Tianyue Ruan

National University of Singapore (NUS) - Department of Finance

Mochtar Riady Building

15 Kent Ridge Drive

Singapore, 119245

Singapore

http://https://truan.github.io/

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Scholarly Papers (1)

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How Much SRISK Is Too Much?

Number of pages: 50 Posted: 09 Feb 2018 Last Revised: 04 Oct 2018
Robert F. Engle and Tianyue Ruan
New York University - Leonard N. Stern School of Business - Department of Economics and National University of Singapore (NUS) - Department of Finance
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Abstract:

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systemic risk, financial crisis