Back to the Future: Backtesting Systemic Risk Measures during Historical Bank Runs and the Great Depression
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References listed on IDEAS
- Davis, Joseph H., 2006. "An Improved Annual Chronology of U.S. Business Cycles since the 1790s," The Journal of Economic History, Cambridge University Press, vol. 66(1), pages 103-121, March.
- Jon R. Moen & Ellis W. Tallman, 1990. "Lessons from the panic of 1907," Economic Review, Federal Reserve Bank of Atlanta, issue May, pages 2-13.
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- Sanjiv R. Das & Kris James Mitchener & Angela Vossmeyer, 2018. "Systemic Risk and the Great Depression," NBER Working Papers 25405, National Bureau of Economic Research, Inc.
- Sanjiv R. Das & Kris James Mitchener & Angela Vossmeyer, 2018. "Systemic Risk and the Great Depression," CESifo Working Paper Series 7425, CESifo.
- Das, Sanjiv & Mitchener, Kris James & Vossmeyer, Angela, 2018. "Systemic Risk and the Great Depression," CEPR Discussion Papers 13416, C.E.P.R. Discussion Papers.
- Colletaz, Gilbert & Levieuge, Grégory & Popescu, Alexandra, 2018. "Monetary policy and long-run systemic risk-taking," Journal of Economic Dynamics and Control, Elsevier, vol. 86(C), pages 165-184.
- Fina Kamani, Eric, 2019. "The effect of non-traditional banking activities on systemic risk: Does bank size matter?," Finance Research Letters, Elsevier, vol. 30(C), pages 297-305.
More about this item
KeywordsFinancial crises; Risk Measures; systemic risk;
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- N21 - Economic History - - Financial Markets and Institutions - - - U.S.; Canada: Pre-1913
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ACC-2017-08-06 (Accounting & Auditing)
- NEP-BAN-2017-08-06 (Banking)
- NEP-CBA-2017-08-06 (Central Banking)
- NEP-FMK-2017-08-06 (Financial Markets)
- NEP-HIS-2017-08-06 (Business, Economic & Financial History)
- NEP-RMG-2017-08-06 (Risk Management)
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