Systemic risk and the macroeconomy : an empirical evaluation
Year of publication: |
March 2016
|
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Authors: | Giglio, Stefano ; Kelly, Bryan T. ; Pruitt, Seth |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 119.2016, 3, p. 457-471
|
Subject: | Systemic risk | Quantile regression | Dimension reduction | Macroeconomy | Systemrisiko | Theorie | Theory | Regressionsanalyse | Regression analysis | Wirkungsanalyse | Impact assessment | Konjunktur | Business cycle |
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