The DOI matches its Crossref record; 52 of the 52 references it cites were found in a registry or an index.
Systemic risk and the macroeconomy: An empirical evaluation
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
An Introduction to the Bootstrap
Efron, B., & Tibshirani, R. J. (1994) · doi:10.1201/9780429246593 · Cited by 40,500
Koenker, R., & Bassett, G. (1978) · Econometrica · doi:10.2307/1913643 · Cited by 13,316
Sims, C. A. (1980) · Econometrica · doi:10.2307/1912017 · Cited by 12,727
Illiquidity and stock returns: cross-section and time-series effects
Amihud, Y. (2002) · Journal of Financial Markets · doi:10.1016/s1386-4181(01)00024-6 · Cited by 9,963
The Impact of Uncertainty Shocks
(2009) · Econometrica · doi:10.3982/ecta6248 · Cited by 5,834
Diebold, F., & Mariano, R. (1994) · National Bureau of Economic Research · doi:10.3386/t0169 · Cited by 5,185
Diebold, F. X., & Mariano, R. S. (1995) · Journal of Business & Economic Statistics · doi:10.1080/07350015.1995.10524599 · Cited by 5,130
Kiyotaki, N., & Moore, J. (1997) · Journal of Political Economy · doi:10.1086/262072 · Cited by 4,694
On the network topology of variance decompositions: Measuring the connectedness of financial firms
Diebold, F. X., & Yılmaz, K. (2014) · Journal of Econometrics · doi:10.1016/j.jeconom.2014.04.012 · Cited by 4,642
The Financial Accelerator in a Quantitative Business Cycle Framework
Bernanke, B., Gertler, M., & Gilchrist, S. (1998) · National Bureau of Economic Research · doi:10.3386/w6455 · Cited by 4,592
Metadata
- Authors
- Giglio, S., Kelly, B., & Pruitt, S.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2016-03
- Volume
- 119
- Issue
- 3
- Pages
- 457-471
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3121326409
- Cited by
- 555
- References
- 52
- FWCI
- 73.23
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Systemic risk and the macroeconomy: An empirical evaluation. https://app.cochat.ai/papers/10.1016/j.jfineco.2016.01.010
- The paper
- Giglio, S., Kelly, B., & Pruitt, S. (2016). Systemic risk and the macroeconomy: An empirical evaluation. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2016.01.010
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
