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 0 1 59
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 0 0 14 0 1 1 61
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 3 84
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 0 1 1 52
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 1 18 1 3 6 45
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 1 1 2 61
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 15 0 1 3 97
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 33 0 0 2 89
Do negative interest rates make banks less safe? 0 0 0 41 1 1 1 201
Dynamic clustering of multivariate panel data 0 0 0 80 0 1 1 129
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 38 0 1 1 44
Financial linkages and sectoral business cycle synchronisation: Evidence from Europe 0 0 0 58 1 2 4 67
Financial network systemic risk contributions 0 0 0 62 0 2 7 261
Financial network systemic risk contributions 0 0 1 158 1 3 8 370
Financial network systemic risk contributions 0 0 1 92 1 3 6 275
Forecasting systemic impact in financial networks 0 0 0 133 1 1 2 219
Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels 0 0 1 28 0 1 4 45
Networking the Yield Curve: Implications for Monetary Policy 0 0 0 14 1 3 3 40
Networking the yield curve: implications for monetary policy 0 0 0 17 0 1 3 39
Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 219 0 0 1 539
Smooth marginalized particle filters for dynamic network effect models 0 0 0 32 0 1 1 27
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 1 1 1 69 2 2 3 119
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 2 2 51 1 4 4 153
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors 0 0 0 40 1 1 5 44
Total Working Papers 1 3 8 1,419 12 34 73 3,243

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 1 1 2 35
Bank Business Models at Zero Interest Rates 0 0 0 7 3 3 7 50
Beyond Dimension two: A Test for Higher-Order Tail Risk 0 0 0 8 0 2 3 29
Do negative interest rates make banks less safe? 0 0 1 65 2 2 5 201
Financial Network Systemic Risk Contributions 0 2 5 130 2 6 17 411
Forecasting systemic impact in financial networks 0 0 0 46 0 0 1 136
Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 17 0 0 2 74
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 4 46 1 4 16 177
Total Journal Articles 0 2 10 322 9 18 53 1,113

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Statistics updated 2025-11-08