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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.

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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
Keyword(s) Basel Accord
default probability
operating risk
book-to-market equity
asset correlation
Language eng
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
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