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Tail dependence in international real estate securities markets

Zhou, Jian; Gao, Yanmin - In: The journal of real estate finance and economics 45 (2012) 1, pp. 128-151

Persistent link: https://www.econbiz.de/10009581759

Credit Risk und Value-at-Risk Alternativen : Herausforderungen für das Risk-Management

Oehler, Andreas (ed.) - 1998

Persistent link: https://www.econbiz.de/10000664860

Alternativen der Risikosteuerung von Banken in Zeiten der Finanzkrise

Schmidt, Daniel - In: Kleine und mittlere Unternehmen : Finanz-, Wirtschafts- …, (pp. 105-123). 2011

Persistent link: https://www.econbiz.de/10008990911

Predicting and hedging credit portfolio risk with macroeconomic factors

Bär, Tobias - 2002

Persistent link: https://www.econbiz.de/10001649713

Liquidity Risk, Credit Risk, Market Risk and Bank Capital

Varotto, Simone - 2011

With a sample of twelve US bond indices spanning different maturities, credit ratings and industry sectors, we investigate the impact of new bank capital regulation for trading portfolios introduced by Basel III. Specifically, we estimate the new capital requirements for (a) liquidity risk and...

Persistent link: https://www.econbiz.de/10013131118