Christian Kubitza

University of Bonn - Institute for Financial Economics and Statistics

Regina-Pacis-Weg 3

Postfach 2220

Bonn, D-53012

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

601

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Rising Interest Rates and Liquidity Risk in the Life Insurance Sector

ICIR Working Paper Series No. 29/17
Number of pages: 71 Posted: 31 Jul 2017 Last Revised: 03 Mar 2019
Christian Kubitza, Elia Berdin and Helmut Gr√ľndl
University of Bonn - Institute for Financial Economics and Statistics, Generali & International Center for Insurance Regulation and Goethe University Frankfurt - Department of Finance
Downloads 268 (124,663)
Citation 4

Abstract:

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Insurance companies, Liquidity risk, Systemic risk, Monetary policy transmission, Financial stability, Mark-to-market accounting

2.

Persistent Systemic Risk

Number of pages: 2 Posted: 25 Oct 2016 Last Revised: 04 May 2020
Christian Kubitza
University of Bonn - Institute for Financial Economics and Statistics
Downloads 148 (215,595)

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Financial Crises, Systemic Risk, Fire Sales, Asset Price Bubbles, CoVaR, MES

3.

Pitfalls of Central Clearing in the Presence of Systematic Risk

SAFE Working Paper No. 235
Number of pages: 79 Posted: 06 Nov 2018 Last Revised: 17 Sep 2019
Christian Kubitza, Loriana Pelizzon and Mila Getmansky Sherman
University of Bonn - Institute for Financial Economics and Statistics, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Downloads 131 (237,641)
Citation 1

Abstract:

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Central Clearing, Counterparty Risk, Systematic Risk, OTC markets, Derivatives, Margin

4.

Financial Literacy and Precautionary Insurance

Number of pages: 41 Posted: 23 Apr 2019 Last Revised: 24 Mar 2020
Christian Kubitza, Annette Hofmann and Petra Steinorth
University of Bonn - Institute for Financial Economics and Statistics, St. John's University - Peter J. Tobin College of Business and University of Hamburg - Institute for Risk Management and Insurance
Downloads 54 (407,504)

Abstract:

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financial literacy, insurance demand, prudence, precautionary insurance

5.

Constrained Efficient Equilibria in Selection Markets with Continuous Types

Posted: 10 Dec 2018 Last Revised: 27 Jun 2020
Irina Gemmo, Christian Kubitza and Casey Rothschild
ETH Zurich, University of Bonn - Institute for Financial Economics and Statistics and Wellesley College

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Asymmetric and private information; adverse selection; insurance markets; equilibrium existence