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Challenges in Identifying and Measuring Systemic Risk / Lars Peter Hansen.
- Format:
- Book
- Author/Creator:
- Hansen, Lars Peter.
- Series:
- Working Paper Series (National Bureau of Economic Research) no. w18505.
- NBER working paper series no. w18505
- Language:
- English
- Physical Description:
- 1 online resource: illustrations (black and white);
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 2012.
- Summary:
- Sparked by the recent "great recession" and the role of financial markets, considerable interest exists among researchers within both the academic community and the public sector in modeling and measuring systemic risk. In this essay I draw on experiences with other measurement agendas to place in perspective the challenge of quantifying systemic risk, or more generally, of providing empirical constructs that can enhance our understanding of linkages between financial markets and the macroeconomy.
- Notes:
- Print version record
- November 2012.
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