//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Basel Committee on Banking Supervision"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~subject:"Basel Accord"
~subject:"exchange rates"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Basel Accord
exchange rates
Risikomanagement
51
Risk management
45
Welt
20
World
20
Bankenaufsicht
17
Banking supervision
17
Basler Akkord
15
Bank risk
14
Bankrisiko
14
risk management
12
GARCH
11
Bank liquidity
10
Bankenliquidität
10
Kreditrisiko
9
Credit risk
7
Interest rate risk
6
Risikomaß
6
Risk measure
6
Zinsrisiko
6
value-at-risk
6
Bank
4
Bankgeschäft
4
Banking services
4
Bankwirtschaft
4
EGARCH
4
Economics of banking
4
Electronic Banking
4
Electronic banking
4
GJR
4
Theorie
4
Theory
4
Bank management
3
Bankmanagement
3
Fair value accounting
3
Fair-Value-Bilanzierung
3
HAR
3
Operational risk
3
Operationelles Risiko
3
more ...
less ...
Online availability
All
Free
19
Type of publication
All
Book / Working Paper
19
Type of publication (narrower categories)
All
Graue Literatur
14
Non-commercial literature
14
Arbeitspapier
2
Working Paper
2
Glossar enthalten
1
Glossary included
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
15
Undetermined
4
Author
All
Chang, C-L.
3
McAleer, M.J.
3
Baritsch, Vincent
1
Bennett, Rosalind L.
1
Birn, Martin
1
Blochwitz, Stefan
1
Bos, C.S.
1
Dijk, H.K. van
1
Duellmann, Klaus
1
Liebig, Thilo
1
Mahieu, R.J.
1
more ...
less ...
Institution
All
Basel Committee on Banking Supervision
Erasmus University Rotterdam, Econometric Institute
International Monetary Fund (IMF)
11
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
7
Oesterreichische Nationalbank
5
Department of Economics and Finance, College of Business and Economics
4
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
4
Institute of Economic Research, Kyoto University
4
International Monetary Fund
4
National Bureau of Economic Research
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
The Wharton Financial Institutions Center
3
Tinbergen Instituut
3
Österreich / Finanzmarktaufsicht (FMA)
3
Bank-Verlag GmbH
2
Deutscher Genossenschafts-Verlag eG
2
Finanz Colloquium Heidelberg
2
Global Association of Risk Professionals
2
IGI Global
2
International Association for the Study of Insurance Economics
2
Oesterreichische Nationalbank / Abteilung für Finanzmarktanalyse
2
SUERF - The European Money and Finance Forum
2
Springer Fachmedien Wiesbaden
2
Tilburg University, Center for Economic Research
2
Tinbergen Institute
2
Banco Central do Brasil
1
Bank für Internationalen Zahlungsausgleich
1
Bank of England / Prudential Regulation Authority
1
Berufsakademie Sachsen - Staatliche Studienakademie Glauchau
1
Books on Demand GmbH <Norderstedt>
1
Bundesverband der Deutschen Volksbanken und Raiffeisenbanken
1
CESifo
1
Center for Applied Economics and Policy Research (CAEPR), Department of Economics
1
Center for Economic Research <Tilburg>
1
Central Bank of Ireland
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Centre for Analysis of Risk and Regulation <London>
1
Conference Current Directions in Financial Regulation <2004, Toronto>
1
Department of Economics, City University
1
more ...
less ...
Published in...
All
Econometric Institute Report
4
Consultative document
3
Working paper / Basel Committee on Banking Supervision
2
Source
All
ECONIS (ZBW)
15
RePEc
4
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Studies on credit risk concentration : an overview of the issues and a synopsis of the results from the Research Task Force project
Duellmann, Klaus
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003424668
Saved in:
2
International framework for liquidity risk measurement, standards and monitoring : consultative document
2009
-
Dec. 2009
Persistent link: https://www.econbiz.de/10008653493
Saved in:
3
Analysis of the trading book quantitative impact study
2009
Persistent link: https://www.econbiz.de/10008653495
Saved in:
4
Daily exchange rate behaviour and hedging of currency risk
Bos, C.S.
;
Mahieu, R.J.
;
Dijk, H.K. van
-
Erasmus University Rotterdam, Econometric Institute
-
1999
Carlo methods. The effects of several model characteristics (unit roots,
GARCH
, stochastic volatility, heavy tailed …
Persistent link: https://www.econbiz.de/10008584714
Saved in:
5
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
Chang, C-L.
;
McAleer, M.J.
-
Erasmus University Rotterdam, Econometric Institute
-
2009
the
GARCH
(1,1), GJR(1,1) and EGARCH(1,1) models for Korean tourist arrivals to Taiwan and the Korean Won / New Taiwan …
Persistent link: https://www.econbiz.de/10008570643
Saved in:
6
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, C-L.
;
McAleer, M.J.
-
Erasmus University Rotterdam, Econometric Institute
-
2009
the
GARCH
(1,1), GJR(1,1) and EGARCH(1,1) models for Korean tourist arrivals to Taiwan and the Korean Won / New Taiwan …
Persistent link: https://www.econbiz.de/10008584711
Saved in:
7
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Chang, C-L.
;
McAleer, M.J.
-
Erasmus University Rotterdam, Econometric Institute
-
2010
conditional mean specifications. The QMLE for the
GARCH
(1,1), GJR(1,1) and EGARCH(1,1) models for world, US and Japanese tourist …
Persistent link: https://www.econbiz.de/10008584742
Saved in:
8
Observed range of practice in key elements of advanced measurement approaches (AMA)
2009
-
July 2009
Persistent link: https://www.econbiz.de/10003902856
Saved in:
9
Observed range of practice in key elements of advanced measurement approaches (AMA)
2006
Persistent link: https://www.econbiz.de/10003385490
Saved in:
10
Operational risk : supervisory guidelines for the advanced measurement approaches
2011
-
June 2011
Persistent link: https://www.econbiz.de/10009232484
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->