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Information asymmetry and bank regulation: Can the spread of debt contracts be explained by recovery rates?
Liu, Wenchien; Miu, Peter; Chang, Yuanchen; Ozdemir, Bogie - In: Journal of financial intermediation 21 (2012) 1, pp. 123-151
Persistent link: https://www.econbiz.de/10009819831
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Can Basel III work? : examining the new capital stability rules by the Basel Committee ; a theoretical and empirical study of capital buffers
Miu, Peter; Ozdemir, Bogie; Giesinger, Michael - In: Journal / The Capco Institute : journal of financial … 29 (2010), pp. 31-42
Persistent link: https://www.econbiz.de/10009895936
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Stress-testing probability of default and migration rate with respect to Basel II requirements
Miu, Peter; Ozdemir, Bogie - In: The journal of risk model validation 3 (2009/10) 4, pp. 3-38
Persistent link: https://www.econbiz.de/10009911485
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Value optimisation in a regulatory constrained regime : a new look at risk vs return optimisation
Miu, Peter; Ozdemir, Bogie; Giesinger, Michael - In: Journal of risk management in financial institutions 5 (2011/12) 1, pp. 10-35
Persistent link: https://www.econbiz.de/10009883710
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Canadian stock market multiples and their predictive content
Deaves, Richard; Miu, Peter; Barry White, C. - In: International review of economics & finance : IREF 17 (2008) 3, pp. 457-466
Persistent link: https://www.econbiz.de/10008057858
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Recent developments in exchange-traded fund literature: Pricing efficiency, tracking ability, and effects on underlying securities
Charupat, Narat; Miu, Peter - In: Managerial finance 39 (2013) 5, pp. 427-443
Persistent link: https://www.econbiz.de/10010122173
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THE PRICING EFFICIENCY OF LEVERAGED EXCHANGE‐TRADED FUNDS: EVIDENCE FROM THE U.S. MARKETS
Charupat, Narat; Miu, Peter - In: The journal of financial research : a publ. of the … 36 (2013) 2, pp. 253-278
Persistent link: https://www.econbiz.de/10010135795
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Emotional balance and probability weighting
Charupat, Narat; Deaves, Richard; Derouin, Travis; … - In: Theory and decision : an international journal for … 75 (2013) 1, pp. 17-41
Persistent link: https://www.econbiz.de/10010142899
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Currency Instability: Regime Switching versus Volatility Clustering
Sherman Cheung, C; Miu, Peter - In: Quarterly journal of finance & accounting : QJFA 48 (2009) 1, pp. 67-83
Persistent link: https://www.econbiz.de/10008429853