Dynamic CoVaR Modeling
Timo Dimitriadis (Heidelberg University, Germany)
- Erasmus Econometric Institute Series
Timo Dimitriadis (Heidelberg University, Germany)
Elisa Keller (University of Exeter, United Kingdom)
Gabriele Mingoli, Simon Donker van Heel
Felix Weinhardt (European University Viadrina, Germany)
Konrad Menzel (New York University, United States)
Carola Stapper (University of Cologne, Germany)
Luca Fornaro (Barcelona School of Economics, Spain)
Gabor Pinter (Bank for International Settlements)
Janet Currie (Princeton University, United States)
Tuomas Kosonen (VATT Institute for Economic Research, Finland)
Xun Tang (Rice University, United States)
Xavier Ragot (Sciences Po, France)
Gabriele Mari (Erasmus University Rotterdam)
Eugenie Dugoua (London School of Economics, UK)
Martin Cerny (Charles University Prague, Czech Republic)
Rodrigo R. Soares (Insper Institute of Education and Research, Brazil)
Rodrigo R. Soares (Insper Institute of Education and Research, Brazil)
Vincent Starck (Ludwig Maximilian University of Munich, Germany)
Daniele Nosenzo (Aarhus University, Denmark)
Lorenzo Pozzi