Liquidity-Adjusted Expected Shortfall Tests
Ekaterina Kazak (University of Birmingham)
- Erasmus Econometric Institute Series
Ekaterina Kazak (University of Birmingham)
Emanuel Mönch (Frankfurt School of Finance & Management, Germany)
Joseph Zechner (WU Vienna, Austria)
Anders Rahbek (University of Copenhagen, Denmark)
Just de Groot
Simon Donker van Heel
Vrinda Mittal (University of North Carolina, United States)
Kevin Lee (The University of Nottingham, United Kingdom)
Ines Wilms (Maastricht University)
Kris Jacobs (University of Houston, United States)
Hyeyoon Jung (Federal Reserve Bank of New York, United States)
Kevin Dano (Princeton University, United States)
Cam M. Nghiêm
Wei Hou
Marius Hees
Jean Edouard Colliard (HEC Paris, France)
Laura Coroneo (University of York, United Kingdom)
Steffen Andersen (Danmarks Nationalbank)
Sébastien Laurent (Aix-Marseille Université, France)
Christoph Breunig (University of Bonn, Germany)