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GFC-robust risk management strategies under the basel accord
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2010
Persistent link: https://www.econbiz.de/10008664042
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GFC-robust risk management strategies under the Basel Accord
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008695591
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Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003987343
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GFC-robust risk management under the Basel accord using extreme value methodologies
Jiménez-Martín, Juan-Ángel; McAleer, Michael; Pérez … - 2013
Persistent link: https://www.econbiz.de/10009765824
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Financial dependence analysis : applications of vine copulae
Allen, David E.; Ashraf, Mohammad A.; McAleer, Michael; … - 2013
Persistent link: https://www.econbiz.de/10009724821
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GFC-robust risk management under the Basel accord using extreme value methodologies
Santos, Paulo Araújo; Jiménez-Martín, Juan-Ángel; … - 2011
Persistent link: https://www.econbiz.de/10009619356
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Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2013
Persistent link: https://www.econbiz.de/10009711737
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GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo; Jiménez-Martín, Juan-Ángel; … - 2011
Persistent link: https://www.econbiz.de/10009413652
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Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2013
Persistent link: https://www.econbiz.de/10009724104
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Has the Basel Accord improved risk management during the Global Financial Crisis?
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2012 - Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666