Skewness of Returns, Capital Adequacy, and Mortgage Lending
Year of publication: |
2005
|
---|---|
Authors: | Dimou, Paraskevi ; Lawrence, Colin ; Milne, Alistair |
Published in: |
Journal of Financial Services Research. - Springer, ISSN 0920-8550. - Vol. 28.2005, 1, p. 135-161
|
Publisher: |
Springer |
Subject: | Basel accord | IRB | credit risk | cost of regulatory capital | skewness of returns | capital adequacy | mortgage markets |
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