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 1 21 0 0 2 59
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 0 0 14 0 0 0 60
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 2 3 84
Beyond dimension two: A test for higher-order tail risk 0 0 0 34 0 0 0 41
Beyond dimension two: A test for higher-order tail risk 0 0 0 39 0 0 0 51
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 2 18 0 1 6 42
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 1 1 2 89
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 15 0 1 2 96
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 0 0 128
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 38 0 0 0 43
Financial linkages and sectoral business cycle synchronisation: Evidence from Europe 0 0 0 58 0 0 2 65
Financial network systemic risk contributions 0 0 0 62 4 4 5 259
Financial network systemic risk contributions 0 1 2 158 1 4 7 367
Financial network systemic risk contributions 0 0 2 92 0 0 4 272
Forecasting systemic impact in financial networks 0 0 0 133 0 1 1 218
Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels 0 0 1 28 0 0 3 44
Networking the Yield Curve: Implications for Monetary Policy 0 0 0 14 0 0 1 37
Networking the yield curve: implications for monetary policy 0 0 0 17 1 1 2 38
Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 219 0 1 1 539
Smooth marginalized particle filters for dynamic network effect models 0 0 0 32 0 0 0 26
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 0 0 0 49 0 0 2 149
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors 0 0 1 40 0 1 6 43
Total Working Papers 0 1 10 1,416 7 17 54 3,209

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 1 1 1 34
Bank Business Models at Zero Interest Rates 0 0 0 7 1 2 4 47
Beyond Dimension two: A Test for Higher-Order Tail Risk 0 0 0 8 0 0 1 27
Do negative interest rates make banks less safe? 0 1 2 65 1 2 4 199
Financial Network Systemic Risk Contributions 0 0 4 128 1 6 16 405
Forecasting systemic impact in financial networks 0 0 0 46 1 1 1 136
Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 17 0 0 5 74
Spillover dynamics for systemic risk measurement using spatial financial time series models 1 3 6 46 3 7 18 173
Total Journal Articles 1 4 12 320 8 19 50 1,095

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Statistics updated 2025-08-05