Felix Irresberger

Durham University

Old Elvet

Mill Hill Lane

Durham, Durham DH1 3HP

United Kingdom

SCHOLARLY PAPERS

22

DOWNLOADS
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Top 12,215

in Total Papers Downloads

7,456

SSRN CITATIONS
Rank 22,314

SSRN RANKINGS

Top 22,314

in Total Papers Citations

36

CROSSREF CITATIONS

21

Scholarly Papers (22)

1.

The Public Blockchain Ecosystem: An Empirical Analysis

NYU Stern School of Business
Number of pages: 30 Posted: 02 Jun 2020 Last Revised: 30 Sep 2023
Felix Irresberger, Kose John, Peter Mueller and Fahad Saleh
Durham University, New York University (NYU) - Department of Finance, Fordham University and University of Florida
Downloads 2,077 (14,470)
Citation 19

Abstract:

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Modern Blockchains, Smart Contracts, Proof-of-Stake, Decentralized Finance

2.

Characteristic Portfolios, Conditional Quantile Curves, and the Cross-Section of Option Returns

Number of pages: 51 Posted: 11 Jun 2021 Last Revised: 15 Nov 2021
Simon Fritzsch, Felix Irresberger and Gregor N. F. Weiss
University of Leipzig - Faculty of Economics and Management Science, Durham University and University of Leipzig - Faculty of Economics and Management Science
Downloads 793 (59,433)

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Option returns, implied volatility, machine learning, realized volatility, Volatility Risk Premium, volatility mispricing.

3.

Catastrophe Bonds and Systemic Risk

26th Australasian Finance and Banking Conference 2013
Number of pages: 38 Posted: 20 Aug 2013 Last Revised: 21 Aug 2013
Gregor N. F. Weiss, Denefa Bostandzic and Felix Irresberger
University of Leipzig - Faculty of Economics and Management Science, Heinrich Heine University Dusseldorf and Durham University
Downloads 561 (92,523)
Citation 4

Abstract:

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cat bonds, insurance industry, systemic risk

4.

Do Capital Requirements Make Banks Safer? Evidence From a Quasi-Natural Experiment

Leeds University Business School Working Paper No. 18-02
Number of pages: 37 Posted: 07 Oct 2017 Last Revised: 05 Jan 2021
Heinrich Heine University Dusseldorf, Durham University, Norges Bank and University of Leipzig - Faculty of Economics and Management Science
Downloads 556 (93,577)
Citation 6

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Capital requirements, regulation, banks, risk, Basel III

5.

Coin Concentration of Proof-of-Stake Blockchains

Economics Letters, Forthcoming
Number of pages: 9 Posted: 02 Jan 2019 Last Revised: 06 Jun 2023
Felix Irresberger and Ruomei Yang
Durham University and affiliation not provided to SSRN
Downloads 455 (119,359)
Citation 9

Abstract:

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blockchain, proof-of-stake, consensus, decentralization

6.

Shadow Insurance Usage and Capital Management in Life Insurance Groups

Fox School of Business Research Paper No. 16-022
Number of pages: 40 Posted: 27 Mar 2016 Last Revised: 09 Nov 2017
Felix Irresberger and Ying Peng
Durham University and Temple University - Risk Management & Insurance & Actuarial Science
Downloads 375 (149,040)
Citation 1

Abstract:

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Regulatory Arbitrage, Capital Management, Life Insurers, Shadow Insurance, Internal Capital Markets.

7.

Systemic Risk of Insurers Around the Globe

Number of pages: 39 Posted: 04 Apr 2014
Gregor N. F. Weiss, Christopher Bierth and Felix Irresberger
University of Leipzig - Faculty of Economics and Management Science, Technical University of Dortmund and Durham University
Downloads 309 (183,609)
Citation 9

Abstract:

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Systemic risk, insurer size, interconnectedness, insurance

8.

Bank Stock Performance and Bank Regulation Around the Globe

European Journal of Finance Vol. 24, Issue 2, pp. 77-113, 2018
Number of pages: 55 Posted: 05 Jun 2014 Last Revised: 25 Feb 2018
Matthias Pelster, Felix Irresberger and Gregor N. F. Weiss
University of Duisburg-Essen - Mercator School of Management, Durham University and University of Leipzig - Faculty of Economics and Management Science
Downloads 308 (184,176)

Abstract:

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Bank stock performance, bank regulation, capital, implicit bailout guarantee.

9.

Liquidity Tail Risk and Credit Default Swap Spreads

European Journal of Operational Research, Forthcoming
Number of pages: 46 Posted: 25 Jan 2016 Last Revised: 16 Feb 2018
Durham University, University of Leipzig - Faculty of Economics and Management Science, Technical University of Dortmund and Technical University of Dortmund
Downloads 260 (219,153)
Citation 3

Abstract:

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Credit default swaps, liquidity risk, copula, liquidity tail beta

10.

Blockchain for Cross-border Payments and Financial Inclusion: The Case of Stellar Network

Number of pages: 28 Posted: 27 Aug 2023 Last Revised: 02 Dec 2023
Xian Zhuo, Felix Irresberger and Denefa Bostandzic
Heinrich Heine University Duesseldorf, Durham University and Heinrich Heine University Dusseldorf
Downloads 257 (222,567)

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Blockchain, cross-border payment, stablecoin, financial inclusion, Africa

11.

