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 8 11 70
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 0 0 14 1 7 9 69
Bank Business Models at Zero Interest Rates 0 0 0 40 0 3 6 88
Bank business models at zero interest rates 0 0 0 36 0 3 10 92
Beyond dimension two: A test for higher-order tail risk 0 0 0 34 1 4 4 45
Beyond dimension two: A test for higher-order tail risk 0 0 0 39 1 2 5 56
Bootstrapping GARCH Models Under Dependent Innovations 0 0 3 7 0 8 19 29
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 0 18 0 0 6 47
Clustering Extreme Value Indices in Large Panels 0 0 6 6 1 14 23 23
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 1 2 4 64
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 33 2 7 11 99
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 15 0 5 8 103
Do negative interest rates make banks less safe? 0 0 0 41 3 11 17 217
Dynamic clustering of multivariate panel data 0 0 0 80 0 4 7 135
Dynamic clustering of multivariate panel data 0 0 0 6 2 7 17 42
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 1 2 8 31
Financial Development and Fragility: A Clustering Analysis 0 0 2 13 1 6 14 31
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 38 0 3 7 50
Financial linkages and sectoral business cycle synchronisation: Evidence from Europe 0 1 1 59 1 3 9 74
Financial network systemic risk contributions 0 0 1 158 2 5 14 377
Financial network systemic risk contributions 0 0 0 62 1 9 19 274
Financial network systemic risk contributions 0 0 1 92 0 13 20 291
Forecasting systemic impact in financial networks 0 0 0 133 1 12 17 234
Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels 0 0 1 28 1 3 6 49
Networking the Yield Curve: Implications for Monetary Policy 0 0 0 14 0 3 11 48
Networking the yield curve: implications for monetary policy 0 0 0 17 0 7 16 53
Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 219 2 6 9 547
Smooth marginalized particle filters for dynamic network effect models 0 0 0 32 1 6 7 33
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 1 2 70 2 8 16 133
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 2 51 2 4 14 163
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors 0 0 0 40 1 7 13 55
Total Working Papers 0 2 19 1,475 28 182 357 3,622

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 4 6 39
Bank Business Models at Zero Interest Rates 0 0 0 7 0 5 13 58
Beyond Dimension two: A Test for Higher-Order Tail Risk 0 0 0 8 0 4 7 34
Do negative interest rates make banks less safe? 0 0 1 65 0 3 10 207
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 0 1 1 1 3 11 13
Dynamic clustering of multivariate panel data 0 0 3 6 1 7 23 35
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 5 1 6 8 26
Financial Network Systemic Risk Contributions 0 0 2 130 2 17 32 431
Forecasting systemic impact in financial networks 0 0 0 46 0 2 10 145
Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory 0 1 1 18 1 4 7 80
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 3 46 0 5 24 188
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors 0 0 1 1 0 2 10 14
Total Journal Articles 0 1 12 336 6 62 161 1,270

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Statistics updated 2026-04-09