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 1 1 16 75
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 2 2 2 16 5 5 16 77
Bank Business Models at Zero Interest Rates 0 0 0 40 5 5 16 98
Bank business models at zero interest rates 0 0 0 36 0 2 13 97
Beyond dimension two: A test for higher-order tail risk 0 0 0 34 0 1 9 50
Beyond dimension two: A test for higher-order tail risk 0 0 0 39 0 0 5 57
Bootstrapping GARCH Models Under Dependent Innovations 0 1 3 8 0 2 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 0 0 1 6 2 4 24 27
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 2 4 8 68
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 1 16 0 2 14 111
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 1 34 0 2 21 110
Do negative interest rates make banks less safe? 0 0 0 41 1 1 19 219
Dynamic clustering of multivariate panel data 0 0 0 6 0 1 18 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 1 14 37
Financial Development and Fragility: A Clustering Analysis 0 0 1 13 1 1 12 33
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 1 4 15 81
Financial network systemic risk contributions 0 1 1 159 2 7 19 388
Financial network systemic risk contributions 0 0 0 92 1 1 22 296
Financial network systemic risk contributions 0 0 0 62 1 2 20 280
Forecasting systemic impact in financial networks 0 0 0 133 3 4 22 240
Networking the Yield Curve: Implications for Monetary Policy 0 0 0 14 1 2 14 53
Networking the yield curve: implications for monetary policy 0 0 0 17 0 1 17 56
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 1 1 1 29 3 3 11 55
Smooth marginalized particle filters for dynamic network effect models 0 0 0 32 2 2 9 36
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 0 2 70 5 5 24 141
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 2 51 2 3 20 170
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors 0 0 0 40 1 2 16 59
Total Working Papers 3 5 16 1,482 39 70 476 3,789

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 2 2 5 0 3 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 1 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 2 2 0 0 10 17
Dynamic clustering of multivariate panel data 0 0 3 7 1 3 25 45
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 5 0 0 10 29
Financial Network Systemic Risk Contributions 0 1 2 131 3 8 36 443
Forecasting systemic impact in financial networks 0 0 0 46 1 1 10 146
Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory 0 0 1 18 0 0 7 81
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 0 46 1 1 16 190
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors 1 1 2 3 1 1 9 18
Total Journal Articles 1 4 13 344 8 21 172 1,327

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Statistics updated 2026-09-10