Assessing contagion risk from energy and non-energy commodity markets

Business conditions and expected returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1989 · 4.1K citations

Financial Economics, Asset Pricing, Business Conditions +5

CoVaR

Tobias Adrian, Markus K. Brunnermeier · American Economic Review · 2016 · 2.2K citations

Empirical Finance, Economics, Financial Economics +13

Index Investment and the Financialization of Commodities

Ke Tang, Wei Xiong · Financial Analysts Journal · 2012 · 1.3K citations

SRISK: A conditional capital shortfall measure of systemic risk

Christian T. Brownlees, Robert F. Engle · IRIS - Institutional Research Information System (Libera Università Internazionale degli Studi Sociali Guido Carli) · 2017 · 1.2K citations

Empirical Finance, Financial Data, Financial Risk Management +17

Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks

Viral V. Acharya, Robert F. Engle, Matthew Richardson · American Economic Review · 2012 · 1.1K citations

Financial Risk Management, Financial Risk, International Financial Crisis +22