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~person:"Pérez Amaral, Teodosio"
~subject:"Bank regulation"
~subject:"Risikomaß"
~subject:"World"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
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Search: subject_exact:"Basel-III-Abkommen"
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6
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Pérez Amaral, Teodosio
McAleer, Michael
9
Schulte-Mattler, Hermann
9
Boos, Karl-Heinz
7
Hasan, Iftekhar
7
Milne, Alistair
7
Wang, Ruodu
7
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6
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6
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6
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6
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5
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5
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5
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5
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5
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5
Wall, Larry D.
5
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4
Acharya, Viral V.
4
Ashraf, Badar Nadeem
4
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4
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4
Ly, Kim Cuong
4
Moosa, Imad A.
4
Saunders, Anthony
4
Sironi, Andrea
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4
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Journal of economic surveys
1
Managerial finance
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
2
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
3
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
4
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
Saved in:
5
Risk management of risk under the Basel Accord : forecasting value-at-risk of VIX futures
Chang, Chia-Lin
;
Jiménez-Martin, Juan-Ángel
;
McAleer, …
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1088-1106
Persistent link: https://www.econbiz.de/10009388872
Saved in:
6
A decision rule to minimize daily capital charges in forecasting value-at-risk
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 617-634
Persistent link: https://www.econbiz.de/10008935446
Saved in:
7
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:
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