The Procyclicality of Basel III Leverage : Elasticity-Based Indicators and the Kalman Filter
Year of publication: |
2014
|
---|---|
Authors: | Calmès, Christian Pierre Alain |
Other Persons: | Théoret, Raymond (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Basler Akkord | Basel Accord | Konjunktur | Business cycle | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (46 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 27, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2398434 [DOI] |
Classification: | C32 - Time-Series Models ; G20 - Financial Institutions and Services. General ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
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