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dc.contributor.authorDungey, Mardi
dc.contributor.authorLuciani, Matteo
dc.contributor.authorMatei, Marius
dc.contributor.authorVeredas, David
dc.date.accessioned2017-12-02T15:00:18Z
dc.date.available2017-12-02T15:00:18Z
dc.date.issued2017
dc.identifier.doi10.1111/1475-4932.12309
dc.identifier.urihttp://hdl.handle.net/20.500.12127/5665
dc.description.abstractWe provide empirical evidence on the degree of systemic risk in Australia before, during and after the global financial crisis. We calculate a daily index of systemic risk from 2004 to 2013 in order to understand how real economy firms influence the outcomes for the rest of the economy. This is done via a mapping of the interconnectedness of the financial and non-financial sectors. The financial sector is in general home to the most consistently systemically risky firms in the economy. The materials sector occasionally becomes as systemically risky as the financial sector, reflecting the importance of understanding these linkages.
dc.language.isoen
dc.publisherJohn Wiley & Sons Ltd
dc.subjectAccounting & Finance
dc.subjectEconomic Context
dc.titleSurfing through the GFC: Systemic Risk in Australia
dc.identifier.journalEconomic Record
dc.source.volume93
dc.source.issue300
dc.source.beginpage1
dc.source.endpage19
dc.identifier.eissn1475-4932
vlerick.knowledgedomainAccounting & Finance
vlerick.knowledgedomainSpecial Industries : Financial Services Management
vlerick.typearticleJournal article with impact factor
vlerick.vlerickdepartmentA&F
dc.identifier.vperid221556
dc.identifier.vperid192252
dc.identifier.vperid221557
dc.identifier.vperid181874
dc.identifier.vpubid6966


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