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 3 18 77
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 2 2 16 0 5 16 77
Bank Business Models at Zero Interest Rates 0 0 0 40 2 7 18 100
Bank business models at zero interest rates 0 0 0 36 2 3 16 100
Beyond dimension two: A test for higher-order tail risk 0 0 0 34 3 4 13 54
Beyond dimension two: A test for higher-order tail risk 0 0 0 39 0 1 6 58
Bootstrapping GARCH Models Under Dependent Innovations 0 0 2 8 1 1 23 38
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 0 18 3 3 7 52
Clustering Extreme Value Indices in Large Panels 0 1 2 7 3 7 28 32
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 2 4 9 70
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 1 16 1 2 16 113
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 1 34 3 3 24 113
Do negative interest rates make banks less safe? 0 0 0 41 2 5 22 223
Dynamic clustering of multivariate panel data 0 0 0 80 3 3 11 140
Dynamic clustering of multivariate panel data 0 0 0 6 3 3 19 47
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 4 4 16 41
Financial Development and Fragility: A Clustering Analysis 0 0 0 13 1 3 12 35
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 38 2 2 14 58
Financial linkages and sectoral business cycle synchronisation: Evidence from Europe 0 0 1 59 1 2 15 82
Financial network systemic risk contributions 0 0 1 159 2 6 22 392
Financial network systemic risk contributions 0 0 0 92 1 3 23 298
Financial network systemic risk contributions 0 0 0 62 2 3 21 282
Forecasting systemic impact in financial networks 0 0 0 133 3 6 24 243
Networking the Yield Curve: Implications for Monetary Policy 1 1 1 15 5 7 19 59
Networking the yield curve: implications for monetary policy 0 0 0 17 1 2 19 58
Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 219 4 4 17 556
Regularized estimation for panel time series models with dynamic factors and local cross-sectional dependence 0 3 3 31 4 10 17 62
Smooth marginalized particle filters for dynamic network effect models 0 0 0 32 3 6 13 40
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 0 1 70 1 6 23 142
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 0 51 2 4 19 172
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors 0 0 0 40 3 5 19 63
Total Working Papers 1 7 15 1,486 69 127 539 3,877

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 2 5 1 1 16 51
Bank Business Models at Zero Interest Rates 0 0 1 8 5 5 18 68
Beyond Dimension two: A Test for Higher-Order Tail Risk 0 0 0 8 2 3 9 38
Do negative interest rates make banks less safe? 0 0 0 65 0 0 8 209
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 0 1 2 0 0 8 17
Dynamic clustering of multivariate panel data 1 1 3 8 4 5 25 49
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 1 1 6 0 1 10 30
Financial Network Systemic Risk Contributions 0 0 1 131 3 7 36 447
Forecasting systemic impact in financial networks 0 0 0 46 2 3 12 148
Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory 0 0 1 18 0 1 8 82
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 0 46 2 3 15 192
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors 0 1 2 3 2 3 11 20
Total Journal Articles 1 3 12 346 21 32 176 1,351

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Statistics updated 2026-11-12