The impact of regulation on market risk
Paul A. Grout, Anna Zalewska
| Year of publication: |
2006
|
|---|---|
| Authors: | Grout, Paul A. ; Zalewska-Mitura, Anna |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 80.2006, 1, p. 149-184
|
| Subject: | CAPM | Regulierung | Regulation | Großbritannien | United Kingdom | USA | United States | Risikomaß | Risk measure | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| 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/10003304901