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~subject:"Basler Akkord"
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Basler Akkord
Basel Accord
4
Risikomaß
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Risk measure
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Basel III
3
Financial crisis
3
Finanzkrise
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Aktienmarkt
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Capital Requirements
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Emerging and Frontier markets
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Emerging economies
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Extreme Value Theory
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PIGS
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Risikomanagement
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Risk management
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Stock market
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Value-at-Risk
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Value-at-risk
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extreme value theory
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ARCH model
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Ausreißer
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Basel 35
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Greece
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Irland
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English
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Rossignolo, Adrian F.
3
Fethı, Meryem Duygun
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Shaban, Mohamed
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Rossignolo, Adrián F.
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Financial services : efficiency and risk management
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International journal of banking, accounting and finance : IJBAAF
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Journal of banking & finance
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Journal of financial stability
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ECONIS (ZBW)
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1
Basel 3.5 vs. Basel III : a radical overhaul of the capital requirements pillar : the case of commodity exposures
Rossignolo, Adrian F.
- In:
International journal of banking, accounting and …
11
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012167910
Saved in:
2
Market crises and Basel capital requirements : could Basel III have been different? ; evidence from Portugal, Ireland, Greece and Spain (PIGS)
Rossignolo, Adrián F.
;
Fethı, Meryem Duygun
;
Shaban, …
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1323-1339
Persistent link: https://www.econbiz.de/10009729116
Saved in:
3
Value-at-Risk models and Basel capital charges : evidence from emerging and frontier stock markets
Rossignolo, Adrian F.
;
Fethı, Meryem Duygun
;
Shaban, …
- In:
Journal of financial stability
8
(
2012
)
4
,
pp. 303-319
Persistent link: https://www.econbiz.de/10009655576
Saved in:
4
Market crashes and Basel regulations : the case of developed, emerging and frontier stock markets
Rossignolo, Adrian F.
- In:
Financial services : efficiency and risk management
,
(pp. 139-162)
.
2012
Persistent link: https://www.econbiz.de/10009583664
Saved in:
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