Fabian Woebbeking

Halle Institute for Economic Research

P.O. Box 11 03 61

Kleine Maerkerstrasse 8

D-06017 Halle, 06108

Germany

http://https://www.iwh-halle.de/

Martin Luther University of Halle-Wittenberg

Emil-Abderhalden-Str. 7

Halle an der Saale

06099 Halle (Saale), DE Sachsen-Anhalt 06099

Germany

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 20,668

SSRN RANKINGS

Top 20,668

in Total Papers Downloads

4,716

SSRN CITATIONS
Rank 44,460

SSRN RANKINGS

Top 44,460

in Total Papers Citations

21

CROSSREF CITATIONS

0

Scholarly Papers (11)

1.

Tail-Risk Protection Trading Strategies

Number of pages: 25 Posted: 11 Dec 2015 Last Revised: 31 Jul 2018
Berlin School of Economics and Law, NVIDIA GmbH, Zurich University of Applied Sciences and Halle Institute for Economic Research
Downloads 1,416 (26,596)
Citation 3

Abstract:

Loading...

tail-risk protection, portfolio protection, extreme events, tail distributions, trading strategies

2.

Cryptocurrency Volatility Markets

Number of pages: 30 Posted: 30 Jun 2020 Last Revised: 03 May 2021
Fabian Woebbeking
Halle Institute for Economic Research
Downloads 840 (55,923)
Citation 3

Abstract:

Loading...

Cryptocurrency, Blockchain, Bitcoin, Volatility, Derivatives, Options, Liquidity, CVX, VIX, COVID-19

3.

"Let me get back to you" - A machine learning approach to measuring non-answers

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 46 Posted: 04 May 2020 Last Revised: 04 Apr 2022
Andreas Barth, Sasan Mansouri and Fabian Woebbeking
Goethe University Frankfurt - Department of Finance, University of Groningen - Faculty of Economics and Business and Halle Institute for Economic Research
Downloads 828 (57,037)
Citation 5

Abstract:

Loading...

Econlinguistics, textual analysis, natural language processing, multinomial inverse regression, MNIR, non-answers

4.

How to Talk Down Your Stock Performance

Number of pages: 41 Posted: 08 Mar 2019 Last Revised: 19 Jan 2021
Goethe University Frankfurt - Department of Finance, University of Groningen - Faculty of Economics and Business, Halle Institute for Economic Research and Goethe University Frankfurt
Downloads 582 (89,911)
Citation 1

Abstract:

Loading...

financial jargon, natural language processing, textual analysis, stock returns, implied volatility, information exchange, corporate disclosure, conference calls

5.

The London Whale

Number of pages: 11 Posted: 30 Jul 2018
Natalie Packham and Fabian Woebbeking
Berlin School of Economics and Law and Halle Institute for Economic Research
Downloads 313 (184,271)

Abstract:

Loading...

correlation stress testing, scenario selection, credit risk management, 'London Whale'

6.

A Factor-Model Approach for Correlation Scenarios and Correlation Stress Testing

Number of pages: 27 Posted: 16 Aug 2018 Last Revised: 21 Feb 2019
Natalie Packham and Fabian Woebbeking
Berlin School of Economics and Law and Halle Institute for Economic Research
Downloads 284 (204,027)
Citation 2

Abstract:

Loading...

Correlation Stress Testing, Scenario Selection, Market Risk, Correlation Risk, 'London Whale'

7.

Correlation Scenarios and Correlation Stress Testing

Number of pages: 24 Posted: 16 Jul 2021
Natalie Packham and Fabian Woebbeking
Berlin School of Economics and Law and Halle Institute for Economic Research
Downloads 180 (314,934)
Citation 1

Abstract:

Loading...

Keywords: Correlation stress testing, reverse stress testing, factor selection, scenario selection, Bayesian variable selection, market risk management

8.

Information Flow and Market Efficiency - Unintended Side Effects of the Plain Writing Act

Number of pages: 25 Posted: 29 Nov 2023
Andreas Barth, Sasan Mansouri and Fabian Woebbeking
Goethe University Frankfurt - Department of Finance, University of Groningen - Faculty of Economics and Business and Halle Institute for Economic Research
Downloads 154 (360,288)

Abstract:

Loading...

market efficiency, information asymmetry, earnings conference calls, plain writing act, textual analysis

9.

Market Discipline in Banking: the Role of Financial Analysts

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2023
Number of pages: 32 Posted: 31 Oct 2023 Last Revised: 11 Jan 2024
Andreas Barth, Sasan Mansouri and Fabian Woebbeking
Goethe University Frankfurt - Department of Finance, University of Groningen - Faculty of Economics and Business and Halle Institute for Economic Research
Downloads 60 (670,171)

Abstract:

Loading...

banks, bail-out, risk-taking, communication, DebtBERT, large language model, machine learning, natural language processing

10.

Stress Testing the Unknown - The Impact of Network Reconstruction on Systemic Risk Estimates

Number of pages: 27 Posted: 08 Mar 2019 Last Revised: 25 Jan 2020
Fabian Woebbeking
Halle Institute for Economic Research
Downloads 59 (675,760)

Abstract:

Loading...

systemic risk, network reconstruction, bank network structure, contagion

11.

Systemic Risk and Capital Adequacy

Posted: 12 Apr 2017 Last Revised: 31 Jul 2018
Fabian Woebbeking
Halle Institute for Economic Research

Abstract:

Loading...

Systemic Risk, Network Model, Bayesian Network Reconstruction, Contagion Transmission Channels, Bank Regulation, Regulatory Capital