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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Acharya, Viral V."
~subject:"Bankrisiko"
~subject:"EU-Staaten"
~subject:"Estimation theory"
~subject:"Experiment"
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Acharya, Viral V.
RodrÃguez-Pose, Andrés
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ECONIS (ZBW)
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1
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2014
Persistent link: https://www.econbiz.de/10010341259
Saved in:
2
The "greatest" carry trade ever? : understanding Eurozone bank risk
Acharya, Viral V.
;
Steffen, Sascha
-
2013
Persistent link: https://www.econbiz.de/10009745644
Saved in:
3
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009745648
Saved in:
4
Too many to fail : an analysis of time inconsistency in bank closure policies
Acharya, Viral V.
;
Yorulmazer, Tanju
-
2004
Persistent link: https://www.econbiz.de/10002524575
Saved in:
5
Information contagion and inter-bank correlation in a theory of systemic risk
Acharya, Viral V.
;
Yorulmazer, Tanju
-
2003
Persistent link: https://www.econbiz.de/10001740591
Saved in:
6
The effects of focus and diversification on bank risk and return : evidence from individual bank loan portfolios
Acharya, Viral V.
-
2002
Persistent link: https://www.econbiz.de/10013423879
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