Systemic Risk and Sentiment Chapter Contribution to Handbook on Systemic Risk
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Keywordsystemic risk; Marginal Expected Shortfall; Pricing Kernel; Overconfidence; Optimism;
- E61 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Policy Objectives; Policy Designs and Consistency; Policy Coordination
- G01 - Financial Economics - - General - - - Financial Crises
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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