articleJournal of Financial EconomicsJan 22, 2016Closed access

Systemic risk and the macroeconomy: An empirical evaluation

SGStefano GiglioBKBryan KellySPSeth Pruitt

University of Chicago · Arizona State University

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Abstract

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556
total citations
FWCI
181.59
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100%
References
74
Citations per year

Authors

3

Topics & keywords

Topics
Keywords
  • Systemic risk
  • Economics
  • Econometrics
  • Estimator
  • Distribution (mathematics)
  • Sample (material)
  • Affect (linguistics)
  • Financial crisis
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