Systemic Risk Measures from 1927-2023
Measures of systemic risk based on the comovements of US financial firms' stock returns under stress can predict market outcomes, bank failures, and balance-sheet results from 1927 to 2023.
Featured in No. 76 on 27 Nov 2024 · 5 days after release
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- 22 Nov 2024
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- No. 76 · 27 Nov 2024
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- SSRN 5030262
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