Discussion paper DP12178 Back to the Future: Backtesting Systemic Risk Measures during Historical Bank Runs and the Great Depression Eric Ghysels Benjamin Chabot 24 Jul 2017 Economic History Financial Economics G01 G21 G28 N21
VoxEU Column Momentum trading, return chasing, and predictable crashes Eric Ghysels Ravi Jagannathan Benjamin Chabot 30 Jan 2015 Financial Markets