NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Econometric Measures of Systemic Risk in the Finance and Insurance Sectors

Monica Billio, Mila Getmansky, Andrew W. Lo, Loriana Pelizzon

Chapter in NBER book Market Institutions and Financial Market Risk (2012), Mark Carey, Anil Kashyap, Raghuram Rajan, and René Stulz, organizers
Conference held June 17-18, 2010
Published in June 2012 by Elsevier, Journal of Financial Economics

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This chapter first appeared as NBER working paper w16223, Econometric Measures of Systemic Risk in the Finance and Insurance Sectors, Monica Billio, Mila Getmansky, Andrew W. Lo, Loriana Pelizzon
 
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