//--> //--> //--> //-->
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
~person:"McAleer, Michael"
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
Bank Branch Proximity, Financi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Basel Accord
38
Volatility
37
Volatilität
37
asymmetry
36
Value-at-Risk (VaR)
33
daily capital charges
33
optimizing strategy
32
violation penalties
31
ARCH-Modell
26
Basler Akkord
26
Risikomaß
26
ARCH model
25
leverage
25
Risk measure
22
global financial crisis
21
existence
20
BEKK
18
Tourism
18
Basel II Accord
17
Leverage
17
invertibility
17
Risk management
16
Theorie
16
Theory
16
asymptotic properties
16
Schätzung
15
Stochastic process
15
Stochastischer Prozess
15
aggressive risk management
15
conservative risk management
15
risk forecasts
15
Estimation
14
Portfolio-Management
14
VIX futures
14
volatility spillovers
14
Finanzkrise
13
Spillover-Effekt
13
robust forecasts
13
Börsenkurs
12
Capital market returns
12
more ...
less ...
Online availability
All
Free
210
Undetermined
13
Type of publication
All
Book / Working Paper
227
Article
27
Type of publication (narrower categories)
All
Working Paper
71
Arbeitspapier
40
Graue Literatur
40
Non-commercial literature
40
Article in journal
11
Aufsatz in Zeitschrift
11
Article
7
more ...
less ...
Language
All
English
138
Undetermined
116
Author
All
McAleer, Michael
Ongena, Steven
474
Hasan, Iftekhar
435
Acharya, Viral V.
365
Berger, Allen N.
354
Buch, Claudia M.
289
Weill, Laurent
260
Peydró, José-Luis
249
Koetter, Michael
244
Beck, Thorsten
218
Degryse, Hans
215
Laeven, Luc
196
Gambacorta, Leonardo
195
Molyneux, Philip
191
Levine, Ross
179
Stulz, René M.
179
Carletti, Elena
171
Fecht, Falko
164
Agarwal, Sumit
162
Tarazi, Amine
158
Saunders, Anthony
155
Allen, Franklin
153
Santos, João A. C.
152
Thakor, Anjan V.
151
Hainz, Christa
150
Hassan, M. Kabir
149
Memmel, Christoph
148
Schäfer, Dorothea
146
Shin, Hyun Song
146
Neuberger, Doris
144
Cumming, Douglas J.
143
Goldberg, Linda S.
141
Demirgüç-Kunt, Asli
135
Gropp, Reint
135
Calomiris, Charles W.
131
Claessens, Stijn
128
Huizinga, Harry
128
Mester, Loretta J.
124
Ozili, Peterson K
121
Strahan, Philip E.
121
more ...
less ...
Institution
All
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
32
Department of Economics and Finance, College of Business and Economics
27
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
27
Institute of Economic Research, Kyoto University
20
Tinbergen Instituut
20
Tinbergen Institute
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
33
Documentos de Trabajo del ICAE
32
Tinbergen Institute Discussion Paper
31
Econometric Institute Research Papers
27
Working Papers in Economics
27
Tinbergen Institute Discussion Papers
21
KIER Working Papers
20
The North American Journal of Economics and Finance
5
Econometric Institute research papers
4
Journal of Risk and Financial Management
4
Journal of risk and financial management : JRFM
4
Mathematics and Computers in Simulation (MATCOM)
3
Working paper
3
Econometrics
2
Econometrics : open access journal
2
Risks : open access journal
2
Annals of financial economics
1
Applied economics letters
1
International Review of Economics & Finance
1
MPRA Paper
1
Managerial finance
1
Risks
1
Tinbergen Institute Discussion Paper 17082/III (2017)
1
Tinbergen Institute Discussion Paper 2018-047/III
1
Tinbergen Institute Discussion Paper 2018-048/III
1
USC-INET Research Paper
1
more ...
less ...
Source
All
RePEc
137
ECONIS (ZBW)
79
EconStor
38
Showing
1
-
10
of
254
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
circumstances. The model, which measures additional
bank
capital required to compensate for fluctuating credit risk, is a novel …
Persistent link: https://www.econbiz.de/10010224793
Saved in:
2
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
; …
-
2009
The Basel II Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models to measure Value-at-Risk (VaR). The risk estimates of...
Persistent link: https://www.econbiz.de/10010326056
Saved in:
3
Risk Management of Risk Under the Basel Accord : Forecasting Value-at-Risk of VIX Futures
Chang, Chia-Lin
-
2011
The Basel II Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models to measure Value-at-Risk (VaR). The risk estimates of...
Persistent link: https://www.econbiz.de/10013129947
Saved in:
4
Has the Basel II Accord encouraged risk management dur the 2008-09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
Persistent link: https://www.econbiz.de/10003851225
Saved in:
5
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010354388
Saved in:
6
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, R. J.
; …
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10011414540
Saved in:
7
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010211227
Saved in:
8
Estimating Implied Recovery Rates from the Term Structure of CDS Spreads
Jaskowski, Marcin
;
McAleer, Michael
-
2013
Credit risk models should reflect the observation that the relevant value of collateral is generally not the average value of the asset over all possible states of nature. In most cases, the relevant value of collateral for the lender is its secondary market value in bad states of nature, where...
Persistent link: https://www.econbiz.de/10010326422
Saved in:
9
Estimating implied recovery rates from the term structure of CDS spreads
Jaskowski, Marcin
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724144
Saved in:
10
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
Caporin, Massimiliano
-
2009
Large and very large portfolios of financial assets are routine for many individuals and organizations. The two most widely used models of conditional covariances and correlations are BEKK and DCC. BEKK suffers from the archetypal quot;curse of dimensionalityquot; whereas DCC does not. This is a...
Persistent link: https://www.econbiz.de/10012719393
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->