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Explaining bank stock performance with crisis sentiment
Irresberger, Felix; Mühlnickel, Janina; Weiß, Gregor - In: Journal of banking & finance 59 (2015), pp. 311-329
Persistent link: https://www.econbiz.de/10011544560
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Systemic risk of insurers around the globe
Bierth, Christopher; Irresberger, Felix; Weiß, Gregor - In: Journal of banking & finance 55 (2015), pp. 232-245
Persistent link: https://www.econbiz.de/10011379097
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Systemic risk and bank consolidation : international evidence
Weiß, Gregor; Neumann, Sascha; Bostandzic, Denefa - In: Journal of banking & finance 40 (2014), pp. 165-181
Persistent link: https://www.econbiz.de/10010402243
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What factors drive systemic risk during international financial crises?
Weiß, Gregor; Bostandzic, Denefa; Neumann, Sascha - In: Journal of banking & finance 41 (2014), pp. 78-96
Persistent link: https://www.econbiz.de/10010408490
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Derivatives usage, securitization, and the crash sensitivity of bank stocks
Trapp, Rouven; Weiß, Gregor - In: Journal of banking & finance 71 (2016), pp. 183-205
Persistent link: https://www.econbiz.de/10011635414
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Mixture pair-copula-constructions
Weiß, Gregor; Scheffer, Marcus - In: Journal of banking & finance 54 (2015), pp. 175-191
Persistent link: https://www.econbiz.de/10011377813
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Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas
Weiß, Gregor; Supper, Hendrik - In: Journal of banking & finance 37 (2013) 9, pp. 3334-3350
Persistent link: https://www.econbiz.de/10010126429
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Evaluating Value-at-Risk forecasts : a new set of multivariate backtests
Wied, Dominik; Weiß, Gregor; Ziggel, Daniel - In: Journal of banking & finance 72 (2016), pp. 121-132
Persistent link: https://www.econbiz.de/10011635501