Risk assessment for banking systems H Elsinger, A Lehar, M Summer Management science 52 (9), 1301-1314, 2006 | 1023 | 2006 |
Measuring systemic risk: A risk management approach A Lehar Journal of Banking & Finance 29 (10), 2577-2603, 2005 | 815 | 2005 |
Macroprudential capital requirements and systemic risk C Gauthier, A Lehar, M Souissi Journal of Financial Intermediation 21 (4), 594-618, 2012 | 493* | 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 | 254 | 2006 |
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 | 188 | 2002 |
Decentralized exchange: The uniswap automated market maker A Lehar, CA Parlour Journal of Finance - forthcoming, 2021 | 149* | 2021 |
Value-at-risk vs. building block regulation in banking T Dangl, A Lehar Journal of Financial Intermediation 13 (2), 96-131, 2004 | 126* | 2004 |
Macroprudential policy: A review ME Kahou, A Lehar Journal of financial stability 29, 92-105, 2017 | 108 | 2017 |
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 | 101* | 2006 |
Network models and systemic risk assessment H Elsinger, A Lehar, M Summer Handbook on Systemic Risk 1 (1), 287-305, 2013 | 79 | 2013 |
Bitcoin microstructure and the kimchi premium KJ Choi, A Lehar, R Stauffer Available at SSRN 3189051, 2022 | 60 | 2022 |
Miner collusion and the bitcoin protocol A Lehar, CA Parlour Available at SSRN 3559894, 2020 | 58 | 2020 |
Systemic fragility in decentralized markets A Lehar, CA Parlour Available at SSRN 4164833, 2022 | 39 | 2022 |
Imperfect Renegotiations in Interbank Financial Networks A David, A Lehar Management Science, 2017 | 37* | 2017 |
Chinese walls in German banks A Lehar, O Randl Review of Finance 10 (2), 301-320, 2006 | 34 | 2006 |
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 | 33 | 1998 |
Industry structure and the strategic provision of trade credit by upstream firms A Lehar, Y Song, L Yuan Review of Financial Studies, 2020 | 25 | 2020 |
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 | 23 | 2006 |
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 | 21 | 2005 |
Eine neue Methode zur Risikoeinschaetzung von Interbankenkrediten H Elsinger, A Lehar, M Summer Finanzmarktstabilitaetsbericht 3, 83-96, 2002 | 21* | 2002 |