Alfred Lehar

University of Calgary - Haskayne School of Business

Assistant Professor

2500 University Drive, NW

Calgary, Alberta T2N 1N4

Canada

http://homepages.ucalgary.ca/~alehar/

  • University of Calgary - Haskayne School of Business

    • Email
    • Tel: 403-220-4567
SCHOLARLY PAPERS

16

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SSRN CITATIONS
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in Total Papers Citations

181

CROSSREF CITATIONS

104

Scholarly Papers (16)

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1.

Risk Assessment for Banking Systems

Number of pages: 37 Posted: 25 Aug 2004
Helmut Elsinger, Alfred Lehar and Martin Summer
Austrian National Bank - Economic Studies Division, University of Calgary - Haskayne School of Business and Oesterreichische Nationalbank (OeNB)
Downloads 3,259 (4,040)
Citation 128

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Systemic Risk, Financial Stability, Risk Management, Inter-bank Market

2.

Measuring Systemic Risk: A Risk Management Approach

EFA 2003 Annual Conference Paper No. 406
Number of pages: 37 Posted: 26 Jul 2003 Last Revised: 17 Mar 2011
Alfred Lehar
University of Calgary - Haskayne School of Business
Downloads 1,828 (10,558)
Citation 62

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3.

Value-at-Risk vs. Building Block Regulation in Banking

Number of pages: 55 Posted: 28 Oct 2000
Thomas Dangl and Alfred Lehar
Vienna University of Technology and University of Calgary - Haskayne School of Business
Downloads 1,538 (13,879)
Citation 2

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4.

Using Market Information for Banking System Risk Assessment

Number of pages: 41 Posted: 30 Aug 2005
Helmut Elsinger, Alfred Lehar and Martin Summer
Austrian National Bank - Economic Studies Division, University of Calgary - Haskayne School of Business and Oesterreichische Nationalbank (OeNB)
Downloads 1,028 (25,553)
Citation 69

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Systemic Risk, Financial Stability, Risk Management, Interbank Market

5.

Alternative Value-at-Risk Models for Options

Number of pages: 42 Posted: 06 Nov 2000
Alfred Lehar
University of Calgary - Haskayne School of Business
Downloads 827 (34,783)
Citation 1

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6.

Macroprudential Capital Requirements and Systemic Risk

Number of pages: 35 Posted: 23 Aug 2010 Last Revised: 23 Dec 2010
Celine Gauthier, Alfred Lehar and Moez Souissi
Government of Canada - Bank of Canada, University of Calgary - Haskayne School of Business and Government of Canada - Bank of Canada
Downloads 770 (38,368)
Citation 24

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Systemic Risk, Financial Stability, Bank regulation, Risk Management, Inter-bank Market

7.

Imperfect Renegotiations in Interbank Financial Networks

Management Science, Forthcoming
Number of pages: 38 Posted: 25 Mar 2008 Last Revised: 26 May 2017
Alexander David and Alfred Lehar
Haskayne School of Business, University of Calgary and University of Calgary - Haskayne School of Business
Downloads 622 (51,029)
Citation 9

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Systemic risk; interbank financial networks; renegotiation breakdowns; derivatives

8.

Chinese Walls in German Banks

Number of pages: 35 Posted: 01 Aug 2003
Otto Randl and Alfred Lehar
WU Vienna University of Economics and Business and University of Calgary - Haskayne School of Business
Downloads 551 (59,566)
Citation 3

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Chinese walls, analyst forecasts, universal banking

9.

Bitcoin Microstructure and the Kimchi Premium

Number of pages: 42 Posted: 18 Jun 2018 Last Revised: 14 Jan 2020
Kyoung Jin Choi, Alfred Lehar and Ryan Stauffer
University of Calgary - Haskayne School of Business, University of Calgary - Haskayne School of Business and University of Calgary - Haskayne School of Business
Downloads 400 (87,889)
Citation 9

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Bitcoin, Limits to Arbitrage, Cryptocurrencies, Fintech

10.

Miner Collusion and the BitCoin Protocol

Number of pages: 34 Posted: 17 Apr 2020
Alfred Lehar and Christine A. Parlour
University of Calgary - Haskayne School of Business and University of California, Berkeley - Finance Group
Downloads 214 (169,797)
Citation 7

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Bitcoin, Transaction Costs, Block-chain, Decentralized Finance

11.

Using Price Information as an Instrument of Market Discipline in Regulating Bank Risk

Number of pages: 42 Posted: 27 Mar 2008
Duane J. Seppi, Alfred Lehar and Günter Strobl
Carnegie Mellon University - David A. Tepper School of Business, University of Calgary - Haskayne School of Business and University of Vienna - Department of Finance
Downloads 194 (185,972)
Citation 2

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12.

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

Number of pages: 70 Posted: 08 Sep 2012 Last Revised: 11 Jan 2020
Alfred Lehar, Yang Song and Lasheng Yuan
University of Calgary - Haskayne School of Business, University of Calgary - Department of Economics and University of Calgary - Department of Economics
Downloads 164 (215,296)
Citation 3

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Trade Credit, Vendor Financing, Product Market Competition, Price Discrimination, Supply Chains

13.

Macroprudential Policy: A Review

SPP Research Paper No. 8-34
Number of pages: 37 Posted: 22 Nov 2015
Mahdi Ebrahimi Kahou and Alfred Lehar
Independent and University of Calgary - Haskayne School of Business
Downloads 89 (337,148)
Citation 2

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macroprudential, macro-base financial, macroprudential policies

14.

A Proposal for a Canadian CBDC

Number of pages: 39 Posted: 18 Feb 2021
Kyoung Jin Choi, Ryan Henry, Alfred Lehar, Joel Reardon and Reihaneh Safavi-Naini
University of Calgary - Haskayne School of Business, University of Calgary - Department of Computer Science, University of Calgary - Haskayne School of Business, University of Calgary - Department of Computer Science and University of Calgary - Department of Computer Science
Downloads 64 (406,310)

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15.

Macroprudential Policy: A Summary

The School of Public Policy Publications, Volume 8, Issue 9, May 2016
Number of pages: 5 Posted: 04 Dec 2017
Mahdi Ebrahimi Kahou and Alfred Lehar
Independent and University of Calgary - Haskayne School of Business
Downloads 17 (631,238)

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16.

Trade Versus Time Series Based Volatility Forecasts: Evidence from the Austrian Stock Market

Financial Markets and Portfolio Management, Vol. 15, No. 4, 2001
Posted: 06 Sep 2005
Martin Scheicher, Alfred Lehar and Günter Strobl
European Central Bank (ECB), University of Calgary - Haskayne School of Business and University of Vienna - Department of Finance

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