Chang, Chia-Lin; Allen, David; McAleer, Michael - Department of Economics and Finance, College of … - 2013
regulation in an economy under credit risk and liquidity shock, separating informa-tion maximum likelihood estimation of the … management, whether the Basel Accord has improved risk management during the global financial crisis, the role of banking … using quantile regression, nonlinear dynamics and recurrence plots for detecting financial crisis, how news sentiment …