International Evidence on GFC-robust Forecast for Risk Management under the Basel Accord

Michael McAleer, J-A Jimenez-Martin, T Perez-Amaral

Research output: Working paperAcademic

Original languageEnglish
Place of PublicationRotterdam
Publication statusPublished - 2011

Publication series

SeriesReport serie
VolumeEI 2011-04

Research programs

  • EUR ESE 31

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