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

journal contribution

posted on 2012-10-01, 00:00 authored by S C Lee, Chien-Ting Lin

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

History

Journal

Journal of international financial markets, institutions and money

Volume

22

Issue

4

Pagination

973 - 989

Publisher

Elsevier BV * North-Holland

Location

Amsterdam , The Netherlands

Publisher DOI

https://doi.org/10.1016/j.intfin.2012.05.010

ISSN

1042-4431

eISSN

1873-0612

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

Copyright notice

2012, Elsevier B.V. All rights reserved.

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Keywords

Basel Accord default probability operating risk book-to-market equity asset correlation Social Sciences Business, Finance Economics Business & Economics SYSTEMATIC-RISK CROSS-SECTION LEVERAGE INVESTMENT RETURNS OPTIONS DEFAULT

Licence

All Rights Reserved

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