Ulrich Krüger
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- The credit quality channel: Modeling contagion in the interbank market (RePEc:eee:finsta:v:25:y:2016:i:c:p:83-97)
by Fink, Kilian & Krüger, Ulrich & Meller, Barbara & Wong, Lui-Hsian - Do capital buffers mitigate volatility of bank lending? A simulation study (RePEc:zbw:bubdp2:201103)
by Heid, Frank & Krüger, Ulrich - Time series properties of a rating system based on financial ratios (RePEc:zbw:bubdp2:4269)
by Krüger, Ulrich & Stötzel, Martin & Trück, Stefan - Banks' strategic interaction, adverse price dynamics and systemic liquidity risk (RePEc:zbw:bubdps:062022)
by Krüger, Ulrich & Roling, Christoph & Silbermann, Leonid & Wong, Lui Hsian - Interbank lending and distress: Observables, unobservables, and network structure (RePEc:zbw:bubdps:182014)
by Craig, Ben & Koetter, Michael & Krüger, Ulrich - The credit quality channel: Modeling contagion in the interbank market (RePEc:zbw:bubdps:382015)
by Fink, Kilian & Krüger, Ulrich & Meller, Barbara & Wong, Lui-Hsian - Calibrating capital buffers for other systemically important institutions (O-SIIs) in Germany - Utilising the equal expected impact approach (RePEc:zbw:bubtps:283342)
by Geiger, Sebastian & Heires, Marcel & Krüger, Ulrich & Ludwig, Johannes & Vogel, Ursula