Systemic Risk and the Macroeconomy: An Empirical Evaluation
收藏NBER2015-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w20963
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资源简介：
This article evaluates a large collection of systemic risk measures based on their ability to predict macroeconomic downturns. We evaluate 19 measures of systemic risk in the US and Europe spanning several decades. We propose dimension reduction estimators for constructing systemic risk indexes from
提供机构：
美国国家经济研究局
创建时间：
2015-02-01
