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 4 6 15 74
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 0 0 14 2 5 11 71
Bank Business Models at Zero Interest Rates 0 0 0 40 4 5 10 92
Bank business models at zero interest rates 0 0 0 36 3 4 13 95
Beyond dimension two: A test for higher-order tail risk 0 0 0 34 3 4 7 48
Beyond dimension two: A test for higher-order tail risk 0 0 0 39 1 2 6 57
Bootstrapping GARCH Models Under Dependent Innovations 0 0 3 7 4 8 22 33
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 0 18 1 1 7 48
Clustering Extreme Value Indices in Large Panels 0 0 6 6 0 5 23 23
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 1 4 64
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 33 8 11 19 107
Do information contagion and business model similarities explain bank credit risk commonalities? 1 1 1 16 6 6 14 109
Do negative interest rates make banks less safe? 0 0 0 41 1 7 18 218
Dynamic clustering of multivariate panel data 0 0 0 6 1 3 18 43
Dynamic clustering of multivariate panel data 0 0 0 80 2 2 9 137
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 4 6 12 35
Financial Development and Fragility: A Clustering Analysis 0 0 2 13 0 1 14 31
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 38 4 5 11 54
Financial linkages and sectoral business cycle synchronisation: Evidence from Europe 0 1 1 59 2 4 11 76
Financial network systemic risk contributions 0 0 0 92 4 5 23 295
Financial network systemic risk contributions 0 0 0 62 3 4 22 277
Financial network systemic risk contributions 0 0 1 158 1 3 15 378
Forecasting systemic impact in financial networks 0 0 0 133 2 4 19 236
Networking the Yield Curve: Implications for Monetary Policy 0 0 0 14 2 3 13 50
Networking the yield curve: implications for monetary policy 0 0 0 17 2 2 18 55
Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 219 3 5 12 550
Regularized estimation for panel time series models with dynamic factors and local cross-sectional dependence 0 0 0 28 3 4 8 52
Smooth marginalized particle filters for dynamic network effect models 0 0 0 32 1 3 8 34
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 0 2 70 3 6 19 136
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 2 51 2 4 16 165
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors 0 0 0 40 2 5 15 57
Total Working Papers 1 2 18 1,476 78 134 432 3,700

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 5 7 11 44
Bank Business Models at Zero Interest Rates 0 0 0 7 0 1 13 58
Beyond Dimension two: A Test for Higher-Order Tail Risk 0 0 0 8 1 2 8 35
Do negative interest rates make banks less safe? 0 0 1 65 2 2 12 209
Dynamic Nonparametric Clustering of Multivariate Panel Data* 1 1 2 2 4 5 13 17
Dynamic clustering of multivariate panel data 1 1 3 7 6 9 26 41
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 5 1 3 9 27
Financial Network Systemic Risk Contributions 0 0 2 130 2 10 34 433
Forecasting systemic impact in financial networks 0 0 0 46 0 0 10 145
Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory 0 0 1 18 1 3 7 81
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 3 46 1 2 23 189
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors 1 1 2 2 2 2 9 16
Total Journal Articles 3 3 14 339 25 46 175 1,295

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Statistics updated 2026-05-06