZBW)
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Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
2
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
3
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:
4
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:
5
GFC-robust risk management strategies under the basel accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
Persistent link: https://www.econbiz.de/10008664042
Saved in:
6
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
7
Has the Basel II Accord encouraged risk management dur the 2008-09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
Persistent link: https://www.econbiz.de/10003851225
Saved in:
8
What happened to risk management during the 2008 - 09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
Persistent link: https://www.econbiz.de/10003877129
Saved in:
9
It pays to violate : how effective are the Basel accord penalties?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910300
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