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Basel II versus III: a comparative assessment of minimum capital requirements for internal model approaches

Kinateder, Harald - In: Journal of risk 18 (2015/2016) 3, pp. 25-45

Persistent link: https://www.econbiz.de/10011439046

Basel II versus III : A Comparative Assessment of Minimum Capital Requirements for Internal Model Approaches

Kinateder, Harald - 2017

This paper provides a comparative assessment of the minimum capital requirement (MCR) in three prominent versions of the Basel regulatory framework: Basel II, the 2010 version of Basel III and the 2013 version of Basel III. For this purpose, Cantelli's inequality is used to compute theoretical...

Persistent link: https://www.econbiz.de/10012970270

Does boardroom gender diversity decrease credit risk in the financial sector? : Worldwide evidence

Kinateder, Harald; Choudhury, Tonmoy; Zaman, Rashid; … - In: Journal of international financial markets, … 73 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012802143

Addressing COP21 Using a Stock and Oil Market Integration Index

Batten, Jonathan A. - 2018

COP21 implementation should lead to a decline in the future demand for fossil fuels. One key implication for investors is how to manage this risk. We construct a monthly stock and oil market integration index and demonstrate that oil investors can offset adverse oil price risk by holding...

Persistent link: https://www.econbiz.de/10012932325

Hedging stocks with oil

Batten, Jonathan A.; Kinateder, Harald; Szilágyi, Péter G. - In: Energy economics 93 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012643309

Can stock market investors hedge energy risk? : evidence from Asia

Batten, Jonathan A.; Kinateder, Harald; Szilágyi, Péter G. - In: Energy economics 66 (2017), pp. 559-570

Persistent link: https://www.econbiz.de/10011896571

Time-varying energy and stock market integration in Asia

Batten, Jonathan A.; Kinateder, Harald; Szilágyi, Péter G. - In: Energy economics 80 (2019), pp. 777-792

Persistent link: https://www.econbiz.de/10012173727

Special issue: cryptocurrencies

Kinateder, Harald (ed.); Choudhury, Tonmoy (ed.) - 2022

Persistent link: https://www.econbiz.de/10013355171

Gold, bonds, and epidemics : a safe haven study

Choudhury, Tonmoy; Kinateder, Harald; Neupane, Biwesh - In: Finance research letters 48 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013463766

FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies

Bouri, Elie; Kamal, Elham; Kinateder, Harald - In: Finance research letters 56 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014473652