University of Adelaide Library

Adelaide Research and Scholarship : Schools and Disciplines : Business School : Business School publications

Please use this identifier to cite or link to this item: http://hdl.handle.net/2440/73359

Type: Journal article
Title: Book-to-market equity, operating risk, and asset correlations: Implications for Basel capital requirement
Author: Lee, S.C.
Lin, C.T.
Citation: Journal of International Financial Markets, Institutions & Money, 2012; 22(4):973-989
Publisher: Elsevier BV, North-Holland
Issue Date: 2012
ISSN: 1042-4431
Statement of
Responsibility: 
Shih-Cheng Lee, Chien-Ting Lin
Keywords: Basel Accord; Asset correlation; Book-to-market equity; Operating risk; Default probability
Rights: Copyright © 2012 Elsevier B.V. All rights reserved.
RMID: 0020120707
DOI: 10.1016/j.intfin.2012.05.010
Appears in Collections:Business School publications
View citing articles in: Web of Science
Google Scholar
Scopus

There are no files associated with this item.

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

 

© 2008 The University of Adelaide
library@adelaide.edu.au
CRICOS Provider Number 00123M
Service Charter | Copyright | Privacy | Disclaimer