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)
Job Boerma (University of Wisconsin–Madison, United States)
Marvin N. Wright (Leibniz Institute for Prevention Research and Epidemiology and University of Bremen, Germany)
Milan Makany
Gordon Phillips (Dartmouth College and NBER, United States)
Martin Halla (WU Vienna, Austria)
Margaret Blair (Vanderbilt University, United States)
Ben Matthies (University of Notre Dam, United States)
Julia Cajal Grossi (Geneva Graduate Institute, Switzerland)
Chiara Campana
Niklas Bonnmann
Caroline Liqui Lung (University of Cambridge, United Kingdom)
Amal Ahmad (Wageningen University)
Elliott Weder
Jefferson Duarte (Rice University, United States)
Caterina Calsamiglia (Barcelona School of Economics, Spain)
Jonas Arias (Federal Reserve Bank of Philadelphia, United States)
Ben McCartney (University of Virginia, United States)
Donghai Zhang (National University of Singapore)
Gilles Duranton (University of Pennsylvania, United States)