Dr Felix Irresberger's Outputs (2)

Explaining bank stock performance with crisis sentiment (2015)
Journal Article
Irresberger, F., Mühlnickel, J., & Weiß, G. N. (2015). Explaining bank stock performance with crisis sentiment. Journal of Banking and Finance, 59, 311-329. https://doi.org/10.1016/j.jbankfin.2015.06.001

Using search volume data on crisis-related queries from Google Trends, we estimate three different measures of market-level and individual crisis sentiment. We find that the stock performance of international banks during the period Q1 2004 to Q4 201... Read More about Explaining bank stock performance with crisis sentiment.

Systemic Risk of Insurers Around the Globe (2015)
Journal Article
Weiß, G. N., Bierth, C., & Irresberger, F. (2015). Systemic Risk of Insurers Around the Globe. Journal of Banking and Finance, 55, 232-245. https://doi.org/10.1016/j.jbankfin.2015.02.014

We study the exposure and contribution of 253 international life and non-life insurers to systemic risk between 2000 and 2012. For our full sample period, we find systemic risk in the international insurance sector to be small. In contrast, the contr... Read More about Systemic Risk of Insurers Around the Globe.