Please use this identifier to cite or link to this item:
Scopus Web of Science® Altmetric
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
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

Files in This Item:
There are no files associated with this item.

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