Alfred Lehar

University of Calgary - Haskayne School of Business

Assistant Professor

2500 University Drive, NW

Calgary, Alberta T2N 1N4

Canada

http://homepages.ucalgary.ca/~alehar/

SCHOLARLY PAPERS

14

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Top 3,448

in Total Papers Downloads

10,729

SSRN RANKINGS

Top 3,078

in Total Papers Citations

179

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Scholarly Papers (14)

1.

Risk Assessment for Banking Systems

14th Annual Utah Winter Finance Conference Paper; EFA 2003 Annual Conference Paper No. 437
Number of pages: 37 Posted: 25 Aug 2004
Helmut Elsinger, Alfred Lehar and Martin Summer
Austrian National Bank - Economic Studies Division, University of Calgary - Haskayne School of Business and Oesterreichische Nationalbank (OeNB)
Downloads 3,197 (3,182)

Abstract:

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Systemic Risk, Financial Stability, Risk Management, Inter-bank Market

2.

Measuring Systemic Risk: A Risk Management Approach

EFA 2003 Annual Conference Paper No. 406
Number of pages: 37 Posted: 26 Jul 2003 Last Revised: 17 Mar 2011
Alfred Lehar
University of Calgary - Haskayne School of Business
Downloads 1,777 (8,618)

Abstract:

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3.

Value-at-Risk vs. Building Block Regulation in Banking

EFA 2001 Barcelona Meetings; AFA 2001 New Orleans Meetings
Number of pages: 55 Posted: 28 Oct 2000
Thomas Dangl and Alfred Lehar
Vienna University of Technology and University of Calgary - Haskayne School of Business
Downloads 1,529 (10,995)

Abstract:

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4.

Using Market Information for Banking System Risk Assessment

Number of pages: 41 Posted: 30 Aug 2005
Helmut Elsinger, Alfred Lehar and Martin Summer
Austrian National Bank - Economic Studies Division, University of Calgary - Haskayne School of Business and Oesterreichische Nationalbank (OeNB)
Downloads 945 (23,001)

Abstract:

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Systemic Risk, Financial Stability, Risk Management, Interbank Market

5.

Alternative Value-at-Risk Models for Options

EFMA 2000 Athens
Number of pages: 42 Posted: 06 Nov 2000
Alfred Lehar
University of Calgary - Haskayne School of Business
Downloads 819 (28,298)

Abstract:

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6.

Macroprudential Capital Requirements and Systemic Risk

Number of pages: 35 Posted: 23 Aug 2010 Last Revised: 23 Dec 2010
Celine Gauthier, Alfred Lehar and Moez Souissi
Government of Canada - Bank of Canada, University of Calgary - Haskayne School of Business and Government of Canada - Bank of Canada
Downloads 747 (32,077)

Abstract:

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Systemic Risk, Financial Stability, Bank regulation, Risk Management, Inter-bank Market

7.

Imperfect Renegotiations in Interbank Financial Networks

Management Science, Forthcoming
Number of pages: 38 Posted: 25 Mar 2008 Last Revised: 26 May 2017
Alexander David and Alfred Lehar
University of Calgary - Haskayne School of Business and University of Calgary - Haskayne School of Business
Downloads 608 (42,258)

Abstract:

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Systemic risk; interbank financial networks; renegotiation breakdowns; derivatives

8.

Chinese Walls in German Banks

EFA 2003 Annual Conference Paper No. 488
Number of pages: 35 Posted: 01 Aug 2003
Otto Randl and Alfred Lehar
WU Vienna University of Economics and Business and University of Calgary - Haskayne School of Business
Downloads 525 (51,118)

Abstract:

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Chinese walls, analyst forecasts, universal banking

9.

Using Price Information as an Instrument of Market Discipline in Regulating Bank Risk

Number of pages: 42 Posted: 27 Mar 2008
Duane J. Seppi, Alfred Lehar and Günter Strobl
Carnegie Mellon University - David A. Tepper School of Business, University of Calgary - Haskayne School of Business and Frankfurt School of Finance & Management
Downloads 189 (157,179)

Abstract:

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10.

Bitcoin Microstructure and the Kimchi Premium

Number of pages: 36 Posted: 18 Jun 2018
Kyoung Jin Choi, Alfred Lehar and Ryan Stauffer
University of Calgary - Haskayne School of Business, University of Calgary - Haskayne School of Business and University of Calgary - Haskayne School of Business
Downloads 188 (157,963)

Abstract:

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Bitcoin, Limits to Arbitrage, Cryptocurrencies, Fintech

11.

Industry Structure and the Strategic Provision of Trade Credit by Upstream Firms

Number of pages: 44 Posted: 08 Sep 2012 Last Revised: 28 Jul 2016
Alfred Lehar, Yang Song and Lasheng Yuan
University of Calgary - Haskayne School of Business, University of Calgary - Department of Economics and University of Calgary - Department of Economics
Downloads 111 (242,454)

Abstract:

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Trade Credit, Vendor Financing, Product Market Competition, Price Discrimination, Supply Chains

12.

Macroprudential Policy: A Review

SPP Research Paper No. 8-34
Number of pages: 37 Posted: 22 Nov 2015
Mahdi Ebrahimi Kahou and Alfred Lehar
Independent and University of Calgary - Haskayne School of Business
Downloads 81 (297,689)

Abstract:

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macroprudential, macro-base financial, macroprudential policies

13.

Macroprudential Policy: A Summary

The School of Public Policy Publications, Volume 8, Issue 9, May 2016
Number of pages: 5 Posted: 04 Dec 2017
Mahdi Ebrahimi Kahou and Alfred Lehar
Independent and University of Calgary - Haskayne School of Business
Downloads 13 (552,963)

Abstract:

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14.

Trade Versus Time Series Based Volatility Forecasts: Evidence from the Austrian Stock Market

Financial Markets and Portfolio Management, Vol. 15, No. 4, 2001
Posted: 06 Sep 2005
Martin Scheicher, Alfred Lehar and Günter Strobl
European Central Bank (ECB), University of Calgary - Haskayne School of Business and Frankfurt School of Finance & Management

Abstract:

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