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 0 1 16 75
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 2 2 16 0 5 16 77
Bank Business Models at Zero Interest Rates 0 0 0 40 0 5 16 98
Bank business models at zero interest rates 0 0 0 36 1 1 14 98
Beyond dimension two: A test for higher-order tail risk 0 0 0 39 1 1 6 58
Beyond dimension two: A test for higher-order tail risk 0 0 0 34 1 1 10 51
Bootstrapping GARCH Models Under Dependent Innovations 0 1 3 8 0 1 24 37
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 0 18 0 0 5 49
Clustering Extreme Value Indices in Large Panels 1 1 2 7 2 5 26 29
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 3 8 68
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 1 16 1 2 15 112
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 1 34 0 1 21 110
Do negative interest rates make banks less safe? 0 0 0 41 2 3 21 221
Dynamic clustering of multivariate panel data 0 0 0 6 0 0 17 44
Dynamic clustering of multivariate panel data 0 0 0 80 0 0 8 137
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 0 0 13 37
Financial Development and Fragility: A Clustering Analysis 0 0 1 13 1 2 13 34
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 38 0 1 12 56
Financial linkages and sectoral business cycle synchronisation: Evidence from Europe 0 0 1 59 0 2 15 81
Financial network systemic risk contributions 0 0 0 92 1 2 23 297
Financial network systemic risk contributions 0 0 0 62 0 1 19 280
Financial network systemic risk contributions 0 0 1 159 2 5 21 390
Forecasting systemic impact in financial networks 0 0 0 133 0 4 22 240
Networking the Yield Curve: Implications for Monetary Policy 0 0 0 14 1 2 15 54
Networking the yield curve: implications for monetary policy 0 0 0 17 1 1 18 57
Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 219 0 1 13 552
Regularized estimation for panel time series models with dynamic factors and local cross-sectional dependence 2 3 3 31 3 6 13 58
Smooth marginalized particle filters for dynamic network effect models 0 0 0 32 1 3 10 37
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 0 2 70 0 5 24 141
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 0 51 0 2 18 170
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors 0 0 0 40 1 2 17 60
Total Working Papers 3 7 17 1,485 19 68 489 3,808

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 2 5 0 1 16 50
Bank Business Models at Zero Interest Rates 0 0 1 8 0 3 16 63
Beyond Dimension two: A Test for Higher-Order Tail Risk 0 0 0 8 0 1 7 36
Do negative interest rates make banks less safe? 0 0 0 65 0 0 10 209
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 0 1 2 0 0 9 17
Dynamic clustering of multivariate panel data 0 0 3 7 0 3 24 45
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 1 1 1 6 1 1 11 30
Financial Network Systemic Risk Contributions 0 0 1 131 1 6 35 444
Forecasting systemic impact in financial networks 0 0 0 46 0 1 10 146
Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory 0 0 1 18 1 1 8 82
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 0 46 0 1 14 190
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors 0 1 2 3 0 1 9 18
Total Journal Articles 1 2 12 345 3 19 169 1,330

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Statistics updated 2026-10-11