% WARNING: This file may contain UTF-8 (unicode) characters. % While non-8-bit characters are officially unsupported in BibTeX, you % can use them with the biber backend of biblatex % usepackage[backend=biber]{biblatex} @techreport{NBERw18505, title = "Challenges in Identifying and Measuring Systemic Risk", author = "Hansen, Lars Peter", institution = "National Bureau of Economic Research", type = "Working Paper", series = "Working Paper Series", number = "18505", year = "2012", month = "November", doi = {10.3386/w18505}, URL = "http://www.nber.org/papers/w18505", abstract = {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.}, }