Market crises and Basel capital requirements : could Basel III have been different? ; evidence from Portugal, Ireland, Greece and Spain (PIGS)
Adrián F. Rossignolo; Meryem Duygun Fethi; Mohamed Shaban
| Year of publication: |
2013
|
|---|---|
| Authors: | Rossignolo, Adrián F. ; Fethı, Meryem Duygun ; Shaban, Mohamed |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 5, p. 1323-1339
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| Subject: | Value-at-risk | Extreme value theory | PIGS | Basel III | Internal models approach | Standardized approach | Spanien | Spain | Basler Akkord | Basel Accord | Griechenland | Greece | Portugal | Risikomaß | Risk measure | Irland | Ireland | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009729116