Research Papers
Publications & Working Papers by GCFP Affiliates
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Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
Andrew W. Lo, Monica Billio, Mila Getmansky, and Loriana Pelizzon — Journal of Financial Economics – 2012
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A Survey of Systemic Risk
Dimitrios Bisias, Mark Flood, Andrew W. Lo, and Stavros Valavanis — Annual Review of Financial Economics, October 2012
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The National Transportation Safety Board: A Model for Systemic Risk Management
Andrew W. Lo, Eric Fielding and Jian Helen Yang — Journal of Investment Management, 2011
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An Evaluation of Large-Scale Mortgage Refinancing Programs
Deborah Lucas, Mitchell Remy and Damien Moore Working Paper Series Congressional Budget Office – September, 2011
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Crowd-sourcing a better definition of a SIFI
The MIT Center for Finance and Policy recently announced the winners of its first crowd-sourced contest, “What is a Systemically Important Financial Institution?” A collaboration between the MIT Center for […]
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China’s Growing Local Government Debt Levels
Local governments across China have borrowed substantially in recent years to fund public infrastructure improvements and other capital investments. Local indebtedness has increased dramatically since the global financial crisis of […]
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Complexity, Concentration, and Contagion: A Comment
Andrew W. Lo — Journal of Monetary Economics, June, 2011
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