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Value-at-risk for country risk ratings
McAleer, Michael; Da Veiga, Bernardo; Hoti, Suhejla - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008689072
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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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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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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