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 2 11 12 70
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 0 0 14 2 6 8 68
Bank Business Models at Zero Interest Rates 0 0 0 40 1 3 6 88
Bank business models at zero interest rates 0 0 0 36 1 4 10 92
Beyond dimension two: A test for higher-order tail risk 0 0 0 34 0 3 3 44
Beyond dimension two: A test for higher-order tail risk 0 0 0 39 0 3 4 55
Bootstrapping GARCH Models Under Dependent Innovations 0 1 4 7 4 13 22 29
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 0 18 0 1 7 47
Clustering Extreme Value Indices in Large Panels 0 1 6 6 4 18 22 22
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 2 3 63
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 33 1 7 9 97
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 15 0 5 8 103
Do negative interest rates make banks less safe? 0 0 0 41 3 10 14 214
Dynamic clustering of multivariate panel data 0 0 0 80 0 5 7 135
Dynamic clustering of multivariate panel data 0 0 0 6 0 10 16 40
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 1 4 7 30
Financial Development and Fragility: A Clustering Analysis 0 0 4 13 0 6 13 30
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 38 1 5 7 50
Financial linkages and sectoral business cycle synchronisation: Evidence from Europe 1 1 1 59 1 5 9 73
Financial network systemic risk contributions 0 0 1 92 1 15 20 291
Financial network systemic risk contributions 0 0 1 158 0 3 12 375
Financial network systemic risk contributions 0 0 0 62 0 9 18 273
Forecasting systemic impact in financial networks 0 0 0 133 1 14 16 233
Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels 0 0 1 28 0 2 5 48
Networking the Yield Curve: Implications for Monetary Policy 0 0 0 14 1 7 11 48
Networking the yield curve: implications for monetary policy 0 0 0 17 0 10 16 53
Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 219 0 4 7 545
Smooth marginalized particle filters for dynamic network effect models 0 0 0 32 1 5 6 32
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 1 2 70 1 8 14 131
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 2 51 0 6 12 161
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors 0 0 0 40 2 8 13 54
Total Working Papers 1 4 22 1,475 28 212 337 3,594

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 2 4 6 39
Bank Business Models at Zero Interest Rates 0 0 0 7 1 6 13 58
Beyond Dimension two: A Test for Higher-Order Tail Risk 0 0 0 8 1 4 7 34
Do negative interest rates make banks less safe? 0 0 1 65 0 4 10 207
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 0 1 1 0 2 10 12
Dynamic clustering of multivariate panel data 0 0 3 6 2 8 23 34
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 5 1 5 7 25
Financial Network Systemic Risk Contributions 0 0 2 130 6 15 31 429
Forecasting systemic impact in financial networks 0 0 0 46 0 6 10 145
Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory 0 1 1 18 1 4 6 79
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 3 46 1 9 24 188
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors 0 0 1 1 0 4 10 14
Total Journal Articles 0 1 12 336 15 71 157 1,264

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Statistics updated 2026-03-04