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Basel II and Developing Countries: Diversification and Portfolio Effects

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  • Stephany Griffith-Jones
  • Stephen Spratt

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  • Stephany Griffith-Jones & Stephen Spratt, 2003. "Basel II and Developing Countries: Diversification and Portfolio Effects," FMG Discussion Papers dp437, Financial Markets Group.
    • Handle: RePEc:fmg:fmgdps:dp437
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    File URL: http://www.lse.ac.uk/fmg/workingPapers/discussionPapers/fmgdps/DP437.pdf
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    References listed on IDEAS

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    1. Merton, Robert C, 1974. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 29(2), pages 449-470, May.
    2. Viral V. Acharya & Iftekhar Hasan & Anthony Saunders, 2006. "Should Banks Be Diversified? Evidence from Individual Bank Loan Portfolios," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1355-1412, May.
    3. Jean-Pierre Zigrand & Jon Danielsson, 2001. "What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model," FMG Discussion Papers dp393, Financial Markets Group.
    4. Graciela L. Kaminsky & Carmen M. Reinhart & Carlos A. Végh, 2003. "The Unholy Trinity of Financial Contagion," Journal of Economic Perspectives, American Economic Association, vol. 17(4), pages 51-74, Fall.
    5. S Griffith-Jones (IDS, University of Sussex) and J Leape (LSE), "undated". "Capital Flows to developing countries: does the emperor have clothes?," QEH Working Papers qehwps89, Queen Elizabeth House, University of Oxford.
    6. Avinash Persaud, 2001. "Sending the herd off the cliff edge: the disturbing interaction between herding and market-sensitive risk management practices," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 223-240, Bank for International Settlements.
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    Cited by:

    1. Nunnenkamp, Peter, 2003. "Reforming the international financial architecture: What globalization critics demand and what policymakers have (not) achieved," Journal of Financial Transformation, Capco Institute, vol. 9, pages 39-46.
    2. Shalini Sharma & Víctor Elvira & Emilie Chouzenoux & Angshul Majumdar, 2021. "Recurrent Dictionary Learning for State-Space Models with an Application in Stock Forecasting," Post-Print hal-03184841, HAL.

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