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~institution:"Institute of Economic Research, Kyoto University"
~person:"Fabling, Richard"
~person:"Jimenez-Martin, Juan-Angel"
~person:"Park, Cyn-Young"
~person:"Wray, L. Randall"
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Basel Accord
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Value-at-Risk (VaR)
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aggressive or conservative risk management strategies
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daily capital charges
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global financial crisis
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Fabling, Richard
Jimenez-Martin, Juan-Angel
Park, Cyn-Young
Wray, L. Randall
McAleer, Michael
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Jiménez-Martín, Juan-Ángel
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Pérez-Amaral, Teodosio
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Allen, David E
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Institute of Economic Research, Kyoto University
Levy Economics Institute
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Motu: Economic & Public Policy Research
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Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna
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Has the Basel Accord Improved Risk Management During the
Global
Financial
Crisis
?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
; …
-
Institute of Economic Research, Kyoto University
-
2012
how different risk management strategies performed during the 2008- 09
global
financial
crisis
. These issues are …
Persistent link: https://www.econbiz.de/10010586228
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