Access Statistics for Julia Schaumburg

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 Test for the Portion of Bivariate Dependence in Multivariate Tail Risk 0 0 0 21 3 3 4 62
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 0 0 14 0 1 2 62
Bank Business Models at Zero Interest Rates 0 0 0 40 0 3 3 85
Bank business models at zero interest rates 0 0 1 36 1 5 8 89
Beyond dimension two: A test for higher-order tail risk 0 0 0 34 0 0 0 41
Beyond dimension two: A test for higher-order tail risk 0 0 0 39 2 2 3 54
Bootstrapping GARCH Models Under Dependent Innovations 1 2 5 7 5 8 17 21
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 1 18 1 3 8 47
Clustering Extreme Value Indices in Large Panels 1 1 6 6 5 6 9 9
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 1 2 3 62
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 33 2 3 5 92
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 15 0 1 3 98
Do negative interest rates make banks less safe? 0 0 0 41 2 6 6 206
Dynamic clustering of multivariate panel data 0 0 0 6 5 8 12 35
Dynamic clustering of multivariate panel data 0 0 0 80 1 2 3 131
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 3 5 6 29
Financial Development and Fragility: A Clustering Analysis 0 1 4 13 1 4 8 25
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 38 2 3 4 47
Financial linkages and sectoral business cycle synchronisation: Evidence from Europe 0 0 0 58 3 5 8 71
Financial network systemic risk contributions 0 0 1 158 0 3 10 372
Financial network systemic risk contributions 0 0 0 62 1 4 10 265
Financial network systemic risk contributions 0 0 1 92 2 4 9 278
Forecasting systemic impact in financial networks 0 0 0 133 3 4 5 222
Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels 0 0 1 28 0 1 5 46
Networking the Yield Curve: Implications for Monetary Policy 0 0 0 14 4 6 8 45
Networking the yield curve: implications for monetary policy 0 0 0 17 3 7 9 46
Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 219 0 2 3 541
Smooth marginalized particle filters for dynamic network effect models 0 0 0 32 0 0 1 27
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 1 1 69 2 8 8 125
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 2 51 4 7 10 159
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors 0 0 0 40 2 5 8 48
Total Working Papers 2 5 23 1,473 58 121 198 3,440

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accounting for missing values in score-driven time-varying parameter models 0 0 0 3 0 1 2 35
Bank Business Models at Zero Interest Rates 0 0 0 7 1 6 10 53
Beyond Dimension two: A Test for Higher-Order Tail Risk 0 0 0 8 0 1 4 30
Do negative interest rates make banks less safe? 0 0 1 65 1 5 7 204
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 0 1 1 0 2 8 10
Dynamic clustering of multivariate panel data 0 2 3 6 2 7 17 28
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 5 0 1 2 20
Financial Network Systemic Risk Contributions 0 0 4 130 0 5 18 414
Forecasting systemic impact in financial networks 0 0 0 46 4 7 8 143
Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 17 1 2 3 76
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 3 46 4 7 20 183
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors 0 0 1 1 2 3 8 12
Total Journal Articles 0 2 13 335 15 47 107 1,208

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Statistics updated 2026-01-09