Stefan Kerbl

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Forschungsschwerpunkte

  • Financial stability and regulation
  • Risk quantification
  • Applied econometrics and statistical learning
  • Agent based models

Ausgewählte Publikationen

Kerbl S. and Sigmund M. (2009). Cyclicality of Regulatory Capital Requirements: First Evidence from Austria, Oesterreichische Nationalbank, Financial Stability Report, Vol. 18, pp. 97–106.

Kerbl S. and Sigmund M. (2011). What Drives Aggregate Credit Risk? Oesterreichische Nationalbank Financial Stability Report, Vol. 22, pp. 77–92.

Kerbl S. (2011). Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts? Working Papers 174, Oesterreichische Nationalbank.

Hofmarcher P., Kerbl S., Grün B., Sigmund M. and Hornik K. (2014). Model Uncertainty and Aggregated Default Probabilities: New Evidence from Austria. Journal of Applied Economics, Vol. 46, Nr. 8, pp. 871-879.

Kerbl S. (2014). Operational Risk: Evidence, Estimates and Extreme Values from Austria. Journal of Operational Risk, Vol. 9, No. 3, pp. 89-123.

Kerbl S. and Sigmund M. (2016). From low to negative rates: an asymmetric dilemma, Oesterreichische Nationalbank, Financial Stability Report, Vol. 32, pp. 120–137.

Siebenbrunner C., Sigmund M. and Kerbl S. (2017). Can bank-specific variables predict contagion effects? Quantitative Finance, forthcoming.