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)
Jefferson Duarte (Rice University, United States)
Jonas Arias (Federal Reserve Bank of Philadelphia, United States)
Bonsoo Koo (Monash University, Australia)
André B.M. Souza (ESADE Business School, Spain)
Johannes Schmidt-Hieber (University of Twente)
Fabian Mies (TU Delft)
Mirco Rubin (EDHEC Business School, France)
Paul Schneider (Università della Svizzera italiana, Switzerland)
Catherine Doz (Paris School of Economics, France)
Stefan Waldherr (Vrije Universiteit Amsterdam)
Sanne Wøhlk (Aarhus University, Denmark)
Elise Gourier (ESSEC Business School, France)
Alessio Trivella (University of Twente)
Ruben van Beesten (Erasmus University Rotterdam)
Keynotes: David Autor (MIT, United States), Jan Eeckhout (UPF Barcelona, Spain), Marina Halac (Yale University, United States), Samuel Kortum (Yale University, United States), Eliana La Ferrara (Harvard University, United States), and Hélène Rey (London School of Economics, United Kingdom)
Didier Nibbering (Monash University, Australia)
Christine A. Parlour (University of California, Berkeley, United States)
Davide La Vecchia (University of Geneva, Switzerland)