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Size is everything : explaining SIFI designations
Irresberger, Felix; Bierth, Christopher; Weiß, Gregor - In: Review of financial economics : RFE 32 (2017), pp. 7-19
Persistent link: https://www.econbiz.de/10011866250
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Explaining bank stock performance with crisis sentiment
Irresberger, Felix; Mühlnickel, Janina; Weiß, Gregor - In: Journal of banking & finance 59 (2015), pp. 311-329
Persistent link: https://www.econbiz.de/10011544560
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Liquidity tail risk and credit default swap spreads
Irresberger, Felix; Weiß, Gregor; Gabrysch, Janet; … - In: European journal of operational research : EJOR 269 (2018) 3, pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
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Crisis sentiment in the U.S. insurance sector
Irresberger, Felix; König, Fee Elisabeth; Weiß, Gregor - In: The journal of risk and insurance : the journal of the … 84 (2017) 4, pp. 1295-1330
Persistent link: https://www.econbiz.de/10011790104
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Testing asymmetry in dependence with copula-coskewness
Bücher, Axel; Irresberger, Felix; Weiß, Gregor - In: North American actuarial journal 21 (2017) 2, pp. 267-280
Persistent link: https://www.econbiz.de/10011858031
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A comparison of tail dependence estimators
Supper, Hendrik; Irresberger, Felix; Weiß, Gregor - In: European journal of operational research : EJOR 284 (2020) 2, pp. 728-742
Persistent link: https://www.econbiz.de/10012238789
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Bank stock performance and bank regulation around the globe
Pelster, Matthias; Irresberger, Felix; Weiß, Gregor - In: The European journal of finance 24 (2018) 1/3, pp. 77-113
Persistent link: https://www.econbiz.de/10012244281
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Identifying mixture copula components using outlier detection methods and goodness-of-fit tests
Weiß, Gregor - In: Journal of risk 16 (2013/2014) 4, pp. 61-101
Persistent link: https://www.econbiz.de/10013262930
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Do CDS spreads move with commonality in liquidity?
Meine, Christian; Supper, Hendrik; Weiß, Gregor - In: Review of derivatives research 18 (2015) 3, pp. 225-261
Persistent link: https://www.econbiz.de/10011477302
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An order of asymmetry in copulas, and implications for risk management
Siburg, Karl Friedrich; Stehling, Katharina; Stoimenov, … - In: Insurance / Mathematics & economics 68 (2016), pp. 241-247
Persistent link: https://www.econbiz.de/10011493850