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~person:"Anand, Kartik"
~person:"Engle, Robert F."
~person:"Ong, Stephen J."
~subject:"USA"
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Anand, Kartik
Engle, Robert F.
Ong, Stephen J.
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ECONIS (ZBW)
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The contributions to systemic stress of financial interactions between the US and Europe
Gramlich, Dieter
;
Oet, Mikhail V.
;
Ong, Stephen J.
- In:
The European journal of finance
23
(
2017
)
10/12
,
pp. 1176-1196
Persistent link: https://www.econbiz.de/10011741483
Saved in:
2
SRISK: a conditional capital shortfall measure of systemic risk
Brownlees, Christian
;
Engle, Robert F.
- In:
The review of financial studies
30
(
2017
)
1
,
pp. 48-79
Persistent link: https://www.econbiz.de/10011738007
Saved in:
3
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2014
Persistent link: https://www.econbiz.de/10010341259
Saved in:
4
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009741443
Saved in:
5
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009745648
Saved in:
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