The Quantification of Systemic Risk and Stability: New Methods and Measures
Chapter in NBER book Quantifying Systemic Risk (2013), Joseph G. Haubrich and Andrew W. Lo, editors (p. 223 - 262)
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This paper was revised on November 11, 2011The 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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