Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach

✍ Scribed by Gordon J. Alexander; Alexandre M. Baptista

• Book ID: 113725641
• Publisher: Elsevier Science
• Year: 2006
• Tongue: English
• Weight: 322 KB
• Volume: 53
• Category: Article
• ISSN: 0304-3932
• DOI: 10.1016/j.jmoneco.2005.05.013