Benjamin Klaus - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2009

Title Other author(s)

How to Predict Financial Stress? An Assessment of Markov Switching Models

Bank of Canada Working papers [View] (Paper: 2017-32, 05.08.2017)

JEL: C54, G01, G15

A new database for financial crises in European countries

European Systemic Risk Board Occasional papers [View] (Paper: OP13, 31.07.2017)

JEL: E44, E58, E60, G01, H12

How to predict financial stress? An assessment of Markov switching models

European Central Bank Working papers [View] (Paper: 2057, 08.05.2017)

JEL: C54, G01, G15

Dating Systemic Financial Stress Episodes in the EU Countries

Bank of Canada Working papers [View] (Paper: 2016-11, 18.03.2016)

JEL: C54, G01, G15

Dating systemic financial stress episodes in the EU countries

European Central Bank Working papers [View] (Paper: 1873, 15.12.2015)

JEL: C54, G01, G15

Euro area business cycles in turbulent times: convergence or decoupling?

European Central Bank Working papers [View] (Paper: 1819, 28.06.2015)

JEL: C51, E32, O52

Euro Area business cycles in turbulent times: convergence or decoupling?

Bank of France Working Papers [View] (Paper: 522, 13.11.2014)

JEL: C51, E32, O52

Commonality in hedge fund returns: driving factors and implications, Journal of Banking and Finance (forthcoming)

European Central Bank Working papers [View] (Paper: 1658, 17.03.2014)

Risk spillover among hedge funds: The role of redemptions and fund failures

European Central Bank Working papers [View] (Paper: 1112, 17.11.2009)

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2009