Are the Basel II requirements justified in the presence of structural breaks?
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DOI: 10.1080/09603100701704298
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Cited by:
- Liu, Xiaochun, 2017.
"An integrated macro-financial risk-based approach to the stressed capital requirement,"
Review of Financial Economics, Elsevier, vol. 34(C), pages 86-98.
- Xiaochun Liu, 2017. "An integrated macro‐financial risk‐based approach to the stressed capital requirement," Review of Financial Economics, John Wiley & Sons, vol. 34(1), pages 86-98, September.
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