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 orcid.org/0000-0001-6367-3606 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 Related Links Link Description Connect to published version (restricted access) Go to link with your DU access privileges     Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Mon, 09 Jul 2012, 13:23:35 EST Mon, 09 Jul 2012, 16:41:10 EST Mon, 09 Jul 2012, 16:42:05 EST Fri, 03 Aug 2012, 11:50:28 EST Fri, 03 Aug 2012, 11:51:23 EST Fri, 13 Jun 2014, 14:22:21 EST Tue, 03 Feb 2015, 13:08:10 EST Filtered Full Citation counts:   Cited 7 times in TR Web of Science Cited 7 times in Scopus Search Google Scholar Access Statistics: 707 Abstract Views, 10 File Downloads  -  Detailed Statistics Created: Mon, 09 Jul 2012, 13:23:19 EST by Aysun Alpyurek