Benjamin Klaus
Personal Details
First Name: | Benjamin |
Middle Name: | |
Last Name: | Klaus |
Suffix: | |
RePEc Short-ID: | pkl117 |
[This author has chosen not to make the email address public] | |
Affiliation
European Central Bank
Frankfurt am Main, Germanyhttp://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Gardó, Sándor & Klaus, Benjamin, 2019.
"Overcapacities in banking: measurements, trends and determinants,"
Occasional Paper Series
236, European Central Bank.
- Gardó, Sándor & Klaus, Benjamin, 2020. "Overcapacities in banking: Measurement, trends and determinants," Economic Modelling, Elsevier, vol. 91(C), pages 819-834.
- Thibaut Duprey & Benjamin Klaus, 2017.
"How to Predict Financial Stress? An Assessment of Markov Switching Models,"
Staff Working Papers
17-32, Bank of Canada.
- Duprey, Thibaut & Klaus, Benjamin, 2017. "How to predict financial stress? An assessment of Markov switching models," Working Paper Series 2057, European Central Bank.
- Lo Duca, Marco & Koban, Anne & Basten, Marisa & Bengtsson, Elias & Klaus, Benjamin & Kusmierczyk, Piotr & Lang, Jan Hannes & Detken, Carsten & Peltonen, Tuomas, 2017.
"A new database for financial crises in European countries,"
Occasional Paper Series
194, European Central Bank.
- Lo Duca, Marco & Koban, Anne & Basten, Marisa & Bengtsson, Elias & Klaus, Benjamin & Kusmierczyk, Piotr & Lang, Jan Hannes & Detken, Carsten & Peltonen, Tuomas, 2017. "A new database for financial crises in European countries," ESRB Occasional Paper Series 13, European Systemic Risk Board.
- Thibaut Duprey & Benjamin Klaus & Tuomas Peltonen, 2016.
"Dating Systemic Financial Stress Episodes in the EU Countries,"
Staff Working Papers
16-11, Bank of Canada.
- Duprey, Thibaut & Klaus, Benjamin & Peltonen, Tuomas, 2017. "Dating systemic financial stress episodes in the EU countries," Journal of Financial Stability, Elsevier, vol. 32(C), pages 30-56.
- Peltonen, Tuomas A. & Klaus, Benjamin & Duprey, Thibaut, 2015. "Dating systemic financial stress episodes in the EU countries," Working Paper Series 1873, European Central Bank.
- F. Ferroni & B. Klaus, 2014.
"Euro Area business cycles in turbulent times: convergence or decoupling?,"
Working papers
522, Banque de France.
- Filippo Ferroni & Benjamin Klaus, 2015. "Euro Area business cycles in turbulent times: convergence or decoupling?," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3791-3815, July.
- Klaus, Benjamin & Ferroni, Filippo, 2015. "Euro area business cycles in turbulent times: convergence or decoupling?," Working Paper Series 1819, European Central Bank.
- Detken, Carsten & Weeken, Olaf & Alessi, Lucia & Bonfim, Diana & Boucinha, Miguel & Castro, Christian & Frontczak, Sebastian & Giordana, Gaston & Giese, Julia & Wildmann, Nadya & Kakes, Jan & Klaus, B, 2014. "Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options," ESRB Occasional Paper Series 5, European Systemic Risk Board.
- Bussiere, M. & Hoerova, M. & Klaus, B., 2012.
"Commonality in hedge fund returns: driving factors and implications,"
Working papers
373, Banque de France.
- Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin, 2015. "Commonality in hedge fund returns: Driving factors and implications," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 266-280.
- Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin, 2014. "Commonality in hedge fund returns: driving factors and implications," Working Paper Series 1658, European Central Bank.
- Klaus, Benjamin & Rzepkowski, Bronka, 2009. "Risk spillover among hedge funds: The role of redemptions and fund failures," Working Paper Series 1112, European Central Bank.
Articles
- de Vette, Nander & Klaus, Benjamin & Kördel, Simon & Sowiński, Andrzej, 2023. "Gauging the interplay between market liquidity and funding liquidity," Financial Stability Review, European Central Bank, vol. 1.
