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

---- Acknowledgements -----

The Author thanks the discussers and reviewers from the economic and financial community for their insightful reactions, encouragement, criticism, comments and suggestions on the original conference paper; the NBER for providing both the opportunity and the forum to present this work; Joseph Haubrich for proposing and pursuing the entire publication process; and acknowledges the support of AECL Nuclear Laboratories during this research.

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