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

DOWNLOADS
Rank 3,601

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Top 3,601

in Total Papers Downloads

10,905

SSRN CITATIONS
Rank 4,577

SSRN RANKINGS

Top 4,577

in Total Papers Citations

144

CROSSREF CITATIONS

95

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 3,221 (3,405)
Citation 104

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 1,793 (9,121)
Citation 57

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 1,533 (11,736)

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 972 (23,514)
Citation 66

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 821 (29,933)
Citation 1

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 757 (33,420)
Citation 19

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 613 (44,480)
Citation 7

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 528 (53,925)
Citation 2

Abstract:

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Chinese walls, analyst forecasts, universal banking

9.

Bitcoin Microstructure and the Kimchi Premium

Number of pages: 42 Posted: 18 Jun 2018 Last Revised: 14 Jan 2020
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 253 (125,516)
Citation 6

Abstract:

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Bitcoin, Limits to Arbitrage, Cryptocurrencies, Fintech

10.

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 190 (165,243)
Citation 2

Abstract:

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11.

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 128 (230,359)
Citation 3

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 82 (311,798)
Citation 1

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 14 (578,047)

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 University of Vienna - Department of Finance

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