Skewness of Returns, Capital Adequacy, and Mortgage Lending
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Bibliographic InfoArticle provided by Springer in its journal Journal of Financial Services Research.
Volume (Year): 28 (2005)
Issue (Month): 1 (October)
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Web page: http://www.springerlink.com/link.asp?id=102934
Basel accord; IRB; credit risk; cost of regulatory capital; skewness of returns; capital adequacy; mortgage markets;
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