Browsing All of EconStor by Author Brownlees, Christian
Showing results 1 to 3 of 3
| Year of Publication | Title | Author(s) |
| 2015 | Backtesting systemic risk measures during historical bank runs | Brownlees, Christian; Chabot, Ben; Ghysels, Eric; Kurz, Christopher |
| 2016 | Credit risk interconnectedness: What does the market really know? | Abbassi, Puriya; Brownlees, Christian; Hans, Christina; Podlich, Natalia |
| 2017 | SRISK: a conditional capital shortfall measure of systemic risk | Brownlees, Christian; Engle, Robert F. |
