Klaus, Benjamin

ECB Working Paper Series

2017
Duprey, Thibaut, Klaus, Benjamin
How to predict financial stress? An assessment of Markov switching models
No 2057
2015
Peltonen, Tuomas A., Klaus, Benjamin, Duprey, Thibaut
Dating systemic financial stress episodes in the EU countries
No 1873
Klaus, Benjamin, Ferroni, Filippo
Euro area business cycles in turbulent times: convergence or decoupling?
No 1819
2014
Bussière, Matthieu, Hoerova, Marie, Klaus, Benjamin
Commonality in hedge fund returns: driving factors and implications
No 1658
2009
Klaus, Benjamin, Rzepkowski, Bronka
Risk spillover among hedge funds: The role of redemptions and fund failures
No 1112

ECB Occasional Paper Series

2019
Gardó, Sándor, Klaus, Benjamin
Overcapacities in banking: measurements, trends and determinants
No 236
2017
Lo Duca, Marco, Koban, Anne, Basten, Marisa, Bengtsson, Elias, Klaus, Benjamin, Kusmierczyk, Piotr, Lang, Jan Hannes, Detken, Carsten, Peltonen, Tuomas A.
A new database for financial crises in European countries
No 194

ECB Financial Stability Review Box

2019
Busetto, Filippo, Gardó, Sándor, Klaus, Benjamin
Implications of bank misconduct costs for bank equity returns and valuations

ECB Financial Stability Review Article

2018
Hoffmann, Peter, Klaus, Benjamin, Langfield, Sam
The distribution of interest rate risk in the euro area
2014
Hiebert, Paul, Klaus, Benjamin, Peltonen, Tuomas A., Schüler, Yves S., Welz, Peter
Capturing the Financial Cycle in Euro Area Countries

Journal publications

Duprey, Thibaut; Klaus, Benjamin; Peltonen, Tuomas
Dating systemic financial stress episodes in the EU countries
Journal of Financial Stability, October 2017, Vol. 32, pp. 30-56
Ferroni, Filippo; Klaus, Benjamin
Euro Area business cycles in turbulent times: Convergence or decoupling?
Applied Economics, July 2015, Vol. 47 (34-35), pp. 3791-3815
Bussière, Matthieu; Hoerova, Marie; Klaus, Benjamin
Commonality in hedge fund returns: Driving factors and implications
Journal of Banking and Finance, May 2015, Vol. 54 (C), pp. 266-280