论文信息 - Federal Reserve Bank of New York Staff Reports Procyclical Leverage and Value-at-risk Procyclical Leverage and Value-at-risk - 字舞流文

Federal Reserve Bank of New York Staff Reports Procyclical Leverage and Value-at-risk Procyclical Leverage and Value-at-risk

P. Glasserman | J. Rochet | K. Stiroh | B. Malkiel | Skander J. Van den Heuvel | B. Hirtle | Gadi Barlevy | J. Kambhu | Arvind Krishnamurthy | Markus Brunnermeier | José Scheinkman | Markus K Brunnermeier | René Carmona | Stephen Brown | Xavier Gabaix | Jon Danielson | Maureen O 'hara | Matt Pritsker | José A. Scheinkman | Jeremy Stein | Ulrich Müller | Mark Flannery | René M. Stulz | Robert Engle | Robert Engle | Andrew Patton | Tobias Covar | Markus K Adrian | Brunnermeier | Covar Tobias | Adrian | Evan Friedman | Daniel Green | Hoai-Luu Nguyen | Daniel Stackman | Christian Wolf | Paolo Angelini | Andrew Patton | Matthew Richardson | Ren E Stulz | Tobias Covar | Markus K Adrian | Brunnermeier | Covar Tobias | Adrian | Evan Friedman | Daniel Green | Hoai-Luu Nguyen | Daniel Stackman | Christian Wolf | Paul Glasserman | Matthew Richardson | Tobias Covar | Markus K Adrian | Brunnermeier | Covar Tobias | Adrian | Evan Friedman | Hoai-Luu Nguyen | Daniel Stackman | Christian Wolf | René Carmona | Stephen Brown | Jon Danielson | Andrew Patton | Matthew Richardson