Dr Felix Irresberger's Outputs (3)

Size is everything: Explaining SIFI designations (2016)
Journal Article
Irresberger, F., Bierth, C., & Weiß, G. N. (2017). Size is everything: Explaining SIFI designations. Review of Financial Economics, 32(1), 7-19. https://doi.org/10.1016/j.rfe.2016.09.003

In this paper, we study the determinants of the systemic importance of banks and insurers during the financial crisis. We investigate the methodology of regulators to identify global systemically important financial institutions and find that firm si... Read More about Size is everything: Explaining SIFI designations.

Bank stock performance and bank regulation around the globe (2016)
Journal Article
Pelster, M., Irresberger, F., & Weiß, G. N. (2018). Bank stock performance and bank regulation around the globe. European Journal of Finance, 24(2), 77-113. https://doi.org/10.1080/1351847x.2016.1226189

Crisis Sentiment in the U.S. Insurance Sector (2016)
Journal Article
Irresberger, F., Konig, F. E., & Weiß, G. N. (2017). Crisis Sentiment in the U.S. Insurance Sector. Journal of Risk and Insurance, 84(4), 1295-1330. https://doi.org/10.1111/jori.12156

We use Internet search volume data to measure idiosyncratic and market‐wide crisis sentiment to explain insurer stock return volatility. We find that market‐level crisis sentiment was a significant predictor of stock return volatility of U.S. insurer... Read More about Crisis Sentiment in the U.S. Insurance Sector.