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ROSSIGNOLO, ADRIAN F. [Author]
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Rossignolo, Adrián F.
The New Standardised Approach as a Credible Fallback
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Rev. mex. econ. finanz
, 2021, vol.16, no.spe. ISSN 1665-5346
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Rossignolo, Adrián F.
Basel IV A gloomy future for Expected Shortfall risk models. Evidence from the Mexican Stock Market
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Rev. mex. econ. finanz
, 2019, vol.14, no.spe, p.559-582. ISSN 1665-5346
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Rossignolo, Adrián F. and Álvarez, Víctor A.
Has the basel committee got it right? Evidence from commodity positions in turmoil
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Rev. mex. econ. finanz
, June 2015, vol.10, no.1, p.1-40. ISSN 1665-5346
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