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A Commentary on “Measuring Systemic Risk”

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  • Robert DeYoung

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  • Robert DeYoung, 2012. "A Commentary on “Measuring Systemic Risk”," Journal of Financial Services Research, Springer;Western Finance Association, vol. 42(1), pages 109-114, October.
    • Handle: RePEc:kap:jfsres:v:42:y:2012:i:1:p:109-114
    DOI: 10.1007/s10693-012-0134-2
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    References listed on IDEAS

    as
    1. Rebel Cole & Lawrence White, 2012. "Déjà Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around," Journal of Financial Services Research, Springer;Western Finance Association, vol. 42(1), pages 5-29, October.
    2. Giovanni Calice & Christos Ioannidis & Julian Williams, 2012. "Credit Derivatives and the Default Risk of Large Complex Financial Institutions," Journal of Financial Services Research, Springer;Western Finance Association, vol. 42(1), pages 85-107, October.
    3. David C. Wheelock & Paul W. Wilson, 2012. "Do Large Banks Have Lower Costs? New Estimates of Returns to Scale for U.S. Banks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 171-199, February.
    4. Hughes, Joseph P. & Mester, Loretta J., 2013. "Who said large banks don’t experience scale economies? Evidence from a risk-return-driven cost function," Journal of Financial Intermediation, Elsevier, vol. 22(4), pages 559-585.
    5. Xin Huang & Hao Zhou & Haibin Zhu, 2012. "Systemic Risk Contributions," Journal of Financial Services Research, Springer;Western Finance Association, vol. 42(1), pages 55-83, October.
    6. Martin Knaup & Wolf Wagner, 2012. "Forward-Looking Tail Risk Exposures at U.S. Bank Holding Companies," Journal of Financial Services Research, Springer;Western Finance Association, vol. 42(1), pages 35-54, October.
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    Cited by:

    1. Martin Eling & David Antonius Pankoke, 2016. "Systemic Risk in the Insurance Sector: A Review and Directions for Future Research," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 19(2), pages 249-284, September.
    2. Pankoke, David, 2014. "Sophisticated vs. Simple Systemic Risk Measures," Working Papers on Finance 1422, University of St. Gallen, School of Finance.

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