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Surfing through the GFC : systemic risk in Australia

(2017) ECONOMIC RECORD. 93(300). p.1-19
Author
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Abstract
We 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.
Keywords
CONTAGION, CONNECTEDNESS, FINANCE

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Citation

Please use this url to cite or link to this publication:

MLA
Dungey, Mardi, et al. “Surfing through the GFC : Systemic Risk in Australia.” ECONOMIC RECORD, vol. 93, no. 300, 2017, pp. 1–19, doi:10.1111/1475-4932.12309.
APA
Dungey, M., Matei, M., Luciani, M., & Veredas, D. (2017). Surfing through the GFC : systemic risk in Australia. ECONOMIC RECORD, 93(300), 1–19. https://doi.org/10.1111/1475-4932.12309
Chicago author-date
Dungey, Mardi, Marius Matei, Matteo Luciani, and David Veredas. 2017. “Surfing through the GFC : Systemic Risk in Australia.” ECONOMIC RECORD 93 (300): 1–19. https://doi.org/10.1111/1475-4932.12309.
Chicago author-date (all authors)
Dungey, Mardi, Marius Matei, Matteo Luciani, and David Veredas. 2017. “Surfing through the GFC : Systemic Risk in Australia.” ECONOMIC RECORD 93 (300): 1–19. doi:10.1111/1475-4932.12309.
Vancouver
1.
Dungey M, Matei M, Luciani M, Veredas D. Surfing through the GFC : systemic risk in Australia. ECONOMIC RECORD. 2017;93(300):1–19.
IEEE
[1]
M. Dungey, M. Matei, M. Luciani, and D. Veredas, “Surfing through the GFC : systemic risk in Australia,” ECONOMIC RECORD, vol. 93, no. 300, pp. 1–19, 2017.
@article{8649375,
  abstract     = {{We 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.}},
  author       = {{Dungey, Mardi and Matei, Marius and Luciani, Matteo and Veredas, David}},
  issn         = {{0013-0249}},
  journal      = {{ECONOMIC RECORD}},
  keywords     = {{CONTAGION,CONNECTEDNESS,FINANCE}},
  language     = {{eng}},
  number       = {{300}},
  pages        = {{1--19}},
  title        = {{Surfing through the GFC : systemic risk in Australia}},
  url          = {{http://doi.org/10.1111/1475-4932.12309}},
  volume       = {{93}},
  year         = {{2017}},
}

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