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Robert F. Engle

New York University
National Bureau of Economic Research
University of California, San Diego

462

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148967

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Climate Stress Testing

2021 Staff Reports
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Climate Stress Testing

2021 Social Science Research Network
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Modelling Volatility Cycles: the (MF)^2 GARCH Model

2021 Social Science Research Network
- Christian Conrad
- Robert F. Engle
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Why did bank stocks crash during COVID-19?

2021 Research Papers in Economics
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Why Did Bank Stocks Crash during COVID-19?

2021 Research Papers in Economics
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The risk management approach to macro-prudential policy

2021 Research Papers in Economics
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Why Did Bank Stocks Crash During Covid-19?

2021 Social Science Research Network
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The risk management approach to macro-prudential policy

2021 Social Science Research Network
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Modelling Volatility Cycles: The (MF)2 GARCH Model

2021 Research Papers in Economics
- Christian Conrad
- Robert F. Engle
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Large dynamic covariance matrices: enhancements based on intraday data

2020
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