Robert F. Engle III

Latest Institution: National Bureau of Economic Research (NBER)

All Institutions: New York University; Frankfurt School of Finance & Management; National Bureau of Economic Research (NBER); NYU School of Business


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights

Year: 2013
Journal: No Journal Matched
Authors: Viral V. Acharya; Robert F. Engle III; Diane Pierret

Hedging Climate Change News

Year: 2019
Journal: Review of Financial Studies
Authors: Robert F. Engle III; Stefano Giglio; Bryan T. Kelly; Heebum Lee; Johannes Stroebel

Hedging Climate Change News

Year: 2019
Journal: Review of Financial Studies
Authors: Robert F. Engle III; Stefano W. Giglio; Bryan Kelly; Heebum Lee; Johannes Stroebel

Why Did Bank Stocks Crash During COVID-19?

Year: 2021
Journal: No Journal Matched
Authors: Viral V. Acharya; Robert F. Engle III; Maximilian Jager; Sascha Steffen

Climate Stress Testing

Year: 2023
Journal: Annual Review of Financial Economics
Authors: Viral V. Acharya; Richard Berner; Robert F. Engle III; Hyeyoon Jung; Johannes Stroebel; Xuran Zeng; Yihao Zhao


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