Matches in SemOpenAlex for { <https://semopenalex.org/work/W3121326409> ?p ?o ?g. }
- W3121326409 endingPage "471" @default.
- W3121326409 startingPage "457" @default.
- W3121326409 abstract "This article studies how systemic risk and financial market distress affect the distribution of shocks to real economic activity. We analyze how changes in 19 different measures of systemic risk skew the distribution of subsequent shocks to industrial production and other macroeconomic variables in the US and Europe over several decades. We also propose dimension reduction estimators for constructing systemic risk indexes from the cross section of measures and demonstrate their success in predicting future macroeconomic shocks out of sample." @default.
- W3121326409 created "2021-02-01" @default.
- W3121326409 creator A5005696029 @default.
- W3121326409 creator A5013077462 @default.
- W3121326409 creator A5031234928 @default.
- W3121326409 date "2016-03-01" @default.
- W3121326409 modified "2023-10-03" @default.
- W3121326409 title "Systemic risk and the macroeconomy: An empirical evaluation" @default.
- W3121326409 cites W1508198902 @default.
- W3121326409 cites W1553120472 @default.
- W3121326409 cites W1560350676 @default.
- W3121326409 cites W1563640319 @default.
- W3121326409 cites W1977970167 @default.
- W3121326409 cites W1988153299 @default.
- W3121326409 cites W2000632882 @default.
- W3121326409 cites W2001232785 @default.
- W3121326409 cites W2014165366 @default.
- W3121326409 cites W2069836700 @default.
- W3121326409 cites W2076396344 @default.
- W3121326409 cites W2079563517 @default.
- W3121326409 cites W2096756813 @default.
- W3121326409 cites W2099233100 @default.
- W3121326409 cites W2110383584 @default.
- W3121326409 cites W2115993334 @default.
- W3121326409 cites W2123931028 @default.
- W3121326409 cites W2133479700 @default.
- W3121326409 cites W2144836007 @default.
- W3121326409 cites W2150747312 @default.
- W3121326409 cites W2152091100 @default.
- W3121326409 cites W2157400927 @default.
- W3121326409 cites W2158366624 @default.
- W3121326409 cites W2160958655 @default.
- W3121326409 cites W2736178919 @default.
- W3121326409 cites W2741371467 @default.
- W3121326409 cites W2956153183 @default.
- W3121326409 cites W3020982786 @default.
- W3121326409 cites W3121401171 @default.
- W3121326409 cites W3122186884 @default.
- W3121326409 cites W3122351404 @default.
- W3121326409 cites W3122608044 @default.
- W3121326409 cites W3123933399 @default.
- W3121326409 cites W3124088450 @default.
- W3121326409 cites W3124338191 @default.
- W3121326409 cites W3124777039 @default.
- W3121326409 cites W3124882825 @default.
- W3121326409 cites W3125039561 @default.
- W3121326409 cites W3125092920 @default.
- W3121326409 cites W3125950889 @default.
- W3121326409 cites W4232246757 @default.
- W3121326409 cites W4236584637 @default.
- W3121326409 cites W4241653265 @default.
- W3121326409 doi "https://doi.org/10.1016/j.jfineco.2016.01.010" @default.
- W3121326409 hasPublicationYear "2016" @default.
- W3121326409 type Work @default.
- W3121326409 sameAs 3121326409 @default.
- W3121326409 citedByCount "323" @default.
- W3121326409 countsByYear W31213264092012 @default.
- W3121326409 countsByYear W31213264092014 @default.
- W3121326409 countsByYear W31213264092016 @default.
- W3121326409 countsByYear W31213264092017 @default.
- W3121326409 countsByYear W31213264092018 @default.
- W3121326409 countsByYear W31213264092019 @default.
- W3121326409 countsByYear W31213264092020 @default.
- W3121326409 countsByYear W31213264092021 @default.
- W3121326409 countsByYear W31213264092022 @default.
- W3121326409 countsByYear W31213264092023 @default.
- W3121326409 crossrefType "journal-article" @default.
- W3121326409 hasAuthorship W3121326409A5005696029 @default.
- W3121326409 hasAuthorship W3121326409A5013077462 @default.
- W3121326409 hasAuthorship W3121326409A5031234928 @default.
- W3121326409 hasConcept C105795698 @default.
- W3121326409 hasConcept C110121322 @default.
- W3121326409 hasConcept C134306372 @default.
- W3121326409 hasConcept C139719470 @default.
- W3121326409 hasConcept C144587487 @default.
- W3121326409 hasConcept C149782125 @default.
- W3121326409 hasConcept C162324750 @default.
- W3121326409 hasConcept C185429906 @default.
- W3121326409 hasConcept C185592680 @default.
- W3121326409 hasConcept C198531522 @default.
- W3121326409 hasConcept C202444582 @default.
- W3121326409 hasConcept C2778300220 @default.
- W3121326409 hasConcept C33676613 @default.
- W3121326409 hasConcept C33923547 @default.
- W3121326409 hasConcept C41008148 @default.
- W3121326409 hasConcept C43617362 @default.
- W3121326409 hasConcept C43711488 @default.
- W3121326409 hasConcept C76155785 @default.
- W3121326409 hasConceptScore W3121326409C105795698 @default.
- W3121326409 hasConceptScore W3121326409C110121322 @default.
- W3121326409 hasConceptScore W3121326409C134306372 @default.
- W3121326409 hasConceptScore W3121326409C139719470 @default.
- W3121326409 hasConceptScore W3121326409C144587487 @default.
- W3121326409 hasConceptScore W3121326409C149782125 @default.
- W3121326409 hasConceptScore W3121326409C162324750 @default.
- W3121326409 hasConceptScore W3121326409C185429906 @default.
- W3121326409 hasConceptScore W3121326409C185592680 @default.
- W3121326409 hasConceptScore W3121326409C198531522 @default.