Felix Irresberger

Durham University

Old Elvet

Mill Hill Lane

Durham, Durham DH1 3HP

United Kingdom

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 13,975

SSRN RANKINGS

Top 13,975

in Total Papers Downloads

4,921

SSRN CITATIONS
Rank 27,323

SSRN RANKINGS

Top 27,323

in Total Papers Citations

12

CROSSREF CITATIONS

21

Scholarly Papers (18)

1.

The Public Blockchain Ecosystem: An Empirical Analysis

NYU Stern School of Business
Number of pages: 44 Posted: 02 Jun 2020 Last Revised: 18 Apr 2021
Felix Irresberger, Kose John, Peter Mueller and Fahad Saleh
Durham University, New York University (NYU) - Department of Finance, University of Oklahoma - Michael F. Price College of Business and Wake Forest University - Schools of Business
Downloads 1,229 (23,188)
Citation 10

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Blockchain, Cryptoasset, Cryptocurrency, Scale, Security, Adoption, DeFi

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 576 (65,339)

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

3.

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 448 (88,874)

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Capital requirements, regulation, banks, risk, Basel III

4.

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 442 (90,258)
Citation 2

Abstract:

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cat bonds, insurance industry, systemic risk

5.

Coin Concentration of Proof-of-Stake Blockchains

Leeds University Business School Working Paper No. 19-04
Number of pages: 34 Posted: 02 Jan 2019
Felix Irresberger
Durham University
Downloads 296 (140,788)
Citation 6

Abstract:

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blockchain, proof-of-stake, decentralization, cryptoeconomics, simulation, digital platforms

6.

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 278 (150,221)
Citation 6

Abstract:

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Systemic risk, insurer size, interconnectedness, insurance

7.

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 269 (155,276)
Citation 1

Abstract:

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

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
Paderborn University, Durham University and University of Leipzig - Faculty of Economics and Management Science
Downloads 263 (158,909)

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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 228 (182,504)

Abstract:

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

10.

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 177 (229,559)
Citation 2

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Bank runs, depositor sentiment, bank deposits, deposit insurance

11.
Downloads 162 (247,314)
Citation 3

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 162 (247,763)
Citation 1

Abstract:

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Financial crises, insurance, investor sentiment

Crisis Sentiment in the U.S. Insurance Sector

Journal of Risk and Insurance, Vol. 84, Issue 4, pp. 1295-1330, 2017
Number of pages: 36 Posted: 05 Nov 2017
Felix Irresberger, Fee König and Gregor Nikolaus Felix Weiß
Durham University, Technical University of Dortmund and affiliation not provided to SSRN
Downloads 0

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12.

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 159 (251,234)

Abstract:

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Financial crisis, bank performance, investor sentiment

13.

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 132 (290,997)
Citation 1

Abstract:

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Asymmetry, coskewness, exchangeability, copula, diversification

14.

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 107 (338,414)
Citation 2

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Systemic Risk, Interconnectedness, Systemic Relevance, Financial Stability

15.

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

Leeds University Business School Working Paper No. 18-13
Number of pages: 57 Posted: 24 Jun 2018 Last Revised: 20 Jan 2020
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 67 (446,931)
Citation 1

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

16.

Are there 'winner-takes-it-all' effects in blockchain user adoption?

Number of pages: 37 Posted: 11 Oct 2021
Cathy Yi‐Hsuan Chen and Felix Irresberger
University of Glasgow, Adam Smith Business School and Durham University
Downloads 47 (525,783)

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blockchain, cryptocurrency, adoption, network effects, martingale

17.

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 41 (554,322)

Abstract:

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

18.

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

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Smart Contracts, Derivatives Pricing, Infrastructure Risk.