Open AccessMeasuring Systemic Risk
Author(s) -
Viral V. Acharya,
Lasse Heje Pedersen,
Thomas Philippon,
Matthew Richardson
Publication year - 2016
Publication title -
review of financial studies
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 12.8
H-Index - 190
eISSN - 1465-7368
pISSN - 0893-9454
DOI - 10.1093/rfs/hhw088
Subject(s) - systemic risk , financial institution , economics , leverage (statistics) , harm , expected shortfall , financial crisis , business , risk management , finance , macroeconomics , political science , law , machine learning , computer science
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