most citedReal Output Costs of Financial Crises: A Loss Distribution Approach

2 citations · 2 across the 1 of their papers we have counts for

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1 paper

q-fin.RM2012★ 2 cited

Real Output Costs of Financial Crises: A Loss Distribution Approach

Daniel Kapp, Marco Vega

We study cross-country GDP losses due to financial crises in terms of frequency (number of loss events per period) and severity (loss per occurrence). We perform the Loss Distribut…