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 15 74
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 0 0 14 0 1 12 72
Bank Business Models at Zero Interest Rates 0 0 0 40 0 1 11 93
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 39 0 0 6 57
Beyond dimension two: A test for higher-order tail risk 0 0 0 34 0 2 9 50
Bootstrapping GARCH Models Under Dependent Innovations 1 1 4 8 1 4 25 37
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 0 18 0 1 7 49
Clustering Extreme Value Indices in Large Panels 0 0 6 6 1 2 25 25
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 1 2 6 66
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 1 16 1 2 15 111
Do information contagion and business model similarities explain bank credit risk commonalities? 0 1 1 34 1 3 21 110
Do negative interest rates make banks less safe? 0 0 0 41 0 0 18 218
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 9 137
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 0 2 14 37
Financial Development and Fragility: A Clustering Analysis 0 0 1 13 0 1 12 32
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 38 1 2 13 56
Financial linkages and sectoral business cycle synchronisation: Evidence from Europe 0 0 1 59 1 4 15 80
Financial network systemic risk contributions 0 1 1 159 1 8 19 386
Financial network systemic risk contributions 0 0 0 92 0 0 23 295
Financial network systemic risk contributions 0 0 0 62 0 2 20 279
Forecasting systemic impact in financial networks 0 0 0 133 1 1 19 237
Networking the Yield Curve: Implications for Monetary Policy 0 0 0 14 0 2 15 52
Networking the yield curve: implications for monetary policy 0 0 0 17 0 1 18 56
Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 219 1 2 13 552
Regularized estimation for panel time series models with dynamic factors and local cross-sectional dependence 0 0 0 28 0 0 8 52
Smooth marginalized particle filters for dynamic network effect models 0 0 0 32 0 0 8 34
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 0 2 70 0 0 19 136
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 2 51 0 3 19 168
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors 0 0 0 40 0 1 15 58
Total Working Papers 1 3 19 1,479 10 50 460 3,750

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 1 6 16 50
Bank Business Models at Zero Interest Rates 0 1 1 8 3 5 16 63
Beyond Dimension two: A Test for Higher-Order Tail Risk 0 0 0 8 0 0 8 35
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 11 17
Dynamic clustering of multivariate panel data 0 0 3 7 2 3 25 44
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 5 0 2 10 29
Financial Network Systemic Risk Contributions 0 1 3 131 2 7 35 440
Forecasting systemic impact in financial networks 0 0 0 46 0 0 9 145
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 0 0 16 189
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors 0 0 1 2 0 1 8 17
Total Journal Articles 0 4 13 343 8 24 171 1,319

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Statistics updated 2026-08-07