Details about Benjamin Klaus

Access statistics for papers by Benjamin Klaus.

Last updated 2023-08-06. Update your information in the RePEc Author Service.

Short-id: pkl117

Working Papers

2019

1. Overcapacities in banking: measurements, trends and determinants
   Occasional Paper Series, European Central Bank View citations (6)
   See also Journal Article Overcapacities in banking: Measurement, trends and determinants, Economic Modelling, Elsevier (2020) View citations (2) (2020)

2017

2. A new database for financial crises in European countries
   ESRB Occasional Paper Series, European Systemic Risk Board View citations (96)
   Also in Occasional Paper Series, European Central Bank (2017) View citations (92)
3. How to Predict Financial Stress? An Assessment of Markov Switching Models
   Staff Working Papers, Bank of Canada View citations (15)
   Also in Working Paper Series, European Central Bank (2017) View citations (14)

2016

4. Dating Systemic Financial Stress Episodes in the EU Countries
   Staff Working Papers, Bank of Canada View citations (6)
   Also in Working Paper Series, European Central Bank (2015) View citations (30)
   See also Journal Article Dating systemic financial stress episodes in the EU countries, Journal of Financial Stability, Elsevier (2017) View citations (107) (2017)

2015

5. Euro area business cycles in turbulent times: convergence or decoupling?
   Working Paper Series, European Central Bank View citations (30)
   Also in Working papers, Banque de France (2014) View citations (6)
   See also Journal Article Euro Area business cycles in turbulent times: convergence or decoupling?, Applied Economics, Taylor & Francis Journals (2015) View citations (30) (2015)

2014

6. Commonality in hedge fund returns: driving factors and implications
   Working Paper Series, European Central Bank View citations (3)
   Also in Working papers, Banque de France (2012) View citations (4)
   See also Journal Article Commonality in hedge fund returns: Driving factors and implications, Journal of Banking & Finance, Elsevier (2015) View citations (8) (2015)
7. Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options
   ESRB Occasional Paper Series, European Systemic Risk Board View citations (88)

2009

8. Risk spillover among hedge funds: The role of redemptions and fund failures
   Working Paper Series, European Central Bank View citations (11)

Journal Articles

2023

1. Gauging the interplay between market liquidity and funding liquidity
   Financial Stability Review, 2023, 1

2022

2. Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress
   Journal of Banking & Finance, 2022, 138, (C) View citations (7)
3. Towards a framework for assessing systemic cyber risk
   Financial Stability Review, 2022, 2 View citations (1)

2021

4. Bank mergers and acquisitions in the euro area: drivers and implications for bank performance
   Financial Stability Review, 2021, 2 View citations (3)

2020

5. Overcapacities in banking: Measurement, trends and determinants
   Economic Modelling, 2020, 91, (C), 819-834 View citations (2)
   See also Working Paper Overcapacities in banking: measurements, trends and determinants, Occasional Paper Series (2019) View citations (6) (2019)

2018

6. The distribution of interest rate risk in the euro area
   Financial Stability Review, 2018, 1 View citations (1)

2017

7. Dating systemic financial stress episodes in the EU countries
   Journal of Financial Stability, 2017, 32, (C), 30-56 View citations (107)
   See also Working Paper Dating Systemic Financial Stress Episodes in the EU Countries, Staff Working Papers (2016) View citations (6) (2016)

2015

8. Commonality in hedge fund returns: Driving factors and implications
   Journal of Banking & Finance, 2015, 54, (C), 266-280 View citations (8)
   See also Working Paper Commonality in hedge fund returns: driving factors and implications, Working Paper Series (2014) View citations (3) (2014)
9. Euro Area business cycles in turbulent times: convergence or decoupling?
   Applied Economics, 2015, 47, (34-35), 3791-3815 View citations (30)
   See also Working Paper Euro area business cycles in turbulent times: convergence or decoupling?, Working Paper Series (2015) View citations (30) (2015)

2014

10. Capturing the Financial Cycle in Euro Area Countries
    Financial Stability Review, 2014, 2 View citations (23)

2013

11. Implicit State Guarantees Exacerbate Problem: Separated Banking System Alone Not a Solution
    DIW Economic Bulletin, 2013, 3, (6), 3-14
12. Implizite Staatsgarantien verschärfen die Probleme - Trennbankensystem allein ist keine Lösung
    DIW Wochenbericht, 2013, 80, (18), 3-15 View citations (1)