Book-to-market equity, operating risk, and asset correlations : implications for basel capital requirement
| Data(s) |
01/10/2012
|
|---|---|
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Elsevier BV * North-Holland |
| Relação |
http://dro.deakin.edu.au/eserv/DU:30046091/lin-booktomarket-2012.pdf http://dro.deakin.edu.au/eserv/DU:30046091/lin-booktomarket-evidence-2012.pdf http://dx.doi.org/10.1016/j.intfin.2012.05.010 |
| Direitos |
2012, Elsevier B.V. All rights reserved. |
| Palavras-Chave | #Basel Accord #default probability #operating risk #book-to-market equity #asset correlation |
| Tipo |
Journal Article |
