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Citations for "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?"

by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

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  1. Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico 2011-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  2. Chang, C-L. & McAleer, M.J., 2009. "Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan," Econometric Institute Research Papers EI 2009-41, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Costa Cabral, Nazare, 2010. "Breve guia temático e bibliográfico sobre o estudo da actual crise financeira e económica
    [Short thematic guide to the study of current financial and economic crisis]
    ," MPRA Paper 20743, University Library of Munich, Germany.
  4. Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," KIER Working Papers, Kyoto University, Institute of Economic Research 775, Kyoto University, Institute of Economic Research.
  5. Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," KIER Working Papers, Kyoto University, Institute of Economic Research 757, Kyoto University, Institute of Economic Research.
  6. Chang, C-L. & Jimenez-Martin, J-A. & McAleer, M.J. & Perez-Amaral, T., 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers EI 2011-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. da Veiga, B. & Chan, F. & McAleer, M.J., 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," Econometric Institute Research Papers EI 2009-39, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-652, CIRJE, Faculty of Economics, University of Tokyo.
  9. McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T., 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Econometric Institute Research Papers EI 2009-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. Chang, Chia-Lin, 2014. "Modelling a Latent Daily Tourism Financial Conditions Index," MPRA Paper 54887, University Library of Munich, Germany.
  11. Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," KIER Working Papers, Kyoto University, Institute of Economic Research 727, Kyoto University, Institute of Economic Research.
  12. Chia-Lin Chang & Michael Mcaleer, 2012. "Aggregation, Heterogeneous Autoregression And Volatility Of Daily International Tourist Arrivals And Exchange Rates," The Japanese Economic Review, Japanese Economic Association, Japanese Economic Association, vol. 63(3), pages 397-419, 09.
  13. Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio, 2013. "Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures," Mathematics and Computers in Simulation (MATCOM), Elsevier, Elsevier, vol. 94(C), pages 183-204.
  14. Chang, C-L. & Jimenez-Martin, J-A. & McAleer, M.J. & Perez-Amaral, T., 2011. "The Rise and Fall of S&P500 Variance Futures," Econometric Institute Research Papers EI2011-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  15. repec:syb:wpbsba:03/2011 is not listed on IDEAS