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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of economic surveys"
~language:"eng"
~person:"Gambacorta, Leonardo"
~person:"Lin, Jyh-horng"
~person:"McAleer, Michael"
~subject:"Basel Accord"
~type_genre:"Article in journal"
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Gambacorta, Leonardo
Lin, Jyh-horng
McAleer, Michael
Allen, David E.
1
Araujo, Andrés
1
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1
Chang, Chuen-Ping
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Applied economics letters
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ECONIS (ZBW)
5
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1
A simple model of financial grey rhino under insurer capital regulation : an extension
Lin, Jyh-horng
;
Chang, Chuen-Ping
;
Chen, Shi
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1872-1876
Persistent link: https://www.econbiz.de/10012697698
Saved in:
2
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, R. J.
; …
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10011414540
Saved in:
3
The effects of countercyclical capital buffers on bank lending
Drehmann, Mathias
;
Gambacorta, Leonardo
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 603-608
Persistent link: https://www.econbiz.de/10009630599
Saved in:
4
The ten commandments for managing value at risk under the Basel II Accord
Jiménez-Martín, Juan-Ángel
;
McAleer, Michael
;
Pérez …
- In:
Journal of economic surveys
23
(
2009
)
5
,
pp. 850-855
Persistent link: https://www.econbiz.de/10003906435
Saved in:
5
The ten commandments for optimizing value-at-risk and daily capital charges
McAleer, Michael
- In:
Journal of economic surveys
23
(
2009
)
5
,
pp. 831-849
Persistent link: https://www.econbiz.de/10003906434
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