Access Statistics for Bernd Schwaab

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area 0 0 0 77 0 1 1 187
A risk management perspective on macroprudential policy 0 0 2 20 0 0 2 52
Assessing asset purchases within the ECB’s securities markets programme 0 0 2 206 1 3 10 641
Bank Business Models at Zero Interest Rates 0 0 0 40 0 0 0 82
Bank business models at zero interest rates 0 0 1 36 0 0 1 82
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 1 1 2 23 1 2 5 71
Can EU bonds serve as euro-denominated safe assets? 0 0 1 20 5 5 14 53
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 0 79 0 0 0 240
Conditional and joint credit risk 0 0 0 23 0 0 0 86
Conditional euro area sovereign default risk 0 0 0 56 1 1 2 114
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 1 1 60
Do negative interest rates make banks less safe? 0 0 0 41 0 0 2 200
Dynamic clustering of multivariate panel data 0 0 0 6 0 2 3 25
Dynamic clustering of multivariate panel data 0 0 0 80 0 0 2 128
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 0 56 0 0 0 162
Dynamic nonparametric clustering of multivariate panel data 0 0 2 22 0 0 3 23
Euro area sovereign bond risk premia during the Covid-19 pandemic 2 2 3 44 3 4 10 120
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 0 0 7 275
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 0 0 0 145
Global credit risk: world country and industry factors 0 0 0 32 0 1 4 107
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 0 1 3 163
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 0 0 1 191
Modeling extreme events: time-varying extreme tail shape 0 0 0 27 0 0 3 73
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 0 1 2 66
Modeling extreme events:time-varying extreme tail shape 0 0 3 9 0 0 8 14
Modeling financial sector joint tail risk in the euro area 0 0 1 18 0 0 3 73
Modeling financial sector joint tail risk in the euro area 0 0 0 36 0 0 0 65
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 0 0 0 156
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 0 3 48 1 1 7 161
Risk endogeneity at the lender/investor-of-last-resort 1 1 1 9 2 2 3 55
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 10 0 1 2 46
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 24 0 0 0 27
Systemic Risk Diagnostics 0 0 0 93 0 1 1 212
Systemic risk diagnostics: coincident indicators and early warning signals 0 1 2 149 0 1 5 467
The Information in Systemic Risk Rankings 0 0 0 28 0 0 0 91
The information in systemic risk rankings 0 1 1 41 0 3 6 153
The risk management approach to macro-prudential policy 0 1 2 40 1 5 11 115
Total Working Papers 4 7 26 1,768 15 36 122 4,981
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A novel risk management perspective for macroprudential policy 0 0 1 17 0 1 9 52
Bank Business Models at Zero Interest Rates 0 0 0 7 0 1 2 45
Bank business models at negative interest rates 0 1 3 25 0 1 6 74
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment 0 0 0 5 0 1 2 64
Can EU Bonds Serve as Euro-Denominated Safe Assets? 0 0 0 1 0 1 3 11
Conditional Euro Area Sovereign Default Risk 0 0 0 41 0 0 2 121
Conditional probabilities and contagion measures for euro area sovereign default risk 0 0 2 18 1 2 7 127
Do negative interest rates make banks less safe? 0 0 1 64 0 0 4 197
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 0 0 30 1 1 1 129
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 0 0 0 2 2 4 4
Dynamic clustering of multivariate panel data 1 1 3 4 3 4 12 15
Euro area sovereign bond risk premia before and during the Covid-19 pandemic 2 5 9 11 2 7 16 24
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 1 3 14 483 1 5 26 1,120
Global Credit Risk: World, Country and Industry Factors 1 1 1 8 1 1 3 92
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 0 1 1 1 3 9 9
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 1 5 0 0 6 44
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 0 0 0 252
New methodologies for systemic risk measurement 0 0 0 6 0 1 1 39
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 0 1 5 94
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 1 1 2 44 2 3 7 197
Risk endogeneity at the lender/investor-of-last-resort 0 0 1 7 0 1 5 33
The information in systemic risk rankings 0 0 0 23 0 0 5 98
The safe asset potential of EU-issued bonds 0 1 5 8 1 3 10 22
Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks? 0 0 1 10 0 0 1 34
Total Journal Articles 6 13 45 903 15 39 146 2,897

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Discussion of Bank Funding and Financial Stability 0 0 0 11 0 0 0 59
Total Chapters 0 0 0 11 0 0 0 59

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Statistics updated 2025-05-12