Benjamin Klaus

European Central Bank (ECB)

Frankfurt

Germany

SCHOLARLY PAPERS

8

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1,030

SSRN CITATIONS
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Top 15,993

in Total Papers Citations

9

CROSSREF CITATIONS

60

Scholarly Papers (8)

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:

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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 213 (197,206)
Citation 14

Abstract:

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

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)

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Hedge Funds, Survival Analysis, Risk Spillover, Diversification

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

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

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)

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

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)

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

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)

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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 (715,108)
Citation 20

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Hierarchical factor models; International business cycles; Synchronization and Convergence

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
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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banking regulation, countercyclical capital buffer, systemic risk