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

18

DOWNLOADS
Rank 3,961

SSRN RANKINGS

Top 3,961

in Total Papers Downloads

14,039

SSRN CITATIONS
Rank 4,536

SSRN RANKINGS

Top 4,536

in Total Papers Citations

184

CROSSREF CITATIONS

112

Scholarly Papers (18)

1.

Risk Assessment for Banking Systems

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 3,296 (5,053)
Citation 128

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 1,874 (12,559)
Citation 62

Abstract:

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3.

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

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 1,541 (17,048)
Citation 2

Abstract:

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4.

Decentralized Exchanges

Number of pages: 46 Posted: 16 Aug 2021 Last Revised: 17 Jul 2022
Alfred Lehar and Christine A. Parlour
University of Calgary - Haskayne School of Business and University of California, Berkeley - Finance Group
Downloads 1,284 (22,393)

Abstract:

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Blockchain, Decentralized Finance, Automated Market Maker

5.

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 1,091 (28,423)
Citation 69

Abstract:

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Systemic Risk, Financial Stability, Risk Management, Interbank Market

6.

Alternative Value-at-Risk Models for Options

Number of pages: 42 Posted: 06 Nov 2000
Alfred Lehar
University of Calgary - Haskayne School of Business
Downloads 834 (41,500)
Citation 1

Abstract:

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7.

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 780 (45,359)
Citation 26

Abstract:

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

8.

Bitcoin Microstructure and the Kimchi Premium

Number of pages: 40 Posted: 18 Jun 2018 Last Revised: 05 Jan 2022
Kyoung Jin Choi, Alfred Lehar and Ryan Stauffer
University of Calgary - Haskayne School of Business, University of Calgary - Haskayne School of Business and Bucknell University - Freeman College of Management
Downloads 640 (58,835)
Citation 11

Abstract:

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Bitcoin, Limits to Arbitrage, Cryptocurrencies, Fintech

9.

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
Haskayne School of Business, University of Calgary and University of Calgary - Haskayne School of Business
Downloads 634 (59,539)
Citation 10

Abstract:

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Systemic risk; interbank financial networks; renegotiation breakdowns; derivatives

10.

Miner Collusion and the BitCoin Protocol

Number of pages: 39 Posted: 17 Apr 2020 Last Revised: 10 May 2021
Alfred Lehar and Christine A. Parlour
University of Calgary - Haskayne School of Business and University of California, Berkeley - Finance Group
Downloads 595 (64,538)
Citation 12

Abstract:

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Bitcoin, Transaction Costs, Block-chain, Decentralized Finance

11.

Chinese Walls in German Banks

Number of pages: 35 Posted: 01 Aug 2003
Otto Randl and Alfred Lehar
Vienna University of Economics and Business and University of Calgary - Haskayne School of Business
Downloads 574 (67,610)
Citation 3

Abstract:

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Chinese walls, analyst forecasts, universal banking

12.

A Proposal for a Canadian CBDC

Number of pages: 39 Posted: 18 Feb 2021
University of Calgary - Haskayne School of Business, University of Calgary - Department of Computer Science, University of Calgary - Haskayne School of Business, University of Calgary - Department of Computer Science and University of Calgary - Department of Computer Science
Downloads 337 (126,274)
Citation 3

Abstract:

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13.

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 University of Vienna - Department of Finance
Downloads 201 (210,726)
Citation 2

Abstract:

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14.

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

Number of pages: 70 Posted: 08 Sep 2012 Last Revised: 11 Jan 2020
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 198 (213,550)
Citation 3

Abstract:

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

15.

Macroprudential Policy: A Review

SPP Research Paper No. 8-34
Number of pages: 37 Posted: 22 Nov 2015
IndependentUniversity of Calgary - Haskayne School of Business and University of Calgary - Haskayne School of Business
Downloads 95 (374,641)
Citation 2

Abstract:

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macroprudential, macro-base financial, macroprudential policies

16.

Systemic Fragility in Decentralized Markets

Number of pages: 27 Posted: 25 Jul 2022
Alfred Lehar and Christine A. Parlour
University of Calgary - Haskayne School of Business and University of California, Berkeley - Finance Group
Downloads 46 (547,878)

Abstract:

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Decentralized Lending, Blockchain, Decentralized Finance, Systemic Risk

17.

Macroprudential Policy: A Summary

The School of Public Policy Publications, Volume 8, Issue 9, May 2016
Number of pages: 5 Posted: 04 Dec 2017
IndependentUniversity of Calgary - Haskayne School of Business and University of Calgary - Haskayne School of Business
Downloads 19 (710,375)

Abstract:

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18.

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 University of Vienna - Department of Finance

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