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 4 15 74
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 0 0 14 0 3 12 72
Bank Business Models at Zero Interest Rates 0 0 0 40 0 5 11 93
Bank business models at zero interest rates 0 0 0 36 2 5 13 97
Beyond dimension two: A test for higher-order tail risk 0 0 0 34 1 5 9 50
Beyond dimension two: A test for higher-order tail risk 0 0 0 39 0 1 6 57
Bootstrapping GARCH Models Under Dependent Innovations 0 0 3 7 1 7 24 36
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 0 18 0 2 7 49
Clustering Extreme Value Indices in Large Panels 0 0 6 6 1 1 24 24
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 1 1 5 65
Do information contagion and business model similarities explain bank credit risk commonalities? 0 1 1 34 1 10 21 109
Do information contagion and business model similarities explain bank credit risk commonalities? 0 1 1 16 1 7 14 110
Do negative interest rates make banks less safe? 0 0 0 41 0 1 18 218
Dynamic clustering of multivariate panel data 0 0 0 6 1 2 19 44
Dynamic clustering of multivariate panel data 0 0 0 80 0 2 9 137
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 1 6 14 37
Financial Development and Fragility: A Clustering Analysis 0 0 2 13 0 1 13 32
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 38 0 5 12 55
Financial linkages and sectoral business cycle synchronisation: Evidence from Europe 0 0 1 59 2 5 14 79
Financial network systemic risk contributions 0 0 0 92 0 4 23 295
Financial network systemic risk contributions 1 1 1 159 4 8 19 385
Financial network systemic risk contributions 0 0 0 62 1 5 24 279
Forecasting systemic impact in financial networks 0 0 0 133 0 2 18 236
Networking the Yield Curve: Implications for Monetary Policy 0 0 0 14 1 4 15 52
Networking the yield curve: implications for monetary policy 0 0 0 17 1 3 19 56
Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 219 0 4 12 551
Regularized estimation for panel time series models with dynamic factors and local cross-sectional dependence 0 0 0 28 0 3 8 52
Smooth marginalized particle filters for dynamic network effect models 0 0 0 32 0 1 8 34
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 0 2 70 0 3 19 136
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 2 51 1 5 19 168
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors 0 0 0 40 1 3 15 58
Total Working Papers 1 3 19 1,478 21 118 459 3,740

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 2 2 2 5 2 10 16 49
Bank Business Models at Zero Interest Rates 0 1 1 8 0 2 14 60
Beyond Dimension two: A Test for Higher-Order Tail Risk 0 0 0 8 0 1 8 35
Do negative interest rates make banks less safe? 0 0 0 65 0 2 11 209
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 1 2 2 0 4 11 17
Dynamic clustering of multivariate panel data 0 1 3 7 0 7 25 42
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 5 0 3 10 29
Financial Network Systemic Risk Contributions 1 1 3 131 3 7 34 438
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 0 1 7 81
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 1 46 0 1 19 189
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors 0 1 1 2 0 3 8 17
Total Journal Articles 3 7 14 343 5 41 173 1,311

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Statistics updated 2026-07-10