Jacob Kleinow

Freiberg University

Research Associate

Lessingstr. 45

Freiberg, 09596

Germany

http://www.tu-freiberg.de

National University of Colombia

Carrera 30 45-03

Bogota, None

Colombia

SCHOLARLY PAPERS

6

DOWNLOADS

176

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Measuring Systemic Risk: A Comparison of Alternative Market-Based Approaches

Finance Research Letters, Vol. 21, pp. 40-46, 2017
Number of pages: 15 Posted: 27 Nov 2015 Last Revised: 27 Mar 2020
, University of Edinburgh, Clarmont Graduate University and University of Vaasa
Downloads 176 (185,099)
Citation 2

Abstract:

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systemic risk, marginal expected shortfall, codependence risk, delta conditional value at risk, lower tail dependence, bank risk-taking, financial crisis

2.

Civil Liability of Credit Rating Companies: Quantitative Aspects of Damage Assessment from an Economic Viewpoint

Forthcoming, Special Issue of International and Comparative Corporate Law Journal, on Civil Liability of Credit Rating Agencies in the European Union - Selected Legal and Economic Aspects, edited by Gudula Deipenbrock and Mads Andenas
Posted: 09 Jan 2015 Last Revised: 08 Dec 2015
Jacob Kleinow

Abstract:

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3.

Determinants of Systemically Important Banks: The Case of Europe

Journal of Finanical Economic Policy 7 (4)
Posted: 29 Nov 2014 Last Revised: 08 Dec 2015
Jacob Kleinow and Tobias Nell
and Freiberg University of Technology

Abstract:

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too big to fail, systemic risk, determinants, financial crisis, bank, SIFI, Europe

4.

Analysis of Infrastructure Financing via Debt Funds in the European Union

Journal of Management, Procurement and Law, 6/2014
Posted: 19 Feb 2014 Last Revised: 05 Jan 2017
Marcel Gawlitta and Jacob Kleinow
Freiberg University of Mining and Technology and

Abstract:

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infrastructure planning; European Union (EU), debt fund, AIFMD, regulation

5.

The Impact of State Guarantees on Banks’ Ratings and Risk Behaviour

Journal of Governance and Regulation, Forthcoming
Posted: 09 Feb 2014 Last Revised: 08 Dec 2015
Jacob Kleinow and Andreas Horsch
and Freiberg University

Abstract:

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TBTF, SIFI, rating, systemic risk, moral hazard, implicit guarantee

6.

The Value of Being Systemically Important: Event Study on Regulatory Announcements for Banks

Applied Financial Economics, Vol. 24 (24), 2014, p. 1585-1604
Posted: 23 Jan 2014 Last Revised: 08 Dec 2015
, Freiberg University of Technology, Freiberg University of Technology and Freiberg University

Abstract:

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too big to fail, systemic risk, moral hazard, financial crisis, bailout, banking regulation

Other Papers (2)

Total Downloads: 0
1.

Systemically Important Financial Institutions in Latin America - A Primer

Brazilian Journal of Political Economy (Forthcoming)
Posted: 28 May 2014 Last Revised: 08 Dec 2015
, National University of Colombia - Department of Economics and Freiberg University

Abstract:

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Latin America, SIFI, systemic risk, too-big-to-fail, instability, banking regulation

2.

Determinants of Systemically Important Banks in Latin America

27th Australasian Finance and Banking Conference 2014 Paper
Posted: 28 May 2014 Last Revised: 22 Mar 2015
, Freiberg University and National University of Colombia - Department of Economics

Abstract:

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too big to fail; systemic risk; Latin America; SIFI; marginal expected shortfall (MES); conditional value at risk (CoVaR)