Tag Archives: Michael Rockinger

Michael Rockinger is a professor of Finance. His research is practice-oriented. He currently focuses on financial stability and various aspects of portfolio management.
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Contagion, capital and crashes: a new measure of systemic risk in Europe

How secure are Europe’s financial institutions? What are the chances of another crisis? Eric Jondeau and Michael Rockinger create a model for assessing the ability of European financial institutions, industry sectors, and countries, to withstand market shocks.

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