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Stress testing for Asian stock markets - an application of extreme value theory
Wang, Shen; Liu, Mei-ying; Chung, Huimin; Wu, Soushan - In: Journal of emerging markets 6 (2001) 3, pp. 16-26
Persistent link: https://www.econbiz.de/10001710745
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The impact of risk-based capital regulation on a bank's portfolio and insolvency risk
Liu, Mei-ying - In: Research in finance 14 (1996), pp. 99-115
Persistent link: https://www.econbiz.de/10001213088
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Impact of price limits on Taiwan security returns
Chu, Po-young - In: Asia Pacific journal of management : APJM ; a … 7 (1990), pp. 141-152
Persistent link: https://www.econbiz.de/10001111223
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The impact of risk-based capital regulation on a bank's portfolio and insolvency risk
Liu, Mei-ying; Kuo, Chau-jung; Wu, Soushan - In: Research in finance 14 (1996), pp. 99-115
Persistent link: https://www.econbiz.de/10009943444