Dr Felix Irresberger's Outputs (2)

Bank Size and Household Financial Sentiment: Surprising Evidence from University of Michigan Surveys of Consumers (2020)
Journal Article
Berger, A. N., Irresberger, F., & Roman, R. A. (2020). Bank Size and Household Financial Sentiment: Surprising Evidence from University of Michigan Surveys of Consumers. Journal of Money, Credit and Banking, 52(S1), 149-191. https://doi.org/10.1111/jmcb.12738

We analyze comparative advantages/disadvantages of small and large banks in improving household financial sentiment. Matching University of Michigan Surveys of Consumers household sentiment data with local banking market data from 2000 to 2014, we fi... Read More about Bank Size and Household Financial Sentiment: Surprising Evidence from University of Michigan Surveys of Consumers.

A Comparison of Tail Dependence Estimators (2020)
Journal Article
Supper, H., Irresberger, F., & Weiss, G. N. (2020). A Comparison of Tail Dependence Estimators. European Journal of Operational Research, 284(2), 728-742. https://doi.org/10.1016/j.ejor.2019.12.041

We review several commonly used methods for estimating the tail dependence in a given data sample. In simulations, we show that especially static estimators produce severely biased estimates of tail dependence when applied to samples with time-varyin... Read More about A Comparison of Tail Dependence Estimators.