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• W4214494504 abstract "Free Access Bibliography Book Editor(s):Max C. Y. Wong, Max C. Y. WongSearch for more papers by this author First published: 02 January 2012 https://doi.org/10.1002/9781119198925.biblio AboutPDFPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShareShare a linkShare onFacebookTwitterLinked InRedditWechat Bibliography Acerbi, C. 2002. “Spectral Measures of Risk: A Coherent Representation of Subjective Risk Aversion.” Journal of Banking and Finance 26 (7): 1505– 1518. Adrian, T., and M. K. Brunnermeier. 2009. “ CoVaR.” Princeton University and FRB of New York Working Paper. Adrian, T., and H. S. Shin. 2008. “Liquidity, Monetary Policy, and Financial Cycles.” Current Issues in Economics & Finance 14 (1): 1– 7. Alexander, C. 2008. Market Risk Analysis: Practical Financial Econometrics. Chichester, UK: John Wiley & Sons. Amato, J., and E. Remolona. 2003. “The Credit Spread Puzzle.” BIS Quarterly Review (December): 51– 63. Artzner, P., F. 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