Penalized CoVaR Estimation for US Industries
Sander Barendse (University of Amsterdam)
- Econometrics Seminars and Workshop Series
Sander Barendse (University of Amsterdam)
Yuta Takahashi (Hitotsubashi University, Japan)
Erik Lindqvist (Stockholm University, Sweden)
Matthias Haentjens (Leiden University) and Ross Spence (AFM)
Ludovica Gazze (University of Warwick, United Kingdom)
Shyam Sunder (Yale University, United States)
Alexander Ludwig (Goethe University Frankfurt, Germany)
Charles Kahn (University of Illinois Urbana-Champaign, United States)
Vojtěch Bartoš (University of Milan, Italy)
Takuya Ura (UC Davis, United States)
Hakki Yazici (University of Bristol, United Kingdom)
Peter Koudijs
Luc Behaghel (Paris School of Economics, France)
Dimitrios Tsomocos (University of Oxford, United Kingdom)
George Loewenstein (Carnegie Mellon University, United States)
Yves Zenou (Monash University, Australia)
Toni Ahnert (ECB, Germany)
Felix Koenig (Carnegie Mellon University, United States)
Andreas Steinmayr (University of Innsbruck, Austria)
Frank Schilbach (MIT, United States)