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Risk management of risk under the Basel Accord : a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto; Chang, Chia-Lin; Jiménez-Martín, … - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009413659
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Risk management of risk under the Basel Accord : forecasting value-at-risk of VIX futures
Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; … - 2011
Persistent link: https://www.econbiz.de/10009012209
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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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Risk modeling and management : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael; … - 2013
Persistent link: https://www.econbiz.de/10009771092
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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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A capital adequacy buffer model
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2013
Persistent link: https://www.econbiz.de/10010211227
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International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009012232
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The implementation and rationale of the ECB's new inflation target
Benigno, Pierpaolo; Canofari, Paolo; Di Bartolomeo, Giovanni - 2021
Persistent link: https://www.econbiz.de/10013169512
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The ECB's measures in support of the COVID-19 crisis
Benigno, Pierpaolo; Canofari, Paolo; Di Bartolomeo, Giovanni - 2021
Persistent link: https://www.econbiz.de/10013169541