Measuring Systemic Risk

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Most cited references 32

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Bank Runs, Deposit Insurance, and Liquidity

Douglas W. Diamond, Philip H. Dybvig (1983)

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Econometric measures of connectedness and systemic risk in the finance and insurance sectors

Monica Billio, Mila Getmansky, Andrew Lo … (2012)

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Market Liquidity and Funding Liquidity

Markus K. Brunnermeier, LASSE PEDERSEN (2009)

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Author and article information

Journal

Title: Review of Financial Studies

Abbreviated Title: Rev. Financ. Stud.

Publisher: Oxford University Press (OUP)

ISSN (Print): 0893-9454

ISSN (Electronic): 1465-7368

Publication date Created: December 21 2016

Publication date (Print): January 19 2017

Volume: 30

Issue: 1

Pages: 2-47

Article

DOI: 10.1093/rfs/hhw088

SO-VID: 57dd9f93-df83-4884-b1a6-9d5fe44974b1

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