Are the Basel II requirements justified in the presence of structural breaks?

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.19, Iss.12, 2009-06, pp. : 985-998

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Current account and relative prices: Are there any cointegration relationships in the presence of structural breaks in emerging economies?

By Uz Idil Ketenci Natalya

Journal of International Trade & Economic Development, Vol. 22, Iss. 4, 2013-06 ,pp. : 536-561

Routledge Ltd

Access to resources Recommend Favorite

Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks

Applied Financial Economics, Vol. 24, Iss. 12, 2014-06 ,pp. : 811-823

Routledge Ltd

Access to resources Recommend Favorite

Structural breaks and the twin deficits hypothesis

By Bagnai Alberto

International Economics and Economic Policy, Vol. 3, Iss. 2, 2006-11 ,pp. : 137-155

Springer Publishing Company

Access to resources Recommend Favorite

Testing for structural breaks in GARCH models

By Smith Daniel

Applied Financial Economics, Vol. 18, Iss. 10, 2008-06 ,pp. : 845-862

Routledge Ltd

Access to resources Recommend Favorite

Structural breaks and the Fisher hypothesis in bond and stock markets

By Bae Sung Yi Taihyeup David

Applied Financial Economics, Vol. 19, Iss. 24, 2009-12 ,pp. : 1961-1973

Routledge Ltd

Access to resources Recommend Favorite