Measuring Systemic Risk-Reference-Cited by-同舟云学术

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Measuring Systemic Risk

Published:2011-11-29 Issue: Volume: Page:85-119
ISSN:
Container-title:Regulating Wall Street
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Author:

Acharya Viral V.,Brownlees Christian,Engle Robert,Farazmand Farhang,Richardson Matthew

Publisher

John Wiley & Sons, Inc.

Reference13 articles.

1. Acharya , Viral V. Lasse H. Pedersen Thomas Philippon Matthew , Richardson 2010a Measuring systemic risk. Working paper, New York University Stern School of Business

2. Acharya , Viral V. Lasse H. Pedersen Thomas Philippon Matthew , Richardson 2010b A tax on systemic risk. Forthcoming NBER publication on Quantifying Systemic Risk, ed. Joseph Haubrich and Andrew Lo

3. Restoring Financial Stability

4. Adrian , Tobias Markus , Brunnermeier 2008 CoVaR. Working paper, Federal Reserve Bank of New York

5. Brownlees , Christian Robert , Engle 2010 Volatility, correlation and tails for systemic risk measurement. Working paper, New York University Stern School of Business

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