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Has the Basel Accord Improved Risk Management During the Global Financial Crisis?

Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
Digital文書・図像類
McAleer, Michael, Jiménez-Martín, Juan-Ángel, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2012-11KIER Discussion Paper832
Available onlineOther Libraries in Japan
  • Author HeadingMcAleer, Michael Jiménez-Martín, Juan-Ángel Pérez-Amaral, Teodosio

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

International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
Digital文書・図像類
McAleer, Michael, Jiménez-Martín, Juan-Ángel, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2011-01KIER Discussion Paper757
Available onlineOther Libraries in Japan
  • Author HeadingMcAleer, Michael Jiménez-Martín, Juan-Ángel Pérez-Amaral, Teodosio

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

Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
Digital文書・図像類
McAleer, Michael, Jiménez-Martín, Juan-Ángel, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2011-04KIER Discussion Paper767
Available onlineOther Libraries in Japan
  • Author HeadingMcAleer, Michael Jiménez-Martín, Juan-Ángel Pérez-Amaral, Teodosio

Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures

Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
Digital文書・図像類
Chang, Chia-Lin, Jiménez-Martín, Juan-Ángel, McAleer, Michael, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2011-03KIER Discussion Paper761
Available onlineOther Libraries in Japan
  • Author HeadingChang, Chia-Lin Jiménez-Martín, Juan-Ángel McAleer, Michael Pérez-Amaral...

Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures

Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
Digital文書・図像類
Casarin, Roberto, Chang, Chia-Lin, Jiménez-Martín, Juan-Ángel, McAleer, Michael, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2011-07KIER Discussion Paper784
Available onlineOther Libraries in Japan
  • Author HeadingCasarin, Roberto Chang, Chia-Lin Jiménez-Martín, Juan-Ángel McAleer, Michael Pérez-Amaral...

GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies

GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
Digital文書・図像類
Santos, Paulo Araújo, Jiménez-Martín, Juan-Ángel, Amaral, Teodosio Pérez, McAleer, MichaelInstitute of Economic Research, Kyoto University2011-07KIER Discussion Paper782
Available onlineOther Libraries in Japan
  • Author HeadingSantos, Paulo Araújo Jiménez-Martín, Juan-Ángel Amaral, Teodosio Pérez McAlee...

The Rise and Fall of S&P500 Variance Futures

The Rise and Fall of S&P500 Variance Futures
Digital文書・図像類
Chang, Chia-Lin, Jiménez-Martín, Juan-Ángel, McAleer, Michael, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2011-11KIER Discussion Paper795
Available onlineOther Libraries in Japan
  • Author HeadingChang, Chia-Lin Jiménez-Martín, Juan-Ángel McAleer, Michael Pérez-Amaral...

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

Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
Paper文書・図像類
McAleer, Michael, Jimenez-Martin, Juan-Angel, Teodosio, Pérez-Amaral日本経済国際共同センター2009-08Discussion paper series. CIRJE-FCIRJE-F-643
Other Libraries in Japan
  • Author HeadingMcAleer, Michael Jimenez-Martin, Juan-Angel Teodosio, Pérez-Amaral

A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk

A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
Paper文書・図像類
McAleer, Michael, Jimenez-Martin, Juan-Angel, Teodosio, Pérez-Amaral日本経済国際共同センター2009-08Discussion paper series. CIRJE-FCIRJE-F-644
Other Libraries in Japan
  • Author HeadingMcAleer, Michael Jimenez-Martin, Juan-Angel Teodosio, Pérez-Amaral

Optimal Risk Management Before, During and After the 2008-09 Financial Crisis

Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
Paper文書・図像類
McAleer, Michael, Jimenez-Martin, Juan-Angel, Teodosio, P?rez-Amaral日本経済国際共同センター2009-09Discussion paper series. CIRJE-FCIRJE-F-667
Other Libraries in Japan
  • Author HeadingMcAleer, Michael Jimenez-Martin, Juan-Angel Teodosio, P?rez-Amaral

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