Author:
Steffen Sascha,Steinruecke Lea
Publisher
Springer Science and Business Media LLC
Subject
Management of Technology and Innovation,General Economics, Econometrics and Finance,General Business, Management and Accounting
Reference27 articles.
1. Acharya, Viral/ Engle, Robert/ Diane Pierret (2014), Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights, in: Journal of Monetary Economics, Vol. 65, S. 36–53.
2. Acharya, Viral/ Pedersen, Lasse/ Philippon, Thomas/ Richardson, Matthew (2010), Measuring Systemic Risk, Arbeitspapier.
3. Acharya, Viral/ Steffen, Sascha (2014a), Falling Short of Expectations? Stress-Testing the European Banking System, Policy Paper.
4. Acharya, Viral/ Steffen, Sascha (2014b), The “Greatest” Carry Trade Ever? Understanding Eurozone Bank Risks, in: Journal of Financial Economics, Vol. 115, S. 215–236.
5. Adrian, Tobias/ Brunnermeier Markus (2011), CoVaR, Arbeitspapier, National Bureau of Economic Research.