Book-to-market equity, asset correlations and the Basel capital requirement

Lee, Shih-Cheng, Lin, Chien-Ting and Yu, Min-Teh 2013, Book-to-market equity, asset correlations and the Basel capital requirement, Journal of business finance and accounting, vol. 40, no. 7 and 8, pp. 991-1008.

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Title Book-to-market equity, asset correlations and the Basel capital requirement
Author(s) Lee, Shih-Cheng
Lin, Chien-Ting
Yu, Min-Teh
Journal name Journal of business finance and accounting
Volume number 40
Issue number 7 and 8
Start page 991
End page 1008
Total pages 17
Publisher Wiley-Blackwell
Place of publication Oxford, England
Publication date 2013-09
ISSN 0306-686X
1468-5957
Keyword(s) asset correlation
bank capital requirement
book-to-market equity
default probability
firm size
Notes Sep. - Oct. 2013
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 ©2013, Wiley-Blackwell Publishing
Persistent URL http://hdl.handle.net/10536/DRO/DU:30057243

Document type: Journal Article
Collection: School of Accounting, Economics and Finance
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