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~person:"Engle, Robert F."
~subject:"Financial sector"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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The journal of credit risk : published quarterly by Incisive Media
1
The review of financial studies
1
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ECONIS (ZBW)
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Systemic risk in the financial system : capital shortfalls under Brexit, the US elections and the Italian referendum
Engle, Robert F.
;
Zazzara, Cristiano
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 97-120
Persistent link: https://www.econbiz.de/10012041807
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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
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