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Systemic Risk 10 Years Later
Annual Review of Financial Economics ( IF 2.741 ) Pub Date : 2018-11-01 , DOI: 10.1146/annurev-financial-110217-023056
Robert Engle 1
Affiliation  

Ten years ago, the financial crisis spurred research focused on systemic risk. This article examines the history and application of the SRISK measure, which was developed at that time and is now wi...

中文翻译:

十年后的系统性风险

十年前,金融危机刺激了人们对系统性风险的研究。本文考察了SRISK度量的历史和应用,该度量当时是开发的,现在已经有了...
更新日期:2018-11-01
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