NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

The Quantification of Systemic Risk and Stability: New Methods and Measures

Romney B. Duffey

Chapter in NBER book Quantifying Systemic Risk (2013), Joseph G. Haubrich and Andrew W. Lo, editors (p. 223 - 262)
Conference held November 6, 2009
Published in January 2013 by University of Chicago Press
© 2013 by the National Bureau of Economic Research

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This paper was revised on November 11, 2011

Acknowledgments

Machine-readable bibliographic record - MARC, RIS, BibTeX

This chapter first appeared as NBER working paper w17022, The Quantification of Systemic Risk and Stability: New Methods and Measures, Romney B. Duffey
Commentary on this chapter: Comment, Joseph G. Haubrich
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