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The Ten Commandments for managing value at risk under the Basel II accord
Jiménez-Martín, Juan-Ángel; McAleer, Michael; Pérez … - In: Issues in finance : credit, crises and policies, (pp. 59-64). 2010
Persistent link: https://www.econbiz.de/10009010317
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The Ten Commandments for optimizing value-at-risk and daily capital charges
McAleer, Michael - In: Issues in finance : credit, crises and policies, (pp. 39-57). 2010
Persistent link: https://www.econbiz.de/10009010318
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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
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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
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Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - In: The North American journal of economics and finance : a … 26 (2013), pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
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Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat; McAleer, Michael - 2014
, asymmetric large-scale (I)GARCH with hetero-tails, the economic fundamentals and economic policy uncertainty of Mainland China …
Persistent link: https://www.econbiz.de/10010366930
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Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat; McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010410203
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GFC-Robust Risk Management Strategies under the Basel Accord
McAleer, Michael - 2010
A risk management strategy is proposed as being robust to the Global Financial Crisis (GFC) by selecting a Value-at-Risk (VaR) forecast that combines the forecasts of different VaR models. The robust forecast is based on the median of the point VaR forecasts of a set of conditional volatility...
Persistent link: https://www.econbiz.de/10013137384
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Flattening the curve in risk management of Covid-19 : do lockdowns work?
Allen, David E.; McAleer, Michael - In: Annals of financial economics 15 (2020) 4, pp. 1-26
Persistent link: https://www.econbiz.de/10012643015
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Predicting cases and deaths in Europe from Covid-19 tests and country populations
Allen, David E.; McAleer, Michael - In: Annals of financial economics 15 (2020) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10012643030