Profile
FELIX IRRESBERGER
I'm an Associate Professor in Finance at the newly established, independent Department of Finance at Durham University. My departmental research profile can be found here.
My research interests are blockchain, banking & financial technology, and risk management. Links to my research papers can be found below.
MAIN PUBLICATIONS
(8) 'Do Capital Requirements Make Banks Safer? Evidence from a Quasi-natural Experiment', with D. Bostandzic, R. Juelsrud, G. Weiss. Journal of Financial & Quantitative Analysis, 57(5), 1805-1833, 2022.
(7) 'Bank Size and Household Financial Sentiment: Surprising Evidence from the University of Michigan Surveys of Consumers', with A.N. Berger and R.A. Roman. Journal of Money, Credit, and Banking, 52(S1), 149-191, 2020.
(6) 'A Comparison of Tail Dependence Estimators', with H. Supper and G. Weiss. European Journal of Operational Research, 284, 728-742, 2020.
(5) 'Liquidity Tail Risk and Credit Default Swap Spreads', with G. Weiss, J. Gabrysch, and S. Gabrysch. European Journal of Operational Research, 269, 1137-1153, 2018.
(4) 'Bank stock performance and bank regulation around the globe', with M. Pelster and G. Weiss. European Journal of Finance, 24, 77-113, 2018.
(3) 'Crisis Sentiment in the U.S. Insurance Sector', with F. Koenig and G. Weiss. Journal of Risk & Insurance, 84, 1295-1330, 2017.
(2) 'Explaining Bank Stock Performance with Crisis Sentiment', with J. Muehlnickel and G. Weiss. Journal of Banking & Finance, 59, 311-329, 2015.
(1) 'Systemic Risk of Insurers Around the Globe', with C. Bierth and G. Weiss. Journal of Banking & Finance, 55, 232-245, 2015.
OTHER PUBLICATIONS
'Testing Asymmetry in Dependence with Copula-Coskewness', with A. Buecher and G. Weiss. North American Actuarial Journal, 21, 267-280, 2017.
'Size is everything: Explaining SIFI designations', with C. Bierth and G. Weiss. Review of Financial Economics, 32, 7-19, 2017.
