Capital shortfall: A new approach to ranking and regulating systemic risks

American Economic Review

Volumn 102, Issue 3, 2012, Pages 59-64

  Acharya, Viral ^a   Engle, Robert ^a   Richardson, Matthew ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84863219715     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.102.3.59     Document Type: Conference Paper

References (14)

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2. Acharya, Viral V., Lasse Pedersen, Thomas Philippon, and Matthew Richardson. 2010b. "Taxing Systemic Risk." In Regulating Wall Street: The Dodd-Frank Act and the New Architecture of Global Finance, edited by Viral V. Acharya, Thomas Cooley, Matthew Richardson, and Ingo Walter, 121-42. New York: John Wiley & Sons.
3. Acharya, Viral V., Lasse Pedersen, Thomas Philippon, and Matthew Richardson. 2010c. "Measuring Systemic Risk." Unpublished.
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7. Brownlees, Christian, and Robert Engle. 2011. "Volatility, Correlation and Tails for Systemic Risk Measurement." Unpublished.
8. Burns, Patrick, Robert Engle, and Joseph Mezrich. 1998. "Correlations and Volatilities of Asynchronous Data." The Journal of Derivatives 5 (4): 7-18.
9. Engle, Robert. 2011. "Dynamic Conditional Beta." Unpublished.
10. Gibson, Michael S. 1997. "More Evidence on the Link between Bank Health and Investment in Japan." Journal of the Japanese and International Economies 11 (3): 296-310.
11. Holmstrom, Bengt, and Jean Tirole. 1997. "Financial Intermediation, Loanable Funds, and the Real Sector." Quarterly Journal of Economics 112 (3): 663-91.
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