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Risk-based capital, portfolio risk, and bank capital: A simultaneous equations approach

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  • Jacques, Kevin
  • Nigro, Peter

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  • Jacques, Kevin & Nigro, Peter, 1997. "Risk-based capital, portfolio risk, and bank capital: A simultaneous equations approach," Journal of Economics and Business, Elsevier, vol. 49(6), pages 533-547.
    • Handle: RePEc:eee:jebusi:v:49:y:1997:i:6:p:533-547
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    References listed on IDEAS

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