Quantifying Systemic Risk

Joseph Haubrich and Andrew Lo ()

in NBER Books from National Bureau of Economic Research, Inc

JEL-codes: C99 E17 G2 (search for similar items in EconPapers)
Date: 2013
Note: AP EFG
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Citations: View citations in EconPapers (19)

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Chapters in this book:

Introduction to "Quantifying Systemic Risk" , pp 1-10

Joseph Haubrich and Andrew Lo

Systemic Risk and Financial Innovation: Toward a "Unified" Approach , pp 11-28

Henry T. C. Hu

Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks , pp 29-61

Sujit Kapadia, Matthias Drehmann, John Elliott and Gabriel Sterne

Comment on "Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks" , pp 61-71

Mikhail Oet

Endogenous and Systemic Risk , pp 73-94

Jon Danielsson, Hyun Song Shin and Jean-Pierre Zigrand

Comment on "Endogenous and Systemic Risk" , pp 94-105

Bruce Mizrach

Comment on "Endogenous and Systemic Risk" , pp 105-112

Terence Burnham

Systemic Risks and the Macroeconomy , pp 113-148

Gianni De Nicolò and Marcella Lucchetta

Comment on "Systemic Risks and the Macroeconomy" , pp 149-153

Hao Zhou

Hedge Fund Tail Risk , pp 155-172

Tobias Adrian, Markus Brunnermeier and Hoai-Luu Q. Nguyen

Comment on "Hedge Fund Tail Risk" , pp 173-174

Ben Craig

How to Calculate Systemic Risk Surcharges , pp 175-212

Viral Acharya, Lasse Pedersen, Thomas Philippon and Matthew Richardson

Comment on "How to Calculate Systemic Risk Surcharges" , pp 212-221

Mathias Drehmann

The Quantification of Systemic Risk and Stability: New Methods and Measures , pp 223-262

Romney B. Duffey

Comment on "The Quantification of Systemic Risk and Stability: New Methods and Measures" , pp 262-263

Joseph Haubrich

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