Benjamin Klaus

European Central Bank (ECB)

Frankfurt

Germany

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SCHOLARLY PAPERS

8

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1,030

SSRN CITATIONS

9

CROSSREF CITATIONS

60

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Scholarly Papers (8)

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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 254 (166,827)

Citation 11

Abstract:

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 213 (197,206)

Citation 14

Abstract:

3.

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 171 (239,435)

Abstract:

4.

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 170 (240,623)

Citation 2

Abstract:

5.

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 77 (419,746)

Abstract:

6.

Overcapacities in Banking: Measurements, Trends and Determinants

Number of pages: 47 Posted: 11 Nov 2019

Sándor Gardó and Benjamin Klaus

European Central Bank (ECB) and European Central Bank (ECB)

Downloads 56 (493,434)

Abstract:

7.

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

Downloads 47 (532,009)

Citation 18

2

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 27 (659,781)

Abstract:

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 (715,108)

Citation 20

Abstract:

8.

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

Carsten Detken, Olaf Weeken, Lucia Alessi, Diana Bonfim, Miguel Boucinha, Christian Castro, Sebastian Frontczak, Gaston Giordana, Julia Giese, Nadya Wildmann, Jan Kakes, Benjamin Klaus, Jan Hannes Lang, Natalia Puzanova and Peter Welz

European Central Bank (ECB), ESRB Secretariat, 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 42 (555,956)

Citation 10

Abstract:

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