Tail Risk and Asset Prices in the Short-Term
Caio Almeida (Princeton University, United States)
- Erasmus Econometric Institute Series
Caio Almeida (Princeton University, United States)
Bruno Ferman (Sao Paulo School of Economics, Brazil)
Jesper Bang Mikkelsen (Aarhus Universitet, Denmark)
Xiaomeng Zhang (external PhD Erasmus University Rotterdam)
Andrea Pogliano, Ine de Mey, Stan Koobs
Aishameriane Schmidt
Luuk van Maasakkers
Pedro José Correia Duarte (Erasmus University Rotterdam)
Daniel Wilhelm (University College London, United Kingdom)
Cisil Sarisoy Linke (Federal Reserve Bank, United States)
Luis Candelaria (University of Warwick. United Kingdom)
Monica Billio (Università Ca' Foscari Venezia, Italy)
Germain van Bever (University of Namur, Belgium)
Florian Gunsilius (MIT, United States)
Terri van der Zwan and Renee Spigt (Erasmus University Rotterdam)
Patrik Guggenberger (Penn State University, United States)
Wolfgang Härdle (Humbolt Universtät zu Berlin, Germany)
Matteo Barigozzi (London School of Economics, United Kingdom)
Gary Koop (University of Strathclyde, United Kingdom)
Laura Liu (Indiana University Bloomington, United States)