E-LIB Suche - Ergebnisse für: Engleʺ, Robert F.

1

Factor-Mimicking Portfolios for Climate Risk:

De Nard, Gianluca ; Engle, Robert F. ; Kelly, Bryan
Financial Analysts Journal. , 2024

Link: https://doi.org/10.1080/..

2

What are the events that shake our world? Measuring and hed..:

Engle, Robert F. ; Campos-Martins, Susana
Journal of Financial Economics. 147 (2023) 1 - p. 221-242 , 2023

Link: https://doi.org/10.1016/..

3

Estimating systemic risk for non-listed euro-area banks

Working paper series, 2856

Engle, Robert F ; Emambakhsh, Tina ; Manganelli, Simone.. , 2023

Link: https://data.europa.eu/d..

4

Factor Modeling for Volatility:

Ding, Yi ; Engle, Robert F. ; Li, Yingying.
HKUST Business School Research Paper No. 2022-089. , 2022

Link: https://ssrn.com/abstrac..

5

Large dynamic covariance matrices: Enhancements based on in..:

De Nard, Gianluca ; Engle, Robert F. ; Ledoit, Olivier.
Journal of Banking & Finance. 138 (2022) - p. 106426 , 2022

Link: https://doi.org/10.1016/..

6

The risk management approach to macro-prudential policy

Working paper series, No 2565, June 2021

Chavleishvili, Sulkhan ; Engle, Robert F ; Fahr, Stephan... , 2021

Link: https://op.europa.eu/pub..

7

Fitting Vast Dimensional Time-Varying Covariance Models:

Pakel, Cavit ; Shephard, Neil ; Sheppard, Kevin.
Journal of Business & Economic Statistics. 39 (2020) 3 - p. 652-668 , 2020

Link: https://doi.org/10.1080/..

8

Hedging Climate Change News:

Engle, Robert F ; Giglio, Stefano ; Kelly, Bryan...
The Review of Financial Studies. 33 (2020) 3 - p. 1184-1216 , 2020

Link: https://doi.org/10.1093/..

9

News and Idiosyncratic Volatility: The Public Information P..:

Engle, Robert F ; Hansen, Martin Klint ; Karagozoglu, Ahmet K.
Journal of Financial Econometrics. 19 (2020) 1 - p. 1-38 , 2020

Link: https://doi.org/10.1093/..

10

Measuring the probability of a financial crisis:

Engle, Robert F. ; Ruan, Tianyue
Proceedings of the National Academy of Sciences. 116 (2019) 37 - p. 18341-18346 , 2019

Link: https://doi.org/10.1073/..

11

Measuring the probability of a financial crisis:

Engle, Robert F. ; Ruan, Tianyue
Proceedings of the National Academy of Sciences of the United States of America. 116 (2019) 37 - p. 18341-18346 , 2019

Link: https://www.jstor.org/st..

12

Structural GARCH: The Volatility-Leverage Connection:

Engle, Robert F. ; Siriwardane, Emil N.
The Review of Financial Studies. 31 (2018) 2 - p. 449-492 , 2018

Link: https://www.jstor.org/st..

13

GLOBALIZATION: CONTENTS AND DISCONTENTS:

Ashenfelter, Orley ; Engle, Robert F. ; McFadden, Daniel L..
Contemporary Economic Policy. 36 (2017) 1 - p. 29-43 , 2017

Link: https://doi.org/10.1111/..

14

Structural GARCH: The Volatility-Leverage Connection:

Engle, Robert F. ; Siriwardane, Emil N.
The Review of Financial Studies. 31 (2017) 2 - p. 449-492 , 2017

Link: https://doi.org/10.1093/..

15

Large Dynamic Covariance Matrices:

Engle, Robert F. ; Ledoit, Olivier ; Wolf, Michael
Journal of Business & Economic Statistics. 37 (2017) 2 - p. 363-375 , 2017

Link: https://doi.org/10.1080/..