CVaR in G-VAR: Financial Markets Vulnerabilities and Left-Tail Risk Spillovers

Ahmed-Amine El Azdi
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Ahmed-Amine El Azdi: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique

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Abstract: AMSE is organizing the QFFE (Quantitative Finance and Financial Econometrics) Spring School and International Conference on June 4 and 7, 2024 in Marseille.

Date: 2024-06
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Published in 6th QFFE (Quantitative Finance and Financial Econometrics) at AMSE (Aix-Marseille School of Economics), Jun 2024, Marseille, France

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