Items where authors include "Rossignolo, A.F."

Article

Rossignolo, A.F., Fethi, M.D. and Shaban, M. (2013) Market crises and Basel capital requirements: Could Basel III have been different? Evidence from Portugal, Ireland, Greece and Spain (PIGS). Journal of Banking and Finance, 37 (5). 1323 - 1339. ISSN 0378-4266

Rossignolo, A.F., Fethi, M.D. and Shaban, M. (2011) Value-at-Risk models and Basel capital charges: Evidence from Emerging and Frontier stock markets. Journal of Financial Stability, 8 (4). 303 -319. ISSN 1572-3089