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Alfred Lehar
Alfred Lehar
Haskayne School of Business, University of Calgary
Verified email at ucalgary.ca - Homepage
Title
Cited by
Cited by
Year
Risk assessment for banking systems
H Elsinger, A Lehar, M Summer
Management science 52 (9), 1301-1314, 2006
9912006
Measuring systemic risk: A risk management approach
A Lehar
Journal of Banking & Finance 29 (10), 2577-2603, 2005
7962005
Macroprudential capital requirements and systemic risk
C Gauthier, A Lehar, M Souissi
Journal of Financial Intermediation 21 (4), 594-618, 2012
483*2012
Using market information for banking system risk assessment
H Elsinger, A Lehar, M Summer
International Journal of Central Banking 2 (1), 137-165, 2006
2542006
GARCH vs. stochastic volatility: Option pricing and risk management
A Lehar, M Scheicher, C Schittenkopf
Journal of banking & finance 26 (2-3), 323-345, 2002
1792002
Value-at-risk vs. building block regulation in banking
T Dangl, A Lehar
Journal of Financial Intermediation 13 (2), 96-131, 2004
118*2004
Systemically important banks: an analysis for the European banking system
H Elsinger, A Lehar, M Summer
International Economics and Economic Policy 3, 73-89, 2006
104*2006
Decentralized exchanges
A Lehar, CA Parlour
Available at SSRN 3905316, 2021
1032021
Macroprudential policy: A review
ME Kahou, A Lehar
Journal of financial stability 29, 92-105, 2017
962017
Network models and systemic risk assessment
H Elsinger, A Lehar, M Summer
Handbook on Systemic Risk 1 (1), 287-305, 2013
812013
Bitcoin microstructure and the kimchi premium
KJ Choi, A Lehar, R Stauffer
Available at SSRN 3189051, 2022
522022
Miner collusion and the bitcoin protocol
A Lehar, CA Parlour
Available at SSRN 3559894, 2020
512020
Imperfect Renegotiations in Interbank Financial Networks
A David, A Lehar
Management Science, 2017
39*2017
Chinese walls in German banks
A Lehar, O Randl
Review of Finance 10 (2), 301-320, 2006
342006
Risikoadjustierte Performancemessung in Banken-Konzepte zur Risiko-Ertragssteuerung (Teil 1)
A Lehar, F Welt, C Wiesmayr, J Zechner
Österreichisches Bankarchiv 46 (1998), 857-862, 1998
331998
Systemic risk monitor: Risk assessment and stress testing for the austrian banking system
M Boss, T Breuer, H Elsinger, G Krenn, A Lehar, C Puhr, M Summer
Internal technical document. OeNB, 2006
232006
Using price information as an instrument of market discipline in regulating bank risk
A Lehar, D Seppi, G Strobl
Working Paper, University of North Carolina, 2005
212005
Eine neue Methode zur Risikoeinschaetzung von Interbankenkrediten
H Elsinger, A Lehar, M Summer
Finanzmarktstabilitaetsbericht 3, 83-96, 2002
21*2002
Systemic fragility in decentralized markets
A Lehar, CA Parlour
Available at SSRN, 2022
202022
Why one facility does not fit all? Flexibility and signalling in the Discount Window and TAF
C Gauthier, A Lehar, HP Saiz, M Souissi
Bank of Canada Working Paper, 2014
17*2014
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Articles 1–20