Systemic Risk Measures: From the Panic of 1907 to the Banking Stress of 2023
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We assess the efficacy of market-based systemic risk measures that rely on U.S. financial firms stock return co-movements with market- or sector-wide returns under stress from 1895 to 2023. Stress episodes are identified using corporate bond spread widening and narrative dating, spanning from the
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美国国家经济研究局创建时间：
2024-12-01
