Alfred Lehar: search on Z-Library

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1

Measuring systemic risk: A risk management approach

Journal:

Journal of Banking & Finance

Year:

2005

Language:

english

File:

PDF, 309 KB

english, 2005

2

Macroprudential policy: A review

Ebrahimi Kahou, Mahdi, Lehar, Alfred

Journal:

Journal of Financial Stability

Year:

2017

Language:

english

File:

PDF, 1.78 MB

english, 2017

3

GARCH vs. stochastic volatility: Option pricing and risk management

Alfred Lehar, Martin Scheicher, Christian Schittenkopf

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 335 KB

english, 2002

4

Risk Assessment for Banking Systems

Elsinger, Helmut, Lehar, Alfred, Summer, Martin

Journal:

Management Science

Year:

2006

Language:

english

File:

PDF, 179 KB

english, 2006

5

Imperfect Renegotiations in Interbank Financial Networks

David, Alexander, Lehar, Alfred

Journal:

Management Science

Year:

2017

Language:

english

File:

PDF, 631 KB

english, 2017

6

Systemically important banks: an analysis for the European banking system

Helmut Elsinger, Alfred Lehar, Martin Summer

Journal:

International Economics and Economic Policy

Year:

2006

Language:

english

File:

PDF, 172 KB

english, 2006

7

Macroprudential capital requirements and systemic risk

Gauthier, Céline, Lehar, Alfred, Souissi, Moez

Journal:

Journal of Financial Intermediation

Year:

2012

Language:

english

File:

PDF, 352 KB

english, 2012

8

Using Market Information for Banking System Risk Assessment

Elsinger, Helmut, Lehar, Alfred, Summer, Martin

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 296 KB

english, 2005

9

Alternative Value-at-Risk Models for Options

Journal:

SSRN Electronic Journal

Year:

2000

File:

PDF, 1.34 MB

2000

10

Industry Structure and the Strategic Provision of Trade Credit by Upstream Firms

Lehar, Alfred, Song, Victor Y, Yuan, Lasheng

Journal:

Review of Financial Studies

Year:

2020

Language:

english

File:

PDF, 947 KB

english, 2020

11

Trade versus time series based volatility forecasts: Evidence from the Austrian stock market

Alfred Lehar, Martin Scheicher, Günter. Strobl

Journal:

Financial Markets and Portfolio Management

Year:

2001

Language:

english

File:

PDF, 123 KB

english, 2001

12

Chinese Walls in German Banks*

Lehar, Alfred, Randl, Otto

Journal:

Review of Finance

Year:

2006

Language:

english

File:

PDF, 204 KB

english, 2006

13

Value-at-risk vs. building block regulation in banking

Thomas Dangl, Alfred Lehar

Journal:

Journal of Financial Intermediation

Year:

2004

Language:

english

File:

PDF, 450 KB

english, 2004

14

Macroprudential Capital Requirements and Systemic Risk

Gauthier, Celine, Lehar, Alfred, Souissi, Moez

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 317 KB

english, 2010

15

Risk Assessment for Banking Systems

Elsinger, Helmut, Lehar, Alfred, Summer, Martin

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 276 KB

english, 2003

16

Measuring Systemic Risk: A Risk Management Approach

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 295 KB

english, 2003

17

Industry Structure and the Strategic Provision of Trade Credit by Upstream Firms

Lehar, Alfred, Song, Yang, Yuan, Lasheng

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 545 KB

english, 2012

18

Bitcoin Microstructure and the Kimchi Premium

Choi, Kyoung Jin, Lehar, Alfred, Stauffer, Ryan

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 781 KB

english, 2018

19

Why are Banks Highly Interconnected?

David, Alexander, Lehar, Alfred

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 315 KB

english, 2011