Billio, M., M. Getmansky, A. W. Lo, and L. Pelizzon, 2012, “Econometric measures of systemic risk in the finance and insurance sectors,” *Journal of Financial Economics*, 104(3), 535–559. (Available Here)

# Category Archives: New Papers

# Bagehot for beginners: The making of lending of last resort operations in the mid-19th century

Bignon, V., M. Flandreau, and S. Ugolini, 2012, “Bagehot for beginners: The making of lending of last resort operations in the mid-19th century,” *The Economic History Review*, 65(2), 580–608. (Available Here)

# Hedge funds as liquidity providers: Evidence from the Lehman bankruptcy

Aragon, G., and P. Strahan, 2012, “Hedge funds as liquidity providers: Evidence from the Lehman bankruptcy,” *Journal of Financial Economics*, 103(3), 570–587. (Available Here)

# Aligning models and data for systemic risk analysis

Stein, R. M., 2013. “Aligning models and data for systemic risk analysis,” in The Handbook of Systemic Risk. Oxford University Press. pp. 37-65.

# Aggregate and firm-level measures of systemic risk from a structural model of default

Reyngold, A., K. Shnyra. and R. M. Stein. 2013. “Aggregate and firm-level measures of systemic risk from a structural model of default”.MIT LFE Working Paper LFE-0501-13.