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Testing macroprudential stress tests: The risk of regulatory risk weights

Bibliographic reference Acharya, Viral ; Engle, Robert ; Pierret, Diane. Testing macroprudential stress tests: The risk of regulatory risk weights. In: Journal of Monetary Economics, Vol. 65, p. 36-53 (2014)
Permanent URL http://hdl.handle.net/2078.1/151305