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Gregor N. F. Weiß

Observed names: Gregor N. F Weiß, Gregor N. F. Weiss, Gregor N.F. Weiß, Gregor Weiss, Gregor Weiß, Weiss, Gregor N. F., Weiß, Gregor, Weiß, Gregor 1981-, Weiß, Gregor N. F., Weiß, Gregor N.F.
Institution: Leipzig University
ORCID: 0000-0001-8032-9364
Observed ORCID: 0000-0001-8032-9364
OpenAlex ID: A5005955884
Why do some banks contribute more to global systemic risk?
2018 · Denefa Bostandzic, Gregor N.F. Weiß · Journal of Financial Intermediation · 159
What factors drive systemic risk during international financial crises?
2014 · Gregor N.F. Weiß, Denefa Bostandzic, et al. · Journal of Banking & Finance · 135
Systemic Risk and Bank Consolidation: International Evidence
2012 · Gregor N.F. Weiß, Sascha Neumann, et al. · Journal of Banking & Finance · 119
Systemic risk of insurers around the globe
2015 · Christopher Bierth, Felix Irresberger, et al. · Journal of Banking & Finance · 85
Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas
2012 · Gregor N.F. Weiß, Hendrik Supper · Journal of Banking & Finance · 82
Why do some insurers become systemically relevant?
2014 · Gregor N.F. Weiß, Janina Mühlnickel · Journal of Financial Stability · 79
Explaining bank stock performance with crisis sentiment
2015 · Felix Irresberger, Janina Mühlnickel, et al. · Journal of Banking & Finance · 73
Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
2010 · Gregor Weiß · Computational Statistics · 67
A New Set of Improved Value-at-Risk Backtests
2013 · Daniel Ziggel, Tobias Berens, et al. · Journal of Banking & Finance · 63
Consolidation and systemic risk in the international insurance industry
2015 · Janina Mühlnickel, Gregor N.F. Weiß · Journal of Financial Stability · 57
Mitigating Adverse Selection in P2P Lending – Empirical Evidence from Prosper.com
2010 · Gregor N. F. Weiss, Katharina Pelger, et al. · SSRN Electronic Journal · 55
Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy
2012 · Gregor N. F. Weiß · Review of Quantitative Finance and Accounting · 51
Estimating the relation between digitalization and the market value of insurers
2021 · Simon Fritzsch, Philipp Scharner, et al. · Journal of Risk & Insurance · 41
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Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
2015 · Karl Friedrich Siburg, Pavel Stoimenov, et al. · Journal of Banking & Finance · 38
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Are Copula-GoF-tests of any practical use? Empirical evidence for stocks, commodities and FX futures
2010 · Gregor N.F. Weiß · The Quarterly Review of Economics and Finance · 38
Is Tail Risk Priced in Credit Default Swap Premia?
2015 · Christian Meine, Hendrik Supper, et al. · European Finance Review · 31
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Do Capital Requirements Make Banks Safer? Evidence From a Quasinatural Experiment
2021 · Denefa Bostandzic, Felix Irresberger, et al. · Journal of Financial and Quantitative Analysis · 30
Mixture pair-copula-constructions
2015 · Gregor N.F. Weiß, Marcus Scheffer · Journal of Banking & Finance · 29
Evaluating Value-at-Risk forecasts: A new set of multivariate backtests
2016 · Dominik Wied, Gregor N.F. Weiß, et al. · Journal of Banking & Finance · 25
Testing for Structural Breaks in Correlations: Does it Improve Value-at-Risk Forecasting?
2013 · Tobias Berens, Gregor N.F. Weiß, et al. · Journal of Empirical Finance · 23
A comparison of tail dependence estimators
2020 · Hendrik Supper, Felix Irresberger, et al. · European Journal of Operational Research · 22
Derivatives usage, securitization, and the crash sensitivity of bank stocks
2016 · Rouven Trapp, Gregor N.F. Weiß · Journal of Banking & Finance · 22
Insurers' climate change risk management quality and natural disasters
2024 · Thomas R. Berry‐Stölzle, Simon Fritzsch, et al. · Journal of Risk & Insurance · 20
Smooth nonparametric Bernstein vine copulas
2016 · Marcus Scheffer, Gregor N. F. Weiß · Quantitative Finance · 20
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Size is everything: Explaining SIFI designations
2016 · Felix Irresberger, Christopher Bierth, et al. · Review of Financial Economics · 18
Works count: 122
Citation count: 1,622
H-index: 22
I10-index: 37
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