Depositor Sentiment

Number of pages: 75 Posted: 09 Dec 2015
Felix Irresberger and Gregor N. F. Weiss
Durham University and University of Leipzig - Faculty of Economics and Management Science
Downloads 203 (277,601)
Citation 2

Abstract:

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Bank runs, depositor sentiment, bank deposits, deposit insurance

12.

Bitcoin Under the Microscope

British Accounting Review, Forthcoming
Number of pages: 40 Posted: 05 Jun 2023 Last Revised: 14 Jul 2023
Hossein Jahanshahloo, Felix Irresberger and Andrew Urquhart
Cardiff University, Durham University and University of Reading - ICMA Centre
Downloads 191 (293,401)
Citation 1

Abstract:

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Bitcoin, Cryptocurrencies, Blockchain, Miners, Transactions, Transparency

13.

Explaining Bank Stock Performance with Crisis Sentiment

Journal of Banking and Finance, Forthcoming
Number of pages: 52 Posted: 17 Jun 2015
Felix Irresberger, Janina Muhlnickel and Gregor N. F. Weiss
Durham University, Technical University of Dortmund and University of Leipzig - Faculty of Economics and Management Science
Downloads 187 (298,919)
Citation 2

Abstract:

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Financial crisis, bank performance, investor sentiment

14.

Crisis Sentiment in the U.S. Insurance Sector

Journal of Risk and Insurance, Forthcoming
Number of pages: 40 Posted: 11 Dec 2013 Last Revised: 23 Feb 2016
Felix Irresberger, Fee König and Gregor N. F. Weiss
Durham University, Technical University of Dortmund and University of Leipzig - Faculty of Economics and Management Science
Downloads 187 (298,919)
Citation 2

Abstract:

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Financial crises, insurance, investor sentiment

15.

Testing Asymmetry in Dependence with Copula-Coskewness

Number of pages: 20 Posted: 02 May 2016 Last Revised: 15 Jan 2017
Axel Bücher, Felix Irresberger and Gregor N. F. Weiss
Ruhr University of Bochum, Durham University and University of Leipzig - Faculty of Economics and Management Science
Downloads 154 (353,663)
Citation 1

Abstract:

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Asymmetry, coskewness, exchangeability, copula, diversification

16.

CEOs' Perceived Personalities and Firm Policies: A Video-Based Analysis

Number of pages: 48 Posted: 13 Jun 2023
University of Leipzig - Faculty of Economics and Management Science, Heinrich Heine University Dusseldorf, Durham University, Leipzig University and University of Leipzig - Faculty of Economics and Management Science
Downloads 138 (385,974)

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CEO personality, Video Data, Big Five Traits, Firm performance

17.

Size Is Everything: Explaining SIFI Designations

Review of Financial Economics, Forthcoming
Number of pages: 39 Posted: 19 Sep 2016 Last Revised: 22 Sep 2016
Felix Irresberger, Christopher Bierth and Gregor N. F. Weiss
Durham University, Technical University of Dortmund and University of Leipzig - Faculty of Economics and Management Science
Downloads 131 (402,160)
Citation 2

Abstract:

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Systemic Risk, Interconnectedness, Systemic Relevance, Financial Stability

18.

Are There 'Winner-Takes-It-All' Effects in Blockchain User Adoption?

Number of pages: 41 Posted: 11 Oct 2021 Last Revised: 18 Jul 2022
Cathy Yi‐Hsuan Chen and Felix Irresberger
University of Glasgow, Adam Smith Business School and Durham University
Downloads 123 (421,676)

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blockchain, tokenomics, adoption, network effects, martingale

19.

Bank Size and Household Financial Sentiment: Surprising Evidence from University of Michigan Surveys of Consumers

Leeds University Business School Working Paper No. 18-13, Journal of Money, Credit, and Banking (JMCB), 2020, Vol. 52, pp.149-191.
Number of pages: 57 Posted: 24 Jun 2018 Last Revised: 10 Nov 2022
Allen N. Berger, Felix Irresberger and Raluca A. Roman
University of South Carolina - Darla Moore School of Business, Durham University and Federal Reserve Bank of Philadelphia
Downloads 86 (539,762)
Citation 3

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Households, Financial Constraints, Financial Sentiment, Small Banks, Large Banks, Banking Market Structure

20.

Bank Size and Household Financial Sentiment: Surprising Evidence from the University of Michigan Surveys of Consumers

FRB of Philadelphia Working Paper No. 19-4
Number of pages: 69 Posted: 15 Jan 2019 Last Revised: 21 Feb 2019
Allen N. Berger, Felix Irresberger and Raluca A. Roman
University of South Carolina - Darla Moore School of Business, Durham University and Federal Reserve Bank of Philadelphia
Downloads 74 (589,532)

Abstract:

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households, financial sentiment, small banks, large banks, banking market structure

21.

The 2008 Short-Selling Ban's Impact on Tail Risk

Number of pages: 38 Posted: 03 Jan 2024
Leipzig University, affiliation not provided to SSRN, Durham University, University of Leipzig - Faculty of Economics and Management Science and University of Liverpool
Downloads 31 (853,927)

Abstract:

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Short-selling ban, tail risk, financial stability, financial crisis

22.

Smart Contracts and Infrastructure Risk Premia

Posted: 11 Oct 2021
Karen Elliott, Felix Irresberger and Julian M. Williams
Newcastle University Business School, Durham University and Durham Business School

Abstract:

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Smart Contracts, Derivatives Pricing, Infrastructure Risk.