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The recapitalization needs of European banks if a new financial crisis occurs. (2013). Dor, Eric.
In: Working Papers.
RePEc:ies:wpaper:e201319.

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  1. Acharya, V. V., Engle, R., & Pierret, D. (2013). Testing macroprudential stress tests: The risk of regulatory risk weights (No. w18968). National Bureau of Economic Research.

  2. Acharya, V., Engle, R., & Richardson, M. (2012). Capital shortfall: A new approach to ranking and regulating systemic risks. The American Economic Review, 102(3), 59-64.

  3. Brownlees, Christian T. and Engle, Robert F., Volatility, Correlation and Tails for Systemic Risk Measurement (October 15, 2012). Available at SSRN: http://ssrn.com/abstract=1611229 or http://dx.doi.org/10.2139/ssrn.1611229 Engle, R. (2012). Dynamic conditional beta, New York University.
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  4. Engle, R. (2002). Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models. Journal of Business & Economic Statistics, 20(3), 339-350.

  5. Engle, R., Jondeau, E., & Rockinger, G. M. (2012). Systemic Risk in Europe. Swiss Finance Institute Research Paper, (12-45).

  6. Hoenig, Thomas M., 2013, Basel III Capital: A Well-Intended Illusion, International Association of Deposit Insurers 2013 Research Conference, April 9, http://www.fdic.gov/news/news/speeches/spapr0913.html IESEG Working Paper Series 2013-ECO-19 IESEG School of Management, 1, parvis de la Défense, 92044 Paris-La Défense cedex Lemangnen, A., 2013, The banking union in two pages, Natixis Special Report, October
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  30. The recapitalization needs of European banks if a new financial crisis occurs. (2013). Dor, Eric.
    In: Working Papers.
    RePEc:ies:wpaper:e201319.

    Full description at Econpapers || Download paper

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