You are not logged in.

Book-to-market equity, operating risk, and asset correlations : implications for basel capital requirement

Lee, Shih-Cheng and Lin, Chien-Ting 2012, Book-to-market equity, operating risk, and asset correlations : implications for basel capital requirement, Journal of international financial markets, institutions and money, vol. 22, no. 4, pp. 973-989, doi: 10.1016/j.intfin.2012.05.010.

Attached Files
Name Description MIMEType Size Downloads

Title Book-to-market equity, operating risk, and asset correlations : implications for basel capital requirement
Author(s) Lee, Shih-Cheng
Lin, Chien-Ting
Journal name Journal of international financial markets, institutions and money
Volume number 22
Issue number 4
Start page 973
End page 989
Total pages 17
Publisher Elsevier BV * North-Holland
Place of publication Amsterdam , The Netherlands
Publication date 2012-10
ISSN 1042-4431
1873-0612
Keyword(s) Basel Accord
default probability
operating risk
book-to-market equity
asset correlation
Language eng
DOI 10.1016/j.intfin.2012.05.010
Field of Research 150203 Financial Institutions (incl Banking)
Socio Economic Objective 900101 Finance Services
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2012, Elsevier B.V. All rights reserved.
Persistent URL http://hdl.handle.net/10536/DRO/DU:30046091

Document type: Journal Article
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
Connect to link resolver
 
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 4 times in TR Web of Science
Scopus Citation Count Cited 4 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 268 Abstract Views, 9 File Downloads  -  Detailed Statistics
Created: Mon, 09 Jul 2012, 13:23:19 EST by Aysun Alpyurek

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.