Systemic Risk: CoVaR, Comovement, and Portfolio Selection
Liang Peng (Georgia State University, United States)
- Erasmus Econometric Institute Series
Liang Peng (Georgia State University, United States)
Marvin N. Wright (Leibniz Institute for Prevention Research and Epidemiology and University of Bremen, Germany)
Milan Makany
Ben Matthies (University of Notre Dam, United States)
Julia Cajal Grossi (Geneva Graduate Institute, Switzerland)
Amal Ahmad (Wageningen University)
Elliott Weder
Jefferson Duarte (Rice University, United States)
Jonas Arias (Federal Reserve Bank of Philadelphia, United States)
Ben McCartney (University of Virginia, United States)
Bonsoo Koo (Monash University, Australia)
Dylan Thompson (Erasmus University Rotterdam)
Ilia Krasikov (Arizona State University and NBER, United States)
André B.M. Souza (ESADE Business School, Spain)
Thimo De Schouwer (KU Leuven), Maitreesh Ghatak (London School of Economics), Marc Kaufmann (Central European University), Michael Kosfeld (Goethe University Frankfurt), Dorothea Kübler (WZB), Nicola Lacetera (University of Bologna), Birthe Larsen (Copenhagen Business School), Gabriel Ramos (Imperial College London), Marta Serra-Garcia (University of California, San Diego), Oliver Spalt (University of Mannheim), Sili Zhang (Ludwig Maximilian University of Munich), and Roberto Weber (University of Zürich)
Mareen Bastiaans
Johannes Schmidt-Hieber (University of Twente)
Yang Song (University of Washington, United States)
Florian Scheuer (University of Zurich, Switzerland)