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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
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A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector
Reboredo, Juan Carlos; Ugolini, Andrea - In: The North American journal of economics and finance : a … 32 (2015), pp. 98-123
Persistent link: https://www.econbiz.de/10011514449
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Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network
Zhang, Weiping; Zhuang, Xintian; Wang, Jiang; Lu, Yang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012664822
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Interest rate risk propagation : evidence from the credit crunch
Yang, Hsin-Feng; Liu, Chih-Liang; Chou, Ray Yeutien - In: The North American journal of economics and finance : a … 28 (2014), pp. 242-264
Persistent link: https://www.econbiz.de/10010461946
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The role of banking regulation in an economy under credit risk and liquidity shock
Silva, Marcos Soares da; Divino, José Angelo - In: The North American journal of economics and finance : a … 26 (2013), pp. 266-281
Persistent link: https://www.econbiz.de/10010365767
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Impact of Basel III liquidity regulations on US Bank performance in different conditional profitability spectrums
Veeramoothoo, Sathiavanee; Hammoudeh, Shawkat - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10014225807
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Policy interest rate, loan portfolio management and bank liquidity
Giulioni, Gianfranco - In: The North American journal of economics and finance : a … 31 (2015), pp. 52-74
Persistent link: https://www.econbiz.de/10011511050
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Inadequacy of nation-based and VaR-based safety nets in the European Union
Kane, Edward J. - In: The North American journal of economics and finance : a … 17 (2006) 3, pp. 375-387
Persistent link: https://www.econbiz.de/10003395918
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Effect of banking and macroeconomic variables on systemic risk : an application of CoVaR for an emerging economy
Mendonça, Helder Ferreira de; Silva, Rafael Bernardo da - In: The North American journal of economics and finance : a … 43 (2018), pp. 141-157
Persistent link: https://www.econbiz.de/10012036273
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Measuring systemic risk of the US banking sector in time-frequency domain
Teply, Petr; Kvapilikova, Ivana - In: The North American journal of economics and finance : a … 42 (2017), pp. 461-472
Persistent link: https://www.econbiz.de/10011938177