Liquidity-Adjusted Expected Shortfall Tests
Ekaterina Kazak (University of Birmingham)
- Erasmus Econometric Institute Series
Ekaterina Kazak (University of Birmingham)
Friederike Mengel (University of Essex, United Kingdom)
Tomohiro Hirano (University of London, United Kingdom)
Matthias Kehrig (Duke University, United States)
Amanda Dahlstrand (University of Zurich, Switzerland)
Nicola Lacetera (University of Bologna, Italy)
Tom Van Ourti
Kieran Marray
Mathias Ekström (NHH Norwegian School of Economics, Norway)
Magnus Dahlquist (Stockholm School of Economics, Sweden)
Christian Conrad (Heidelberg University, Germany)
Laura Pilossoph (Duke University, United States)
Jelle Goeman (Leiden University Medical Center)
Antonio Penta ( Universitat Pompeu Fabra and Barcelona School of Economics, Spain)
Friederike Mengel (University of Essex, United Kingdom)
Patrick Agte (Stockholm School of Economics, Sweden)
Marcin Kacperczyk (Imperial College London)
Petra Persson (Stanford University, United States)
Michael Boutros (University of Toronto, Canada)
Olivier Kooi (London School of Economics, United Kingdom)