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Alfred Lehar

Personal Details

First Name:Alfred
Middle Name:
Last Name:Lehar
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RePEc Short-ID:ple148
http://www.bwl.univie.ac.at/bwl/fiwi3/members/lehar/lehar.html
Universität Wien Bruenner Strasse 72 A1210 Wien Austria-Europe
+43 1 4277 38077

Affiliation

Universität Wien (University of Vienna)

http://www.univie.ac.at
Austria, Wien

Research output

as
Jump to: Working papers Articles

Working papers

  1. Céline Gauthier & Alfred Lehar & Héctor Pérez Saiz & Moez Souissi, 2015. "Emergency Liquidity Facilities, Signalling and Funding Costs," Staff Working Papers 15-44, Bank of Canada.
  2. Celine Gauthier & Alfred Lehar & Moez Souissi, 2010. "Macroprudential Regulation and Systemic Capital Requirements," Staff Working Papers 10-4, Bank of Canada.
  3. Elsinger, Helmut & Lehar, Alfred & Summer, Martin, 2005. "Using Market Information for Banking System Risk Assessment," MPRA Paper 817, University Library of Munich, Germany.
  4. Alfred Lehar, 2000. "Alternative Value-At-Risk Models For Options," Computing in Economics and Finance 2000 99, Society for Computational Economics.
    repec:onb:oenbwp:79 is not listed on IDEAS

Articles

  1. Mahdi Ebrahimi Kahou & Alfred Lehar, 2016. "Macroprudential Policy: A Summary," SPP Communique, The School of Public Policy, University of Calgary, vol. 8(9), May.
  2. Mahdi Ebrahimi Kahou & Alfred Lehar, 2015. "Macroprudential Policy: A Review," SPP Research Papers, The School of Public Policy, University of Calgary, vol. 8(34), October.
  3. Gauthier, Céline & Lehar, Alfred & Souissi, Moez, 2012. "Macroprudential capital requirements and systemic risk," Journal of Financial Intermediation, Elsevier, vol. 21(4), pages 594-618.
  4. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Risk Assessment for Banking Systems," Management Science, INFORMS, vol. 52(9), pages 1301-1314, September.
  5. Alfred Lehar & Otto Randl, 2006. "Chinese Walls in German Banks," Review of Finance, European Finance Association, vol. 10(2), pages 301-320.
  6. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Systemically important banks: an analysis for the European banking system," International Economics and Economic Policy, Springer, vol. 3(1), pages 73-89, April.
  7. 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, vol. 2(1), March.
  8. Lehar, Alfred, 2005. "Measuring systemic risk: A risk management approach," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2577-2603, October.
  9. Dangl, Thomas & Lehar, Alfred, 2004. "Value-at-risk vs. building block regulation in banking," Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 96-131, April.
  10. Lehar, Alfred & Scheicher, Martin & Schittenkopf, Christian, 2002. "GARCH vs. stochastic volatility: Option pricing and risk management," Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 323-345, March.
  11. Helmut Elsinger & Alfred Lehar & Martin Summer, 2002. "A New Approach to Assessing the Risk of Interbank Loans," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 75-86.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (3) 2006-11-25 2010-02-13 2015-12-08
  2. NEP-RMG: Risk Management (2) 2006-11-25 2010-02-13
  3. NEP-MON: Monetary Economics (1) 2015-12-08
  4. NEP-REG: Regulation (1) 2010-02-13

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