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Alfred Lehar

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This is information that was supplied by Alfred Lehar in registering through RePEc. If you are Alfred Lehar , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Alfred
Middle Name:
Last Name: Lehar
Suffix:

RePEc Short-ID: ple148

Email:
Homepage: http://www.bwl.univie.ac.at/bwl/fiwi3/members/lehar/lehar.html
Postal Address: Universit├Ąt Wien Bruenner Strasse 72 A1210 Wien Austria-Europe
Phone: +43 1 4277 38077

Affiliation

Universit├Ąt Wien (University of Vienna)
Homepage: http://www.univie.ac.at
Location: Austria, Wien

Works

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Working papers

  1. Celine Gauthier & Alfred Lehar & Moez Souissi, 2010. "Macroprudential Regulation and Systemic Capital Requirements," Working Papers, Bank of Canada 10-4, Bank of Canada.
  2. Elsinger, Helmut & Lehar, Alfred & Summer, Martin, 2005. "Using Market Information for Banking System Risk Assessment," MPRA Paper, University Library of Munich, Germany 817, University Library of Munich, Germany.
  3. Helmut Elsinger & Alfred Lehar & Martin Summer, 2002. "Risk Assessment for Banking Systems," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) 79, Oesterreichische Nationalbank (Austrian Central Bank).
  4. Alfred Lehar, 2000. "Alternative Value-At-Risk Models For Options," Computing in Economics and Finance 2000, Society for Computational Economics 99, Society for Computational Economics.

Articles

  1. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Systemically important banks: an analysis for the European banking system," International Economics and Economic Policy, Springer, Springer, vol. 3(1), pages 73-89, April.
  2. Alfred Lehar & Otto Randl, 2006. "Chinese Walls in German Banks," Review of Finance, European Finance Association, European Finance Association, vol. 10(2), pages 301-320.
  3. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Using Market Information for Banking System Risk Assessment," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
  4. Lehar, Alfred, 2005. "Measuring systemic risk: A risk management approach," Journal of Banking & Finance, Elsevier, Elsevier, vol. 29(10), pages 2577-2603, October.
  5. Dangl, Thomas & Lehar, Alfred, 2004. "Value-at-risk vs. building block regulation in banking," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 13(2), pages 96-131, April.
  6. Lehar, Alfred & Scheicher, Martin & Schittenkopf, Christian, 2002. "GARCH vs. stochastic volatility: Option pricing and risk management," Journal of Banking & Finance, Elsevier, Elsevier, vol. 26(2-3), pages 323-345, March.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2006-11-25 2010-02-13. Author is listed
  2. NEP-REG: Regulation (1) 2010-02-13. Author is listed
  3. NEP-RMG: Risk Management (2) 2006-11-25 2010-02-13. Author is listed

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