Benjamin Klaus

European Central Bank (ECB)

Frankfurt

Germany

SCHOLARLY PAPERS

9

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1,090

SSRN CITATIONS
Rank 12,274

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Top 12,274

in Total Papers Citations

27

CROSSREF CITATIONS

69

Scholarly Papers (9)

1.

Hedge Funds and Prime Brokers: The Role of Funding Risk

EFA 2009 Bergen Meetings Paper
Number of pages: 35 Posted: 16 Feb 2009 Last Revised: 28 Sep 2012
Benjamin Klaus and Bronka Rzepkowski
European Central Bank (ECB) and Committee of European Securities Regulators (CESR)
Downloads 240 (153,116)
Citation 12

Abstract:

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Hedge Funds, Prime Brokers, Funding Liquidity Risk, Investor Redemptions, Multiple Prime Brokers

2.

Commonality in Hedge Fund Returns: Driving Factors and Implications

Journal of Banking and Finance, Vol. 54, pp. 266-280, 2015
Number of pages: 47 Posted: 05 Apr 2012 Last Revised: 24 Sep 2015
Matthieu Bussière, Marie Hoerova and Benjamin Klaus
Banque de France, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 208 (175,451)
Citation 14

Abstract:

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Hedge funds, Commonality, Risk factors, Liquidity, Financial crisis

3.

A New Database for Financial Crises in European Countries: ECB/ESRB EU Crises Database

ECB Occasional Paper No. 194
Number of pages: 62 Posted: 03 Aug 2017
European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board, Halmstad University, European Central Bank (ECB), European Systemic Risk Board, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 167 (213,195)
Citation 18

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Financial Crises, Macroprudential, Crises Database, Early Warning Models, Central Bank Statistics

4.

Risk Spillover among Hedge Funds: The Role of Redemptions and Fund Failures

ECB Working Paper No. 1112
Number of pages: 48 Posted: 16 Nov 2009
Benjamin Klaus and Bronka Rzepkowski
European Central Bank (ECB) and Committee of European Securities Regulators (CESR)
Downloads 160 (221,056)

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Hedge Funds, Survival Analysis, Risk Spillover, Diversification

5.

How to Predict Financial Stress? An Assessment of Markov Switching Models

ECB Working Paper No. 2057
Number of pages: 47 Posted: 16 May 2017
Thibaut Duprey and Benjamin Klaus
Bank of Canada and European Central Bank (ECB)
Downloads 155 (227,051)

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time-varying transition probability Markov switching model, early warning model, continuous coincident financial stress measure

6.

Commonality in Hedge Fund Returns: Driving Factors and Implications

ECB Working Paper No. 1658
Number of pages: 51 Posted: 20 Mar 2014
Matthieu Bussière, Marie Hoerova and Benjamin Klaus
Banque de France, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 72 (383,578)

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hedge funds, commonality, risk factors, liquidity, financial crisis

Euro Area Business Cycles in Turbulent Times: Convergence or Decoupling?

ECB Working Paper No. 1819
Number of pages: 36 Posted: 10 Jul 2015
Filippo Ferroni and Benjamin Klaus
Federal Reserve Bank of Chicago and European Central Bank (ECB)
Downloads 25 (598,179)

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Hierarchical factor models, International business cycles, Synchronization and Convergence ECB

Euro Area Business Cycles in Turbulent Times: Convergence or Decoupling?

Banque de France Working Paper No. 522
Number of pages: 38 Posted: 28 Nov 2014
Filippo Ferroni and Benjamin Klaus
Federal Reserve Bank of Chicago and European Central Bank (ECB)
Downloads 20 (634,243)
Citation 20

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Hierarchical factor models; International business cycles; Synchronization and Convergence

8.

Overcapacities in Banking: Measurements, Trends and Determinants

ECB Occasional Paper No. 236
Number of pages: 47 Posted: 11 Nov 2019
Sándor Gardó and Benjamin Klaus
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 33 (534,848)

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bank competition, bank size, composite indicator, efficiency, overcapacity

9.

Operationalising the Countercyclical Capital Buffer: Indicator Selection, Threshold Identification and Calibration Options

ESRB: Occasional Paper Series No. 2014/5
Number of pages: 95 Posted: 05 Nov 2020
European Central Bank (ECB), affiliation not provided to SSRN, affiliation not provided to SSRN, Banco de Portugal, European Central Bank (ECB), Banco de España, affiliation not provided to SSRN, affiliation not provided to SSRN, Bank of England, affiliation not provided to SSRN, De Nederlandsche Bank - Monetary and Economic Policy Department, European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank and European Central Bank
Downloads 10 (685,349)
Citation 6

Abstract:

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banking regulation, countercyclical capital buffer, systemic risk