Financial Economics

Team

Dr. Gianluca De Nard

Professor of Practice - Financial Economics

Dr. Tomasz Dubiel-Teleszynski

Postdoc - Financial Economics

Moritz Pukrop

Student Assistant - Financial Economics

Lukas Salcher MSc

Postdoc - Financial Economics

Assoz. Prof. Dr. Sebastian Stöckl

Associate Professor - Financial Economics Academic Director - Liechtenstein Undergraduate and Graduate School Official Representative AACSB - University of Liechtenstein

Dejan Zafirev MSc

Research Assistant / PhD Student - Financial Economics

Chapter 8: Operational risk module of the top-down stress test framework

Reference

Bousquet, A., & Dubiel-Teleszynski, T. (2017). Chapter 8: Operational risk module of the top-down stress test framework. In S. Dees, J. Henry & R. Martin (Eds.), STAMPE: stress-test analytics for macroprudential purposes in the euro area : ECB.

Publication Type

Chapter in Edited Book

Staff Members

Dr. Tomasz Dubiel-Teleszynski

Participating Institutions

Liechtenstein Business School Financial Economics

Original Source

Nonlinear dynamics of a duopoly game with adjusting, heterogeneous players, facing increasing marginal costs

Reference

Dubiel-Teleszynski, T. (2008). Nonlinear dynamics of a duopoly game with adjusting, heterogeneous players, facing increasing marginal costs (Department of Applied Econometrics Working Papers, 4-08). Institute of Econometrics, Warsaw School of Economics.

Publication Type

Working Paper

Staff Members

Dr. Tomasz Dubiel-Teleszynski

Participating Institutions

Liechtenstein Business School Financial Economics

Early estimates of financial quarterly euro area accounts

Reference

Dubiel-Teleszynski, T., Giron, C., & Niemczyk, J. (2012). Early estimates of financial quarterly euro area accounts (Euroindicators Working Papers, Eurostat, EWP 2011/008).

Publication Type

Working Paper

Staff Members

Dr. Tomasz Dubiel-Teleszynski

Participating Institutions

Liechtenstein Business School Financial Economics

A structural model to study bailout process in a bank and its macroprudential policy implications

Reference

Correia, R., Dubiel-Teleszynski, T., & Poblacion, J. (2017). A structural model to study bailout process in a bank and its macroprudential policy implications (ECB Working Paper Series, 2110).

Publication Type

Working Paper

Staff Members

Dr. Tomasz Dubiel-Teleszynski

Participating Institutions

Liechtenstein Business School Financial Economics

A structural model to assess the impact of bank capitalization changes conditional on a bail-in versus bail-out regime

Reference

Gross, M., Dubiel-Teleszynski, T., & Poblacion, J. (2018). A structural model to assess the impact of bank capitalization changes conditional on a bail-in versus bail-out regime (ECB Working Paper Series, 2181).

Publication Type

Working Paper

Staff Members

Dr. Tomasz Dubiel-Teleszynski

Participating Institutions

Liechtenstein Business School Financial Economics

Sydow, M., Fukker, G., Dubiel-Teleszynski, T., Franch, F., Gallet, S., Gründl, H., Kotronis, S., Miccio, D., Pellegrino, M., Schlütter, S., & Sottocornola, M. (2024). Banks and non-banks stressed: liquidity shocks and the mitigating role of insurance companies (ECB Working Paper Series, 3000).

Dubiel-Teleszynski, T., Kalogeropoulos, K., & Karouzakis, N. (2025). On unspanned latent risks in dynamic term structure models. Presented at the 19th International Joint Conference CFE-CMStatistics on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics), London, UK.

Dubiel-Teleszynski, T., Kalogeropoulos, K., & Karouzakis, N. (2022). Sequential learning and economic benefits from dynamic term structure models.

Dubiel-Teleszynski, T., Kalogeropoulos, K., & Karouzakis, N. (2022). On unspanned latent risks in dynamic term structure models.

Dubiel-Teleszynski, T., Kalogeropoulos, K., & Karouzakis, N. (2023). Dynamic term structure models with nonlinearities using Gaussian Processes.

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