| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w18505 |
| 来源ID | Working Paper 18505 |
| Challenges in Identifying and Measuring Systemic Risk | |
| Lars Peter Hansen | |
| 发表日期 | 2012-11-01 |
| 出版年 | 2012 |
| 语种 | 英语 |
| 摘要 | Sparked by the recent "great recession" and the role of financial markets, considerable interest exists among researchers within both the academic community and the public sector in modeling and measuring systemic risk. In this essay I draw on experiences with other measurement agendas to place in perspective the challenge of quantifying systemic risk, or more generally, of providing empirical constructs that can enhance our understanding of linkages between financial markets and the macroeconomy. |
| 主题 | Macroeconomics ; Money and Interest Rates |
| URL | https://www.nber.org/papers/w18505 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/576179 |
| 推荐引用方式 GB/T 7714 | Lars Peter Hansen. Challenges in Identifying and Measuring Systemic Risk. 2012. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w18505.pdf（199KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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