Working papers currently under revision

Mühlnickel, J., Weiß, G. (2017), "Expected Insurer Stock Returns and Systemic Risk Premia",
2nd round R&R, Journal of Risk and Insurance.

Timphus, M., Irresberger, F., Weiß, G. (2017), "Debt Loss Spillovers in the U.S. Banking and Life Insurance Industry",
2nd round R&R, Journal of Risk and Insurance.

Working papers

Bostandzic, D., Irresberger, F., G. Weiß (2017), "Do Higher Bank Capital Requirements Really Decrease Systemic Risk?".

Irresberger, F., Weiß, G. (2016), "Noise Trading in the Credit Default Swap Market".

Irresberger, F., Weiß, G. (2015), "Depositor Sentiment", presented at the NFA 2015 Meeting.

Mühlnickel, J., Weiß, G., Irresberger, F., Schmidt, A.-C. (2016), "Capital and the Performance of Insurance Companies",

Weiß, G., Bostandzic, D., Irresberger, F. (2013), "Catastrophe Bonds and Systemic Risk", presented at the AFBC 2013.