- Duprey, Thibaut & Klaus, Benjamin, 2022. "Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Fell, John & de Vette, Nander & Gardó, Sándor & Klaus, Benjamin & Wendelborn, Jonas, 2022. "Towards a framework for assessing systemic cyber risk," Financial Stability Review, European Central Bank, vol. 2.
- Figueiras, Isabel & Gardó, Sándor & Grodzicki, Maciej & Klaus, Benjamin & Lebastard, Laura, 2021. "Bank mergers and acquisitions in the euro area: drivers and implications for bank performance," Financial Stability Review, European Central Bank, vol. 2.
- Gardó, Sándor & Klaus, Benjamin, 2020.
"Overcapacities in banking: Measurement, trends and determinants,"
Economic Modelling, Elsevier, vol. 91(C), pages 819-834.
- Gardó, Sándor & Klaus, Benjamin, 2019. "Overcapacities in banking: measurements, trends and determinants," Occasional Paper Series 236, European Central Bank.
- Hoffmann, Peter & Klaus, Benjamin & Langfield, Sam, 2018. "The distribution of interest rate risk in the euro area," Financial Stability Review, European Central Bank, vol. 1.
- Duprey, Thibaut & Klaus, Benjamin & Peltonen, Tuomas, 2017.
"Dating systemic financial stress episodes in the EU countries,"
Journal of Financial Stability, Elsevier, vol. 32(C), pages 30-56.
- Thibaut Duprey & Benjamin Klaus & Tuomas Peltonen, 2016. "Dating Systemic Financial Stress Episodes in the EU Countries," Staff Working Papers 16-11, Bank of Canada.
- Peltonen, Tuomas A. & Klaus, Benjamin & Duprey, Thibaut, 2015. "Dating systemic financial stress episodes in the EU countries," Working Paper Series 1873, European Central Bank.
- Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin, 2015.
"Commonality in hedge fund returns: Driving factors and implications,"
Journal of Banking & Finance, Elsevier, vol. 54(C), pages 266-280.
- Bussiere, M. & Hoerova, M. & Klaus, B., 2012. "Commonality in hedge fund returns: driving factors and implications," Working papers 373, Banque de France.
- Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin, 2014. "Commonality in hedge fund returns: driving factors and implications," Working Paper Series 1658, European Central Bank.
- Filippo Ferroni & Benjamin Klaus, 2015.
"Euro Area business cycles in turbulent times: convergence or decoupling?,"
Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3791-3815, July.
- Klaus, Benjamin & Ferroni, Filippo, 2015. "Euro area business cycles in turbulent times: convergence or decoupling?," Working Paper Series 1819, European Central Bank.
- F. Ferroni & B. Klaus, 2014. "Euro Area business cycles in turbulent times: convergence or decoupling?," Working papers 522, Banque de France.
- Hiebert, Paul & Klaus, Benjamin & Peltonen, Tuomas A. & Schüler, Yves S. & Welz, Peter, 2014. "Capturing the Financial Cycle in Euro Area Countries," Financial Stability Review, European Central Bank, vol. 2.
- Benjamin Klaus & Dorothea Schäfer, 2013. "Implizite Staatsgarantien verschärfen die Probleme - Trennbankensystem allein ist keine Lösung," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 80(18), pages 3-15.
- Benjamin Klaus & Dorothea Schäfer, 2013. "Implicit State Guarantees Exacerbate Problem: Separated Banking System Alone Not a Solution," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, vol. 3(6), pages 3-14.
More information
Research fields, statistics, top rankings, if available.Statistics
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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 11 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.- NEP-RMG: Risk Management (6) 2009-12-11 2014-04-05 2017-05-14 2017-08-13 2017-08-13 2017-12-18. Author is listed
- NEP-MAC: Macroeconomics (4) 2014-12-13 2015-09-18 2017-08-13 2017-12-18
- NEP-EEC: European Economics (3) 2014-12-13 2015-09-18 2016-04-04
- NEP-FMK: Financial Markets (2) 2012-04-17 2014-04-05
- NEP-BAN: Banking (1) 2019-11-18
- NEP-CBA: Central Banking (1) 2016-04-04
- NEP-EFF: Efficiency and Productivity (1) 2019-11-18
- NEP-ETS: Econometric Time Series (1) 2017-05-14
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