Challenges in Identifying and Measuring Systemic Risk
Chapter in NBER book Risk Topography: Systemic Risk and Macro Modeling (2014), Markus Brunnermeier and Arvind Krishnamurthy, editors (p. 15 - 30)
---- Acknowledgements ----
Lars Peter Hansen receives support from the Alfred P. Sloan Foundation and the CME Group Foundation in his capacity as research director of the Becker Friedman Institute. He is also a co-Primary Investigator on a National Science Foundation (NSF) grant that supports the Center for Robust Decision Making on Climate and Energy Policy (RDCEP).