Author:
Allen Linda,Bali Turan G.
Subject
Economics and Econometrics,Finance
Reference53 articles.
1. Bank window dressing: Theory and evidence;Allen;Journal of Banking and Finance,1992
2. Cyclical effects in credit risk ratings and default risk;Allen,2002
3. Incorporating systemic influences into risk measurements: A survey of the literature;Allen;Journal of Financial Services Research,2004
4. Understanding Market, Credit and Operational Risk: The Value at Risk Approach;Allen,2004
5. An extreme value approach to estimating volatility and value at risk;Bali;Journal of Business,2003
Cited by
73 articles.
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