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~language:"eng"
~person:"Engle, Robert F."
~subject:"Bank risk"
~subject:"Estimation"
~subject:"Regulation"
~type_genre:"Conference paper"
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Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
- In:
Journal of monetary economics
65
(
2014
),
pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
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