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Details about Benjamin Klaus

E-mail:
Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Benjamin Klaus.

Last updated 2018-10-02. Update your information in the RePEc Author Service.

Short-id: pkl117


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Working Papers

2017

  1. A new database for financial crises in European countries
    Occasional Paper Series, European Central Bank Downloads View citations (18)
  2. How to Predict Financial Stress? An Assessment of Markov Switching Models
    Staff Working Papers, Bank of Canada Downloads View citations (1)
    Also in Working Paper Series, European Central Bank (2017) Downloads View citations (3)

2016

  1. Dating Systemic Financial Stress Episodes in the EU Countries
    Staff Working Papers, Bank of Canada Downloads View citations (5)
    Also in Working Paper Series, European Central Bank (2015) Downloads View citations (11)

    See also Journal Article in Journal of Financial Stability (2017)

2015

  1. Euro area business cycles in turbulent times: convergence or decoupling?
    Working Paper Series, European Central Bank Downloads View citations (14)
    Also in Working papers, Banque de France (2014) Downloads View citations (5)

2014

  1. Commonality in hedge fund returns: driving factors and implications
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in Working papers, Banque de France (2012) Downloads View citations (3)

    See also Journal Article in Journal of Banking & Finance (2015)
  2. Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options
    ESRB Occasional Paper Series, European Systemic Risk Board Downloads View citations (47)

2009

  1. Risk spillover among hedge funds: The role of redemptions and fund failures
    Working Paper Series, European Central Bank Downloads View citations (10)

Journal Articles

2018

  1. The distribution of interest rate risk in the euro area
    Financial Stability Review, 2018, 1 Downloads

2017

  1. Dating systemic financial stress episodes in the EU countries
    Journal of Financial Stability, 2017, 32, (C), 30-56 Downloads View citations (17)
    See also Working Paper (2016)

2015

  1. Commonality in hedge fund returns: Driving factors and implications
    Journal of Banking & Finance, 2015, 54, (C), 266-280 Downloads View citations (3)
    See also Working Paper (2014)

2014

  1. Capturing the Financial Cycle in Euro Area Countries
    Financial Stability Review, 2014, 2 Downloads View citations (15)

2013

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