Econometric Modeling: Capital Markets - Risk eJournal

This eJournal distributes working and accepted paper abstracts of econometric studies of risk in financial markets, including the analysis of credit and stock market risk, and the valuation of risk. The topics in this eJournal include topics from sections D81, D82, E51 and G21 of the JEL classification system.

Click here to Browse our Electronic Library to view our archives of abstracts and associated full text papers published in this journal.

Sample Issue

Econometric Modeling: Capital Markets - Risk eJournal Advisory Board
Click on the individual's name below to view the advisory board member's author home page.

Angus S. Deaton

Robert F. Engle

Jerry A. Hausman

James J. Heckman

Daniel L. McFadden

Richard Quandt

Christopher A. Sims

James H. Stock

Mark W. Watson