International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord

Michael McAleer, Juan‐Ángel Jiménez‐Martín and Teodosio Pérez‐Amaral
Authors registered in the RePEc Author Service: Juan Angel Jimenez Martin and Teodosio Pérez Amaral

Journal of Forecasting, 2013, vol. 32, issue 3, 267-288

Date: 2013
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Related works:
Working Paper: International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord (2011)
Working Paper: International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord (2011)
Working Paper: International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord (2011)
Working Paper: International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:32:y:2013:i:3:p:267-288

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