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 1 59
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 0 0 14 0 1 1 61
Bank Business Models at Zero Interest Rates 0 0 0 40 0 0 0 82
Bank business models at zero interest rates 0 0 1 36 0 0 3 84
Beyond dimension two: A test for higher-order tail risk 0 0 0 39 0 1 1 52
Beyond dimension two: A test for higher-order tail risk 0 0 0 34 0 0 0 41
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 1 18 0 2 6 44
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 0 1 60
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 33 0 1 2 89
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 15 0 1 3 97
Do negative interest rates make banks less safe? 0 0 0 41 0 0 1 200
Dynamic clustering of multivariate panel data 0 0 0 80 0 1 1 129
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 38 0 1 1 44
Financial linkages and sectoral business cycle synchronisation: Evidence from Europe 0 0 0 58 0 1 3 66
Financial network systemic risk contributions 0 0 2 158 0 3 8 369
Financial network systemic risk contributions 0 0 2 92 0 2 6 274
Financial network systemic risk contributions 0 0 0 62 1 6 7 261
Forecasting systemic impact in financial networks 0 0 0 133 0 0 1 218
Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels 0 0 1 28 1 1 4 45
Networking the Yield Curve: Implications for Monetary Policy 0 0 0 14 0 2 2 39
Networking the yield curve: implications for monetary policy 0 0 0 17 0 2 3 39
Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 219 0 0 1 539
Smooth marginalized particle filters for dynamic network effect models 0 0 0 32 0 1 1 27
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 0 0 68 0 0 3 117
Spillover dynamics for systemic risk measurement using spatial financial time series models 2 2 2 51 2 3 4 152
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors 0 0 0 40 0 0 4 43
Total Working Papers 2 2 9 1,418 4 29 68 3,231

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 0 1 1 34
Bank Business Models at Zero Interest Rates 0 0 0 7 0 1 4 47
Beyond Dimension two: A Test for Higher-Order Tail Risk 0 0 0 8 0 2 3 29
Do negative interest rates make banks less safe? 0 0 1 65 0 1 3 199
Financial Network Systemic Risk Contributions 1 2 5 130 2 5 19 409
Forecasting systemic impact in financial networks 0 0 0 46 0 1 1 136
Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 17 0 0 4 74
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 1 6 46 2 6 17 176
Total Journal Articles 1 3 12 322 4 17 52 1,104

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Statistics updated 2025-10-06