Concepedia

Eric Schaanning

ES

Statistics

Publications

5

Citations

465

H-Index

5

Active since

2013

Affiliations

University of Oxford(Current)

Norges Bank

ETH Zurich

Eric Schaanning is an author at University of Oxford specializing in finance, business, and financial risk.

ORCID

Publications per year

2013–2019

5

Publications

5

On dependence consistency of CoVaRand some other systemic risk measures

Georg Mainik, Eric Schaanning · Statistics & Risk Modeling · 2014 · 191 citations

, , +16

Fire Sales, Indirect Contagion and Systemic Stress Testing

Rama Cont, Eric Schaanning · SSRN Electronic Journal · 2017 · 108 citations · Full text

, , +16

Monitoring indirect contagion

Rama Cont, Eric Schaanning · Journal of Banking & Finance · 2019 · 98 citations · Full text

Fire Sales, Indirect Contagion and Systemic Stress-Testing

Rama Cont, Eric Schaanning · SSRN Electronic Journal · 2014 · 51 citations · Full text

, , +17

Key Indicators for a Countercyclical Capital Buffer in Norway - Trends and Uncertainty

Karsten R. Gerdrup, Aslak Bakke Kvinlog, Eric Schaanning · BIBSYS Brage (BIBSYS (Norway)) · 2013 · 17 citations · Full text

, , +13

1–5 of 5